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

Performance

ECOM.L vs. ECOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Ecommerce Logistics UCITS ETF (ECOM.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

ECOM.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, ECOM.L achieves a -0.01% return, which is significantly higher than ECOG.L's -0.02% return.


ECOM.L

1D
1.18%
1M
4.11%
YTD
-0.01%
6M
3.24%
1Y
6.47%
3Y*
8.92%
5Y*
1.40%
10Y*

ECOG.L

1D
1.33%
1M
4.36%
YTD
-0.02%
6M
2.03%
1Y
6.58%
3Y*
8.85%
5Y*
1.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ECOM.L
L&G Ecommerce Logistics UCITS ETF
-0.01%11.07%2.89%21.80%-21.59%18.35%43.47%30.98%-23.69%
ECOG.L
Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF
-0.02%11.35%2.83%21.15%-21.58%18.79%42.99%31.84%-24.04%

Correlation

The correlation between ECOM.L and ECOG.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.85

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2018

0.91

The correlation between ECOM.L and ECOG.L has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

ECOM.L vs. ECOG.L - Sectors Allocation Comparison


Sectors
ECOM.L
ECOG.L

Industrials

37.9%
37.8%

Consumer Cyclical

31.8%
31.1%

Technology

16.2%
16.9%

Real Estate

7.7%
7.7%

Consumer Defensive

4.3%
4.2%

Financial Services

2.0%
2.2%

Basic Materials

-

-

Communication Services

-

-

Energy

-

-

Healthcare

-

-

Utilities

-

-

Industrials

ECOM.L
37.9%
ECOG.L
37.8%

Consumer Cyclical

ECOM.L
31.8%
ECOG.L
31.1%

Technology

ECOM.L
16.2%
ECOG.L
16.9%

Real Estate

ECOM.L
7.7%
ECOG.L
7.7%

Consumer Defensive

ECOM.L
4.3%
ECOG.L
4.2%

Financial Services

ECOM.L
2.0%
ECOG.L
2.2%

Basic Materials

ECOM.L

-

ECOG.L

-

Communication Services

ECOM.L

-

ECOG.L

-

Energy

ECOM.L

-

ECOG.L

-

Healthcare

ECOM.L

-

ECOG.L

-

Utilities

ECOM.L

-

ECOG.L

-

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Return for Risk

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

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

ECOM.L
ECOM.L Risk / Return Rank: 1515
Overall Rank
ECOM.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ECOM.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
ECOM.L Omega Ratio Rank: 1414
Omega Ratio Rank
ECOM.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
ECOM.L Martin Ratio Rank: 1515
Martin Ratio Rank

ECOG.L
ECOG.L Risk / Return Rank: 1717
Overall Rank
ECOG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ECOG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
ECOG.L Omega Ratio Rank: 1717
Omega Ratio Rank
ECOG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
ECOG.L Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Ecommerce Logistics UCITS ETF (ECOM.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.


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

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.08

1.08

0.00

Calmar ratioReturn relative to maximum drawdown

0.46

0.46

0.00

Martin ratioReturn relative to average drawdown

1.25

1.29

-0.04

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

The current ECOM.L Sharpe Ratio is 0.37, which is comparable to the ECOG.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of ECOM.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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Sharpe Ratios by Period


ECOM.LECOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.42

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.08

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.40

0.00

Drawdowns

ECOM.L vs. ECOG.L - Drawdown Comparison

The maximum ECOM.L drawdown since its inception was -39.66%, roughly equal to the maximum ECOG.L drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for ECOM.L and ECOG.L.


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Drawdown Indicators


ECOM.LECOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.66%

-40.18%

+0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-14.15%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-21.23%

-21.43%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-39.66%

-40.18%

+0.52%

Current Drawdown

Current decline from peak

-3.72%

-3.67%

-0.05%

Average Drawdown

Average peak-to-trough decline

-11.46%

-11.48%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

5.09%

+0.07%

Volatility

ECOM.L vs. ECOG.L - Volatility Comparison

L&G Ecommerce Logistics UCITS ETF (ECOM.L) has a higher volatility of 4.76% compared to Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) at 4.25%. This indicates that ECOM.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


ECOM.LECOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.25%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

11.49%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

15.70%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

18.95%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

18.92%

+0.18%

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

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


Dividends

ECOM.L vs. ECOG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ECOM.L and ECOG.L have a correlation of 0.83, 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.

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

Both ETFs track MSCI World/Information Tech NR USD.

Portfolio Optimizer

Find the right allocation for ECOM.L and ECOG.L

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

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