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EN4C.DE vs. ETL2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EN4C.DE vs. ETL2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) and L&G Longer Dated All Commodities UCITS ETF (ETL2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EN4C.DE achieves a 24.44% return, which is significantly higher than ETL2.DE's 18.23% return.


EN4C.DE

1D
-1.57%
1M
0.45%
YTD
24.44%
6M
23.08%
1Y
29.56%
3Y*
9.70%
5Y*
10Y*

ETL2.DE

1D
-1.24%
1M
0.52%
YTD
18.23%
6M
18.72%
1Y
27.69%
3Y*
10.87%
5Y*
13.12%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EN4C.DE vs. ETL2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EN4C.DE
L&G Multi-Strategy Enhanced Commodities UCITS ETF
24.44%-3.13%9.93%-5.63%29.83%10.18%
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
18.23%4.89%11.54%-9.44%24.86%8.91%

Correlation

The correlation between EN4C.DE and ETL2.DE is 0.91, 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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.93

The correlation between EN4C.DE and ETL2.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

EN4C.DE vs. ETL2.DE — Risk / Return Rank

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

EN4C.DE
EN4C.DE Risk / Return Rank: 5252
Overall Rank
EN4C.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EN4C.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
EN4C.DE Omega Ratio Rank: 4848
Omega Ratio Rank
EN4C.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
EN4C.DE Martin Ratio Rank: 5050
Martin Ratio Rank

ETL2.DE
ETL2.DE Risk / Return Rank: 5757
Overall Rank
ETL2.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ETL2.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
ETL2.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ETL2.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETL2.DE Martin Ratio Rank: 4949
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.

EN4C.DE vs. ETL2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) and L&G Longer Dated All Commodities UCITS ETF (ETL2.DE). 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.


EN4C.DEETL2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

3.44

3.59

-0.14

Martin ratioReturn relative to average drawdown

8.36

8.20

+0.17

EN4C.DE vs. ETL2.DE - Sharpe Ratio Comparison

The current EN4C.DE Sharpe Ratio is 1.69, which is comparable to the ETL2.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of EN4C.DE and ETL2.DE, 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


EN4C.DEETL2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.87

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.25

+0.47

Drawdowns

EN4C.DE vs. ETL2.DE - Drawdown Comparison

The maximum EN4C.DE drawdown since its inception was -25.41%, smaller than the maximum ETL2.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for EN4C.DE and ETL2.DE.


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Drawdown Indicators


EN4C.DEETL2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.41%

-47.04%

+21.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-7.90%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-17.63%

-15.06%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

Max Drawdown (10Y)

Largest decline over 10 years

-26.50%

Current Drawdown

Current decline from peak

-4.02%

-3.57%

-0.45%

Average Drawdown

Average peak-to-trough decline

-13.89%

-21.90%

+8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.46%

+0.18%

Volatility

EN4C.DE vs. ETL2.DE - Volatility Comparison

L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) has a higher volatility of 5.98% compared to L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) at 4.60%. This indicates that EN4C.DE's price experiences larger fluctuations and is considered to be riskier than ETL2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EN4C.DEETL2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

4.60%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

12.74%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

15.15%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

15.44%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

13.69%

+4.42%

EN4C.DE vs. ETL2.DE - Expense Ratio Comparison

Both EN4C.DE and ETL2.DE have an expense ratio of 0.30%.


Dividends

EN4C.DE vs. ETL2.DE - Dividend Comparison

Neither EN4C.DE nor ETL2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, EN4C.DE and ETL2.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EN4C.DE and ETL2.DE have the same expense ratio: 0.30% per year.

EN4C.DE tracks Barclays Backwardation Tilt Multi-Strategy Capped, while ETL2.DE tracks Bloomberg Commodity 3 Month Forward.

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