DELG.DE vs. XMLC.DE
DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) and XMLC.DE (L&G Clean Water UCITS ETF) are both exchange-traded funds - DELG.DE is a Large Cap Blend Equities fund tracking the Foxberry Sustainability Consensus US, while XMLC.DE is a Water Equities fund tracking the Solactive Clean Water. Both are passively managed. Over the past 5 years, DELG.DE returned 14.64%/yr vs 6.47%/yr for XMLC.DE. A 0.68 correlation means they provide meaningful diversification when combined. DELG.DE charges 0.12%/yr vs 0.49%/yr for XMLC.DE.
Performance
DELG.DE vs. XMLC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DELG.DE achieves a 10.45% return, which is significantly higher than XMLC.DE's 2.11% 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*
- —
XMLC.DE
- 1D
- 0.01%
- 1M
- -3.12%
- YTD
- 2.11%
- 6M
- 1.40%
- 1Y
- 7.18%
- 3Y*
- 8.21%
- 5Y*
- 6.47%
- 10Y*
- —
DELG.DE vs. XMLC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 10.45% | 6.14% | 33.62% | 26.50% | -19.07% | 38.54% | 10.87% |
XMLC.DE L&G Clean Water UCITS ETF | 2.11% | 3.88% | 9.96% | 17.08% | -12.64% | 37.15% | 6.47% |
Correlation
The correlation between DELG.DE and XMLC.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2020 | 0.68 |
The correlation between DELG.DE and XMLC.DE shifts across timeframes, from 0.56 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DELG.DE vs. XMLC.DE — Risk / Return Rank
DELG.DE
XMLC.DE
DELG.DE vs. XMLC.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 Clean Water UCITS ETF (XMLC.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.DE | XMLC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.09 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 0.62 | +2.20 |
| Martin ratioReturn relative to average drawdown | 10.31 | 1.60 | +8.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DELG.DE | XMLC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.48 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.41 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.56 | +0.25 |
Drawdowns
DELG.DE vs. XMLC.DE - Drawdown Comparison
The maximum DELG.DE drawdown since its inception was -31.08%, smaller than the maximum XMLC.DE drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for DELG.DE and XMLC.DE.
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Drawdown Indicators
| DELG.DE | XMLC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.08% | -35.25% | +4.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -11.02% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -19.51% | -4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -20.54% | -3.84% |
Current DrawdownCurrent decline from peak | -0.57% | -7.57% | +7.00% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -6.31% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 4.28% | -1.77% |
Volatility
DELG.DE vs. XMLC.DE - Volatility Comparison
The current volatility for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) is 3.31%, while L&G Clean Water UCITS ETF (XMLC.DE) has a volatility of 4.03%. This indicates that DELG.DE experiences smaller price fluctuations and is considered to be less risky than XMLC.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.DE | XMLC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 4.03% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 10.79% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 14.11% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 15.51% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 18.66% | +0.16% |
DELG.DE vs. XMLC.DE - Expense Ratio Comparison
DELG.DE has a 0.12% expense ratio, which is lower than XMLC.DE's 0.49% expense ratio.
Dividends
DELG.DE vs. XMLC.DE - Dividend Comparison
Neither DELG.DE nor XMLC.DE has paid dividends to shareholders.
Frequently Asked Questions
DELG.DE and XMLC.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.49% for XMLC.DE.
DELG.DE is categorized as Large Cap Blend Equities, while XMLC.DE is Water Equities. DELG.DE tracks Foxberry Sustainability Consensus US, while XMLC.DE tracks Solactive Clean Water. Their fees differ too: 0.12% for DELG.DE and 0.49% for XMLC.DE.
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