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DPAY.L vs. ECOG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPAY.L vs. ECOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Digital Payments UCITS ETF USD (Acc) (DPAY.L) and Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DPAY.L achieves a 2.53% return, which is significantly lower than ECOG.L's 2.80% return.


DPAY.L

1D
2.94%
1M
10.78%
6M
4.05%
YTD
2.53%
1Y
-5.75%
3Y*
3.47%
5Y*
-5.68%
10Y*

ECOG.L

1D
1.87%
1M
4.75%
6M
0.08%
YTD
2.80%
1Y
7.17%
3Y*
6.81%
5Y*
1.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPAY.L vs. ECOG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DPAY.L
L&G Digital Payments UCITS ETF USD (Acc)
2.53%-7.05%14.10%20.99%-31.30%-15.88%
ECOG.L
Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF
2.80%11.35%2.83%21.15%-21.58%1.21%

Correlation

The correlation between DPAY.L and ECOG.L is 0.74, 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

0.74

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

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.74

The correlation between DPAY.L and ECOG.L has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

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Return for Risk

DPAY.L vs. ECOG.L — Risk / Return Rank

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

DPAY.L
DPAY.L Risk / Return Rank: 77
Overall Rank
DPAY.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DPAY.L Sortino Ratio Rank: 77
Sortino Ratio Rank
DPAY.L Omega Ratio Rank: 77
Omega Ratio Rank
DPAY.L Calmar Ratio Rank: 77
Calmar Ratio Rank
DPAY.L Martin Ratio Rank: 77
Martin Ratio Rank

ECOG.L
ECOG.L Risk / Return Rank: 1616
Overall Rank
ECOG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ECOG.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
ECOG.L Omega Ratio Rank: 1515
Omega Ratio Rank
ECOG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
ECOG.L Martin Ratio Rank: 1616
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.

DPAY.L vs. ECOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Digital Payments UCITS ETF USD (Acc) (DPAY.L) and Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DPAY.LECOG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

0.98

1.08

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.21

0.50

-0.71

Martin ratioReturn relative to average drawdown

-0.38

1.29

-1.67

DPAY.L vs. ECOG.L - Sharpe Ratio Comparison

The current DPAY.L Sharpe Ratio is -0.24, which is lower than the ECOG.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DPAY.L and ECOG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DPAY.L vs. ECOG.L - Drawdown Comparison

The maximum DPAY.L drawdown since its inception was -50.59%, roughly equal to the maximum ECOG.L drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for DPAY.L and ECOG.L.


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Drawdown Indicators


DPAY.LECOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.59%

-49.99%

-0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-27.54%

-14.15%

-13.39%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

-21.53%

-6.01%

Max Drawdown (5Y)

Largest decline over 5 years

-50.27%

-40.18%

-10.09%

Current Drawdown

Current decline from peak

-28.35%

-0.94%

-27.41%

Average Drawdown

Average peak-to-trough decline

-31.89%

-19.62%

-12.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.23%

5.53%

+9.70%

Volatility

DPAY.L vs. ECOG.L - Volatility Comparison

L&G Digital Payments UCITS ETF USD (Acc) (DPAY.L) has a higher volatility of 8.80% compared to Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) at 4.99%. This indicates that DPAY.L's price experiences larger fluctuations and is considered to be riskier than ECOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPAY.LECOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

4.99%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

19.54%

12.24%

+7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.66%

16.17%

+7.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.18%

23.00%

+3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

23.47%

+2.41%

DPAY.L vs. ECOG.L - Expense Ratio Comparison

Both DPAY.L and ECOG.L have an expense ratio of 0.49%.


Dividends

DPAY.L vs. ECOG.L - Dividend Comparison

Neither DPAY.L nor ECOG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DPAY.L and ECOG.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DPAY.L and ECOG.L have the same expense ratio: 0.49% per year.

DPAY.L tracks Solactive Digital Payments Index NTR, while ECOG.L tracks MSCI World/Information Tech NR USD.

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