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DELG.DE vs. ETLS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DELG.DE vs. ETLS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and L&G US Equity UCITS ETF (ETLS.DE). The values are adjusted to include any dividend payments, if applicable.

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DELG.DE vs. ETLS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
-4.78%6.14%33.62%26.50%-19.07%38.54%10.87%
ETLS.DE
L&G US Equity UCITS ETF
-3.51%5.06%32.53%24.21%-16.00%38.89%7.75%

Returns By Period

In the year-to-date period, DELG.DE achieves a -4.78% return, which is significantly lower than ETLS.DE's -3.51% return.


DELG.DE

1D
2.23%
1M
-3.79%
YTD
-4.78%
6M
-1.67%
1Y
11.06%
3Y*
16.67%
5Y*
11.61%
10Y*

ETLS.DE

1D
1.51%
1M
-3.04%
YTD
-3.51%
6M
-0.67%
1Y
10.26%
3Y*
16.37%
5Y*
11.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DELG.DE vs. ETLS.DE - Expense Ratio Comparison

DELG.DE has a 0.12% expense ratio, which is higher than ETLS.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DELG.DE vs. ETLS.DE — Risk / Return Rank

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

DELG.DE
DELG.DE Risk / Return Rank: 3333
Overall Rank
DELG.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DELG.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
DELG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
DELG.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
DELG.DE Martin Ratio Rank: 3838
Martin Ratio Rank

ETLS.DE
ETLS.DE Risk / Return Rank: 3434
Overall Rank
ETLS.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ETLS.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
ETLS.DE Omega Ratio Rank: 3030
Omega Ratio Rank
ETLS.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
ETLS.DE Martin Ratio Rank: 4141
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.

DELG.DE vs. ETLS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and L&G US Equity UCITS ETF (ETLS.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.


DELG.DEETLS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.60

0.00

Sortino ratio

Return per unit of downside risk

0.93

0.90

+0.02

Omega ratio

Gain probability vs. loss probability

1.13

1.13

0.00

Calmar ratio

Return relative to maximum drawdown

1.19

1.23

-0.04

Martin ratio

Return relative to average drawdown

4.06

4.27

-0.21

DELG.DE vs. ETLS.DE - Sharpe Ratio Comparison

The current DELG.DE Sharpe Ratio is 0.60, which is comparable to the ETLS.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of DELG.DE and ETLS.DE, 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


DELG.DEETLS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.60

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.76

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.86

-0.18

Correlation

The correlation between DELG.DE and ETLS.DE is 0.96, 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

DELG.DE vs. ETLS.DE - Dividend Comparison

Neither DELG.DE nor ETLS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DELG.DE vs. ETLS.DE - Drawdown Comparison

The maximum DELG.DE drawdown since its inception was -31.08%, smaller than the maximum ETLS.DE drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for DELG.DE and ETLS.DE.


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Drawdown Indicators


DELG.DEETLS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.08%

-33.98%

+2.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

-13.46%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-23.68%

-0.70%

Current Drawdown

Current decline from peak

-6.66%

-5.58%

-1.08%

Average Drawdown

Average peak-to-trough decline

-5.59%

-4.72%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.39%

+0.29%

Volatility

DELG.DE vs. ETLS.DE - Volatility Comparison

L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) has a higher volatility of 4.73% compared to L&G US Equity UCITS ETF (ETLS.DE) at 4.07%. This indicates that DELG.DE's price experiences larger fluctuations and is considered to be riskier than ETLS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DELG.DEETLS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.07%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

8.64%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

17.18%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

15.49%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

17.30%

+1.66%