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

ELLE.L vs. SMT.L

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.L) and Scottish Mortgage Investment Trust plc (SMT.L).

ELLE.L and SMT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELLE.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 12, 2017. SMT.L is an actively managed fund by Baillie Gifford Funds. It was launched on Mar 31, 2023.

Performance

ELLE.L vs. SMT.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 Scottish Mortgage Investment Trust plc (SMT.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022202120202019
ELLE.L
Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF		0.22%20.47%9.34%17.89%-16.59%17.73%12.70%6.75%
SMT.L
Scottish Mortgage Investment Trust plc		5.15%34.13%16.77%18.39%-51.51%9.46%116.94%12.53%
Different Trading Currencies

ELLE.L is traded in USD, while SMT.L is traded in GBp. To make them comparable, the SMT.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 0.22% return, which is significantly lower than SMT.L's 5.15% return.

ELLE.L

1D
-0.15%
1M
-1.98%
YTD
0.22%
6M
4.30%
1Y
18.17%
3Y*
15.40%
5Y*
6.96%
10Y*
—

SMT.L

1D
0.27%
1M
7.17%
YTD
5.15%
6M
8.66%
1Y
37.59%
3Y*
27.12%
5Y*
1.28%
10Y*
16.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF

Scottish Mortgage Investment Trust plc

Often compared with ELLE.L:
ELLE.L vs. VWRA.LELLE.L vs. SCHYELLE.L vs. VALW.LELLE.L vs. 500G.LELLE.L vs. SP5L.LELLE.L vs. TDGB.LELLE.L vs. XDEB.L
Often compared with SMT.L:
SMT.L vs. SPXP.LSMT.L vs. QQQSMT.L vs. FCIT.LSMT.L vs. BRK-BSMT.L vs. HMWO.LSMT.L vs. AGT.LSMT.L vs. III.L

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

ELLE.L has a 0.20% expense ratio, which is lower than SMT.L's 0.31% expense ratio.

SMT.L
Scottish Mortgage Investment Trust plc
ELLE.L
Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF

Return for Risk

ELLE.L vs. SMT.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: 5757
Overall Rank
ELLE.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ELLE.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
ELLE.L Omega Ratio Rank: 7171
Omega Ratio Rank
ELLE.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
ELLE.L Martin Ratio Rank: 6565
Martin Ratio Rank
SMT.L
SMT.L Risk / Return Rank: 8282
Overall Rank
SMT.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 7373
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 8585
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. SMT.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 Scottish Mortgage Investment Trust plc (SMT.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.LSMT.LDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.56

-0.60

Sortino ratio

Return per unit of downside risk

1.41

2.20

-0.80

Omega ratio

Gain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratio

Return relative to maximum drawdown

1.60

3.34

-1.74

Martin ratio

Return relative to average drawdown

7.88

10.62

-2.74

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ELLE.L Sharpe Ratio is 0.96, which is lower than the SMT.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of ELLE.L and SMT.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

ELLE.LSMT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.56

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.04

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.56

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.42

+0.62

Correlation

The correlation between ELLE.L and SMT.L is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ELLE.L vs. SMT.L - Dividend Comparison

ELLE.L has not paid dividends to shareholders, while SMT.L's dividend yield for the trailing twelve months is around 0.35%.

TTM20252024202320222021202020192018201720162015
ELLE.L
Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMT.L
Scottish Mortgage Investment Trust plc		0.35%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%

Drawdowns

ELLE.L vs. SMT.L - Drawdown Comparison

The maximum ELLE.L drawdown since its inception was -27.65%, smaller than the maximum SMT.L drawdown of -71.48%. Use the drawdown chart below to compare losses from any high point for ELLE.L and SMT.L.

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Drawdown Indicators

ELLE.LSMT.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.65%

-62.61%

+34.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-12.26%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-27.65%

-60.11%

+32.46%

Max Drawdown (10Y)

Largest decline over 10 years

—

-60.11%

—

Current Drawdown

Current decline from peak

-5.94%

-16.14%

+10.20%

Average Drawdown

Average peak-to-trough decline

-5.05%

-16.09%

+11.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

3.63%

-1.09%

Volatility

ELLE.L vs. SMT.L - Volatility Comparison

The current volatility for Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.L) is 4.73%, while Scottish Mortgage Investment Trust plc (SMT.L) has a volatility of 9.61%. This indicates that ELLE.L experiences smaller price fluctuations and is considered to be less risky than SMT.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.LSMT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

9.61%

-4.88%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

17.01%

-8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

23.96%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.74%

31.94%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.04%

30.25%

-0.21%