PortfoliosLab logoPortfoliosLab logo
DELG.DE vs. USNZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DELG.DE vs. USNZ - 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 Xtrackers Net Zero Pathway Paris Aligned US Equity ETF (USNZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

DELG.DE is traded in EUR, while USNZ is traded in USD. To make them comparable, the USNZ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DELG.DE achieves a 10.45% return, which is significantly lower than USNZ's 12.52% return.


DELG.DE

1D
-0.17%
1M
6.20%
YTD
10.45%
6M
10.40%
1Y
25.92%
3Y*
19.55%
5Y*
14.64%
10Y*

USNZ

1D
0.16%
1M
6.45%
YTD
12.52%
6M
11.39%
1Y
26.85%
3Y*
18.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DELG.DE vs. USNZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
10.45%6.14%33.62%26.50%-3.71%
USNZ
Xtrackers Net Zero Pathway Paris Aligned US Equity ETF
12.52%3.78%30.01%23.93%-0.99%

Correlation

The correlation between DELG.DE and USNZ is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2022

0.61

The correlation between DELG.DE and USNZ has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DELG.DE vs. USNZ — 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: 5959
Overall Rank
DELG.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DELG.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
DELG.DE Omega Ratio Rank: 6161
Omega Ratio Rank
DELG.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DELG.DE Martin Ratio Rank: 5959
Martin Ratio Rank

USNZ
USNZ Risk / Return Rank: 6565
Overall Rank
USNZ Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USNZ Sortino Ratio Rank: 6969
Sortino Ratio Rank
USNZ Omega Ratio Rank: 6868
Omega Ratio Rank
USNZ Calmar Ratio Rank: 5454
Calmar Ratio Rank
USNZ Martin Ratio Rank: 6565
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. USNZ - 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 Xtrackers Net Zero Pathway Paris Aligned US Equity ETF (USNZ). 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.DEUSNZDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.36

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.82

2.76

+0.06

Martin ratioReturn relative to average drawdown

10.31

10.44

-0.12

DELG.DE vs. USNZ - Sharpe Ratio Comparison

The current DELG.DE Sharpe Ratio is 1.99, which is comparable to the USNZ Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of DELG.DE and USNZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DELG.DEUSNZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.05

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.03

-0.22

Drawdowns

DELG.DE vs. USNZ - Drawdown Comparison

The maximum DELG.DE drawdown since its inception was -31.08%, which is greater than USNZ's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for DELG.DE and USNZ.


Loading charts...

Drawdown Indicators


DELG.DEUSNZDifference

Max Drawdown

Largest peak-to-trough decline

-31.08%

-23.93%

-7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-9.78%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-24.38%

-23.93%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

Current Drawdown

Current decline from peak

-0.57%

-0.24%

-0.33%

Average Drawdown

Average peak-to-trough decline

-5.47%

-4.71%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.58%

-0.07%

Volatility

DELG.DE vs. USNZ - Volatility Comparison

L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) has a higher volatility of 3.31% compared to Xtrackers Net Zero Pathway Paris Aligned US Equity ETF (USNZ) at 2.66%. This indicates that DELG.DE's price experiences larger fluctuations and is considered to be riskier than USNZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DELG.DEUSNZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.66%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

9.72%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

13.17%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

16.66%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

16.66%

+2.16%

DELG.DE vs. USNZ - Expense Ratio Comparison

DELG.DE has a 0.12% expense ratio, which is higher than USNZ's 0.10% 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%.


Dividends

DELG.DE vs. USNZ - Dividend Comparison

DELG.DE has not paid dividends to shareholders, while USNZ's dividend yield for the trailing twelve months is around 0.93%.


PositionTTM2025202420232022
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%
USNZ
Xtrackers Net Zero Pathway Paris Aligned US Equity ETF
0.93%1.02%1.14%1.19%0.80%

Frequently Asked Questions


DELG.DE and USNZ have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USNZ is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USNZ is cheaper with a 0.10% expense ratio, compared with 0.12% for DELG.DE.

DELG.DE tracks Foxberry Sustainability Consensus US, while USNZ tracks Solactive ISS ESG United States Net Zero Pathway Enhanced Index - Benchmark TR Net. They also come from different issuers: Legal & General and Xtrackers. Their fees differ too: 0.12% for DELG.DE and 0.10% for USNZ.

Portfolio Optimizer

Find the right allocation for DELG.DE and USNZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer