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

DJAM.DE vs. ETLS.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) and L&G US Equity UCITS ETF (ETLS.DE).

DJAM.DE and ETLS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJAM.DE is a passively managed fund by Amundi that tracks the performance of the Dow Jones Industrial Average. It was launched on Apr 4, 2001. ETLS.DE is a passively managed fund by Legal & General that tracks the performance of the Solactive Core United States Large & Mid Cap. It was launched on Oct 8, 2018. Both DJAM.DE and ETLS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DJAM.DE vs. ETLS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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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DJAM.DE vs. ETLS.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist		-2.02%2.01%21.39%11.90%-2.34%31.92%-1.77%22.42%
ETLS.DE
L&G US Equity UCITS ETF		-3.21%5.06%32.53%24.21%-16.00%38.89%10.12%27.92%

Returns By Period

In the year-to-date period, DJAM.DE achieves a -2.02% return, which is significantly higher than ETLS.DE's -3.21% return.

DJAM.DE

1D
-0.05%
1M
-2.87%
YTD
-2.02%
6M
2.22%
1Y
4.87%
3Y*
10.84%
5Y*
8.93%
10Y*
11.64%

ETLS.DE

1D
0.31%
1M
-2.61%
YTD
-3.21%
6M
-0.80%
1Y
10.54%
3Y*
16.35%
5Y*
11.91%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Lyxor Dow Jones Industrial Average UCITS ETF Dist

L&G US Equity UCITS ETF

Often compared with DJAM.DE:
DJAM.DE vs. SPYDJAM.DE vs. VOODJAM.DE vs. EDMU.DEDJAM.DE vs. 18MK.DEDJAM.DE vs. 5HED.DEDJAM.DE vs. 6PSE.DEDJAM.DE vs. BBUS.DE
Often compared with ETLS.DE:
ETLS.DE vs. AMZNETLS.DE vs. CSPX.ASETLS.DE vs. VUAA.DEETLS.DE vs. SPYL.DEETLS.DE vs. DELG.DEETLS.DE vs. 4UBI.DEETLS.DE vs. ETLF.DE

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

DJAM.DE has a 0.50% expense ratio, which is higher than ETLS.DE's 0.05% expense ratio.

DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist
ETLS.DE
L&G US Equity UCITS ETF

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJAM.DE
DJAM.DE Risk / Return Rank: 2727
Overall Rank
DJAM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DJAM.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
DJAM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
DJAM.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
DJAM.DE Martin Ratio Rank: 3838
Martin Ratio Rank
ETLS.DE
ETLS.DE Risk / Return Rank: 4545
Overall Rank
ETLS.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ETLS.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ETLS.DE Omega Ratio Rank: 3030
Omega Ratio Rank
ETLS.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ETLS.DE Martin Ratio Rank: 6464
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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.

DJAM.DEETLS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.61

-0.32

Sortino ratio

Return per unit of downside risk

0.51

0.92

-0.42

Omega ratio

Gain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratio

Return relative to maximum drawdown

1.41

2.27

-0.85

Martin ratio

Return relative to average drawdown

4.53

7.81

-3.28

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DJAM.DE Sharpe Ratio is 0.29, which is lower than the ETLS.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of DJAM.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

DJAM.DEETLS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.61

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.76

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.87

-0.27

Correlation

The correlation between DJAM.DE and ETLS.DE is 0.85, 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

DJAM.DE vs. ETLS.DE - Dividend Comparison

DJAM.DE's dividend yield for the trailing twelve months is around 0.81%, while ETLS.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist		0.81%0.79%1.17%1.06%1.80%1.11%1.62%1.25%1.90%1.71%2.26%2.44%
ETLS.DE
L&G US Equity UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DJAM.DE vs. ETLS.DE - Drawdown Comparison

The maximum DJAM.DE drawdown since its inception was -47.32%, which is greater than ETLS.DE's maximum drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for DJAM.DE and ETLS.DE.

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Drawdown Indicators

DJAM.DEETLS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.32%

-33.98%

-13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-8.29%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-23.68%

+2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

—

—

Current Drawdown

Current decline from peak

-5.47%

-5.29%

-0.18%

Average Drawdown

Average peak-to-trough decline

-7.87%

-4.72%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.19%

+0.10%

Volatility

DJAM.DE vs. ETLS.DE - Volatility Comparison

Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) and L&G US Equity UCITS ETF (ETLS.DE) have volatilities of 3.98% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DJAM.DEETLS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

3.92%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

8.62%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

17.12%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

15.49%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

17.30%

-1.18%