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

Performance

ECOG.L vs. INTL.L - Performance Comparison

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

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


2026 (YTD)2025202420232022202120202019
ECOG.L
Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF
-8.04%3.54%4.57%15.08%-12.19%19.87%38.74%17.06%
INTL.L
WisdomTree Artificial Intelligence UCITS ETF - USD Acc
-3.92%14.50%13.58%48.71%-35.12%17.36%68.98%32.12%

Returns By Period

In the year-to-date period, ECOG.L achieves a -8.04% return, which is significantly lower than INTL.L's -3.92% return.


ECOG.L

1D
0.43%
1M
-6.93%
YTD
-8.04%
6M
-7.47%
1Y
0.24%
3Y*
2.19%
5Y*
1.95%
10Y*

INTL.L

1D
0.87%
1M
-7.00%
YTD
-3.92%
6M
-0.58%
1Y
39.40%
3Y*
14.64%
5Y*
6.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ECOG.L has a 0.49% expense ratio, which is higher than INTL.L's 0.40% expense ratio.


Return for Risk

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

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

ECOG.L
ECOG.L Risk / Return Rank: 1111
Overall Rank
ECOG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ECOG.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
ECOG.L Omega Ratio Rank: 1212
Omega Ratio Rank
ECOG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
ECOG.L Martin Ratio Rank: 1010
Martin Ratio Rank

INTL.L
INTL.L Risk / Return Rank: 7676
Overall Rank
INTL.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
INTL.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
INTL.L Omega Ratio Rank: 7171
Omega Ratio Rank
INTL.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
INTL.L Martin Ratio Rank: 6969
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.

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

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


ECOG.LINTL.LDifference

Sharpe ratio

Return per unit of total volatility

0.01

1.46

-1.45

Sortino ratio

Return per unit of downside risk

0.14

2.00

-1.86

Omega ratio

Gain probability vs. loss probability

1.02

1.26

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.05

2.40

-2.46

Martin ratio

Return relative to average drawdown

-0.16

6.83

-6.99

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

The current ECOG.L Sharpe Ratio is 0.01, which is lower than the INTL.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of ECOG.L and INTL.L, 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


ECOG.LINTL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.46

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.27

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.68

-0.26

Correlation

The correlation between ECOG.L and INTL.L is 0.71, 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

ECOG.L vs. INTL.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ECOG.L vs. INTL.L - Drawdown Comparison

The maximum ECOG.L drawdown since its inception was -26.12%, smaller than the maximum INTL.L drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for ECOG.L and INTL.L.


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Drawdown Indicators


ECOG.LINTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-37.71%

+11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-15.10%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.12%

-36.92%

+10.80%

Current Drawdown

Current decline from peak

-11.36%

-11.65%

+0.29%

Average Drawdown

Average peak-to-trough decline

-7.66%

-11.22%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

5.31%

-0.98%

Volatility

ECOG.L vs. INTL.L - Volatility Comparison

The current volatility for Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) is 5.62%, while WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a volatility of 7.51%. This indicates that ECOG.L experiences smaller price fluctuations and is considered to be less risky than INTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECOG.LINTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

7.51%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

18.70%

-7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

26.95%

-9.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

25.34%

-8.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

26.12%

-9.04%