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ASCH.DE vs. ETLQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASCH.DE vs. ETLQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in abrdn Future Supply Chains UCITS ETF (ASCH.DE) and L&G Global Equity UCITS ETF (ETLQ.DE). The values are adjusted to include any dividend payments, if applicable.

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ASCH.DE vs. ETLQ.DE - Yearly Performance Comparison


2026 (YTD)2025
ASCH.DE
abrdn Future Supply Chains UCITS ETF
8.94%17.25%
ETLQ.DE
L&G Global Equity UCITS ETF
-1.44%11.98%

Returns By Period

In the year-to-date period, ASCH.DE achieves a 8.94% return, which is significantly higher than ETLQ.DE's -1.44% return.


ASCH.DE

1D
4.09%
1M
-7.43%
YTD
8.94%
6M
13.47%
1Y
3Y*
5Y*
10Y*

ETLQ.DE

1D
2.00%
1M
-3.20%
YTD
-1.44%
6M
1.90%
1Y
12.38%
3Y*
15.33%
5Y*
10.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASCH.DE vs. ETLQ.DE - Expense Ratio Comparison

ASCH.DE has a 0.60% expense ratio, which is higher than ETLQ.DE's 0.10% expense ratio.


Return for Risk

ASCH.DE vs. ETLQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASCH.DE

ETLQ.DE
ETLQ.DE Risk / Return Rank: 4545
Overall Rank
ETLQ.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ETLQ.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
ETLQ.DE Omega Ratio Rank: 4040
Omega Ratio Rank
ETLQ.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
ETLQ.DE Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASCH.DE vs. ETLQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Future Supply Chains UCITS ETF (ASCH.DE) and L&G Global Equity UCITS ETF (ETLQ.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ASCH.DE vs. ETLQ.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ASCH.DEETLQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

0.83

+1.31

Correlation

The correlation between ASCH.DE and ETLQ.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ASCH.DE vs. ETLQ.DE - Dividend Comparison

Neither ASCH.DE nor ETLQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ASCH.DE vs. ETLQ.DE - Drawdown Comparison

The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum ETLQ.DE drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and ETLQ.DE.


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Drawdown Indicators


ASCH.DEETLQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.06%

-33.38%

+22.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

Current Drawdown

Current decline from peak

-7.43%

-4.11%

-3.32%

Average Drawdown

Average peak-to-trough decline

-1.79%

-4.42%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

ASCH.DE vs. ETLQ.DE - Volatility Comparison


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Volatility by Period


ASCH.DEETLQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

16.08%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

14.07%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

15.84%

-1.15%