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

Performance

ECOM.L vs. ROBG.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 L&G ROBO Global Robotics and Automation UCITS ETF (ROBG.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 ROBG.L is traded in GBp. To make them comparable, the ROBG.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 -1.18% return, which is significantly lower than ROBG.L's 29.71% return.


ECOM.L

1D
-1.62%
1M
0.99%
YTD
-1.18%
6M
1.10%
1Y
6.87%
3Y*
8.41%
5Y*
1.16%
10Y*

ROBG.L

1D
-0.29%
1M
10.89%
YTD
29.71%
6M
30.43%
1Y
60.28%
3Y*
17.31%
5Y*
7.36%
10Y*
14.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ECOM.L
L&G Ecommerce Logistics UCITS ETF
-1.18%11.07%2.89%21.80%-21.59%18.35%43.47%30.98%-23.69%
ROBG.L
L&G ROBO Global Robotics and Automation UCITS ETF
29.71%23.33%-1.71%24.60%-33.82%15.99%45.19%30.37%-29.36%

Correlation

The correlation between ECOM.L and ROBG.L is 0.55, 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

0.55

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

0.68

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

0.77

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

0.79

Over the past year, the correlation between ECOM.L and ROBG.L has dropped to 0.55 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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


Sectors
ECOM.L
ROBG.L

Industrials

37.9%
45.6%

Consumer Cyclical

31.8%
2.9%

Technology

16.2%
45.5%

Real Estate

7.7%

-

Consumer Defensive

4.3%

-

Financial Services

2.0%

-

Basic Materials

-

-

Communication Services

-

1.4%

Energy

-

-

Healthcare

-

4.6%

Utilities

-

-

Industrials

ECOM.L
37.9%
ROBG.L
45.6%

Consumer Cyclical

ECOM.L
31.8%
ROBG.L
2.9%

Technology

ECOM.L
16.2%
ROBG.L
45.5%

Real Estate

ECOM.L
7.7%
ROBG.L

-

Consumer Defensive

ECOM.L
4.3%
ROBG.L

-

Financial Services

ECOM.L
2.0%
ROBG.L

-

Basic Materials

ECOM.L

-

ROBG.L

-

Communication Services

ECOM.L

-

ROBG.L
1.4%

Energy

ECOM.L

-

ROBG.L

-

Healthcare

ECOM.L

-

ROBG.L
4.6%

Utilities

ECOM.L

-

ROBG.L

-

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Return for Risk

ECOM.L vs. ROBG.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: 1515
Omega Ratio Rank
ECOM.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
ECOM.L Martin Ratio Rank: 1515
Martin Ratio Rank

ROBG.L
ROBG.L Risk / Return Rank: 8484
Overall Rank
ROBG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ROBG.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
ROBG.L Omega Ratio Rank: 8282
Omega Ratio Rank
ROBG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
ROBG.L Martin Ratio Rank: 8282
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. ROBG.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 L&G ROBO Global Robotics and Automation UCITS ETF (ROBG.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.LROBG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

1.08

1.45

-0.37

Calmar ratioReturn relative to maximum drawdown

0.49

3.73

-3.24

Martin ratioReturn relative to average drawdown

1.33

14.60

-13.27

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

The current ECOM.L Sharpe Ratio is 0.39, which is lower than the ROBG.L Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of ECOM.L and ROBG.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.LROBG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

2.67

-2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.32

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.54

-0.15

Drawdowns

ECOM.L vs. ROBG.L - Drawdown Comparison

The maximum ECOM.L drawdown since its inception was -39.66%, smaller than the maximum ROBG.L drawdown of -43.06%. Use the drawdown chart below to compare losses from any high point for ECOM.L and ROBG.L.


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Drawdown Indicators


ECOM.LROBG.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.66%

-43.06%

+3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-16.08%

+2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-21.23%

-27.75%

+6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-39.66%

-43.06%

+3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-43.06%

Current Drawdown

Current decline from peak

-4.84%

-0.29%

-4.55%

Average Drawdown

Average peak-to-trough decline

-11.46%

-13.33%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

4.12%

+1.03%

Volatility

ECOM.L vs. ROBG.L - Volatility Comparison

The current volatility for L&G Ecommerce Logistics UCITS ETF (ECOM.L) is 5.06%, while L&G ROBO Global Robotics and Automation UCITS ETF (ROBG.L) has a volatility of 7.82%. This indicates that ECOM.L experiences smaller price fluctuations and is considered to be less risky than ROBG.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.LROBG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

7.82%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.01%

17.38%

-4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.41%

22.51%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

22.86%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

21.77%

-2.67%

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

ECOM.L has a 0.49% expense ratio, which is lower than ROBG.L's 0.80% expense ratio.


Dividends

ECOM.L vs. ROBG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ECOM.L and ROBG.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ECOM.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ECOM.L is cheaper with a 0.49% expense ratio, compared with 0.80% for ROBG.L.

ECOM.L is categorized as Technology Equities, while ROBG.L is Robotics. ECOM.L tracks MSCI World/Information Tech NR USD, while ROBG.L tracks ROBO Global Robotics and Automation Index. Their fees differ too: 0.49% for ECOM.L and 0.80% for ROBG.L.

Portfolio Optimizer

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