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ELLE.L vs. CHRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELLE.L vs. CHRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.L) and WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ELLE.L achieves a 3.85% return, which is significantly lower than CHRG.L's 33.17% return.


ELLE.L

1D
0.64%
1M
1.05%
YTD
3.85%
6M
6.42%
1Y
15.28%
3Y*
15.53%
5Y*
6.17%
10Y*

CHRG.L

1D
-0.88%
1M
2.18%
YTD
33.17%
6M
31.20%
1Y
103.77%
3Y*
17.35%
5Y*
4.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELLE.L vs. CHRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ELLE.L
Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF
3.85%20.47%9.34%17.89%-16.59%17.73%19.58%
CHRG.L
WisdomTree Battery Solutions UCITS ETF - USD Acc
33.17%55.18%-13.38%-4.90%-27.75%13.85%85.14%

Correlation

The correlation between ELLE.L and CHRG.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.29

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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2020

0.27

The correlation between ELLE.L and CHRG.L shifts across timeframes, from 0.27 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

ELLE.L vs. CHRG.L - Sectors Allocation Comparison


Sectors
ELLE.L
CHRG.L

Financial Services

22.5%

-

Healthcare

15.2%

-

Consumer Cyclical

12.0%
15.5%

Consumer Defensive

10.5%
0.0%

Communication Services

9.9%

-

Utilities

7.0%
1.3%

Industrials

6.9%
48.7%

Technology

6.2%
8.2%

Real Estate

5.2%

-

Basic Materials

4.7%
20.3%

Energy

-

6.1%

Financial Services

ELLE.L
22.5%
CHRG.L

-

Healthcare

ELLE.L
15.2%
CHRG.L

-

Consumer Cyclical

ELLE.L
12.0%
CHRG.L
15.5%

Consumer Defensive

ELLE.L
10.5%
CHRG.L
0.0%

Communication Services

ELLE.L
9.9%
CHRG.L

-

Utilities

ELLE.L
7.0%
CHRG.L
1.3%

Industrials

ELLE.L
6.9%
CHRG.L
48.7%

Technology

ELLE.L
6.2%
CHRG.L
8.2%

Real Estate

ELLE.L
5.2%
CHRG.L

-

Basic Materials

ELLE.L
4.7%
CHRG.L
20.3%

Energy

ELLE.L

-

CHRG.L
6.1%

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Return for Risk

ELLE.L vs. CHRG.L — Risk / Return Rank

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

ELLE.L
ELLE.L Risk / Return Rank: 3737
Overall Rank
ELLE.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ELLE.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
ELLE.L Omega Ratio Rank: 3535
Omega Ratio Rank
ELLE.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
ELLE.L Martin Ratio Rank: 3838
Martin Ratio Rank

CHRG.L
CHRG.L Risk / Return Rank: 6565
Overall Rank
CHRG.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CHRG.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
CHRG.L Omega Ratio Rank: 8888
Omega Ratio Rank
CHRG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
CHRG.L Martin Ratio Rank: 4242
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.

ELLE.L vs. CHRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.L) and WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.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.


ELLE.LCHRG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.23

1.50

-0.27

Calmar ratioReturn relative to maximum drawdown

1.72

3.35

-1.63

Martin ratioReturn relative to average drawdown

5.83

6.55

-0.73

ELLE.L vs. CHRG.L - Sharpe Ratio Comparison

The current ELLE.L Sharpe Ratio is 1.30, which is lower than the CHRG.L Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of ELLE.L and CHRG.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


ELLE.LCHRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.96

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.15

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.52

+0.53

Drawdowns

ELLE.L vs. CHRG.L - Drawdown Comparison

The maximum ELLE.L drawdown since its inception was -27.65%, smaller than the maximum CHRG.L drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for ELLE.L and CHRG.L.


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Drawdown Indicators


ELLE.LCHRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.65%

-55.49%

+27.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-30.81%

+21.99%

Max Drawdown (3Y)

Largest decline over 3 years

-12.63%

-40.33%

+27.70%

Max Drawdown (5Y)

Largest decline over 5 years

-27.65%

-55.49%

+27.84%

Current Drawdown

Current decline from peak

-2.54%

-3.73%

+1.19%

Average Drawdown

Average peak-to-trough decline

-4.92%

-25.20%

+20.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

15.78%

-13.16%

Volatility

ELLE.L vs. CHRG.L - Volatility Comparison

The current volatility for Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.L) is 3.66%, while WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) has a volatility of 10.69%. This indicates that ELLE.L experiences smaller price fluctuations and is considered to be less risky than CHRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELLE.LCHRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

10.69%

-7.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

20.23%

-11.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

52.78%

-41.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.11%

31.81%

-6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.22%

31.47%

-2.25%

ELLE.L vs. CHRG.L - Expense Ratio Comparison

ELLE.L has a 0.20% expense ratio, which is lower than CHRG.L's 0.40% expense ratio.


Dividends

ELLE.L vs. CHRG.L - Dividend Comparison

Neither ELLE.L nor CHRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ELLE.L and CHRG.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ELLE.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ELLE.L is cheaper with a 0.20% expense ratio, compared with 0.40% for CHRG.L.

ELLE.L is categorized as Global Equities, while CHRG.L is Alternative Energy Equities. ELLE.L tracks MSCI ACWI NR USD, while CHRG.L tracks WisdomTree Battery Solutions Index. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.20% for ELLE.L and 0.40% for CHRG.L.

Portfolio Optimizer

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