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CHTE.L vs. LEGR.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHTE.L vs. LEGR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.L). The values are adjusted to include any dividend payments, if applicable.

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CHTE.L vs. LEGR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CHTE.L
UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc
-7.50%32.47%12.40%-15.02%-21.59%
LEGR.L
First Trust Indxx Innovative Transaction & Process UCITS ETF
-0.64%22.20%18.32%15.73%-9.38%
Different Trading Currencies

CHTE.L is traded in GBp, while LEGR.L is traded in USD. To make them comparable, the LEGR.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHTE.L achieves a -7.50% return, which is significantly lower than LEGR.L's -0.64% return.


CHTE.L

1D
-0.71%
1M
2.89%
YTD
-7.50%
6M
-24.22%
1Y
2.11%
3Y*
4.46%
5Y*
10Y*

LEGR.L

1D
0.32%
1M
0.13%
YTD
-0.64%
6M
5.51%
1Y
19.63%
3Y*
16.37%
5Y*
11.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHTE.L vs. LEGR.L - Expense Ratio Comparison

CHTE.L has a 0.47% expense ratio, which is lower than LEGR.L's 0.65% expense ratio.


Return for Risk

CHTE.L vs. LEGR.L — Risk / Return Rank

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

CHTE.L
CHTE.L Risk / Return Rank: 1313
Overall Rank
CHTE.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CHTE.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
CHTE.L Omega Ratio Rank: 1313
Omega Ratio Rank
CHTE.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
CHTE.L Martin Ratio Rank: 1313
Martin Ratio Rank

LEGR.L
LEGR.L Risk / Return Rank: 7171
Overall Rank
LEGR.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LEGR.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
LEGR.L Omega Ratio Rank: 6565
Omega Ratio Rank
LEGR.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
LEGR.L Martin Ratio Rank: 7676
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.

CHTE.L vs. LEGR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.L). 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.


CHTE.LLEGR.LDifference

Sharpe ratio

Return per unit of total volatility

0.08

1.23

-1.15

Sortino ratio

Return per unit of downside risk

0.29

1.72

-1.43

Omega ratio

Gain probability vs. loss probability

1.04

1.24

-0.20

Calmar ratio

Return relative to maximum drawdown

0.18

3.12

-2.94

Martin ratio

Return relative to average drawdown

0.40

10.76

-10.36

CHTE.L vs. LEGR.L - Sharpe Ratio Comparison

The current CHTE.L Sharpe Ratio is 0.08, which is lower than the LEGR.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of CHTE.L and LEGR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHTE.LLEGR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

1.23

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.71

-0.76

Correlation

The correlation between CHTE.L and LEGR.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CHTE.L vs. LEGR.L - Dividend Comparison

Neither CHTE.L nor LEGR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CHTE.L vs. LEGR.L - Drawdown Comparison

The maximum CHTE.L drawdown since its inception was -45.52%, which is greater than LEGR.L's maximum drawdown of -26.80%. Use the drawdown chart below to compare losses from any high point for CHTE.L and LEGR.L.


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Drawdown Indicators


CHTE.LLEGR.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.52%

-34.70%

-10.82%

Max Drawdown (1Y)

Largest decline over 1 year

-26.34%

-9.73%

-16.61%

Max Drawdown (5Y)

Largest decline over 5 years

-31.56%

Current Drawdown

Current decline from peak

-24.22%

-6.84%

-17.38%

Average Drawdown

Average peak-to-trough decline

-23.21%

-6.75%

-16.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.12%

2.57%

+9.55%

Volatility

CHTE.L vs. LEGR.L - Volatility Comparison

UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) has a higher volatility of 7.01% compared to First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.L) at 5.32%. This indicates that CHTE.L's price experiences larger fluctuations and is considered to be riskier than LEGR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHTE.LLEGR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

5.32%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

17.12%

10.37%

+6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

15.95%

+10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.91%

14.99%

+23.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.91%

17.37%

+21.54%