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

Performance

EN4C.DE vs. LGGA.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 Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.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 LGGA.DE's 17.67% return.


EN4C.DE

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

LGGA.DE

1D
-0.60%
1M
-0.05%
YTD
17.67%
6M
16.95%
1Y
33.58%
3Y*
18.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EN4C.DE vs. LGGA.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%
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
17.67%21.16%9.89%5.48%-3.83%4.31%

Correlation

The correlation between EN4C.DE and LGGA.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.12

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

0.20

The correlation between EN4C.DE and LGGA.DE shifts across timeframes, from -0.06 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EN4C.DE vs. LGGA.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

LGGA.DE
LGGA.DE Risk / Return Rank: 7373
Overall Rank
LGGA.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LGGA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
LGGA.DE Omega Ratio Rank: 7474
Omega Ratio Rank
LGGA.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
LGGA.DE Martin Ratio Rank: 6363
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. LGGA.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 Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.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.DELGGA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.29

1.43

-0.13

Calmar ratioReturn relative to maximum drawdown

3.44

3.91

-0.47

Martin ratioReturn relative to average drawdown

8.36

11.16

-2.80

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

The current EN4C.DE Sharpe Ratio is 1.69, which is comparable to the LGGA.DE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of EN4C.DE and LGGA.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.DELGGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

2.39

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.73

-0.01

Drawdowns

EN4C.DE vs. LGGA.DE - Drawdown Comparison

The maximum EN4C.DE drawdown since its inception was -25.41%, which is greater than LGGA.DE's maximum drawdown of -17.88%. Use the drawdown chart below to compare losses from any high point for EN4C.DE and LGGA.DE.


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Drawdown Indicators


EN4C.DELGGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.41%

-17.88%

-7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-8.87%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.63%

-17.88%

+0.25%

Current Drawdown

Current decline from peak

-4.02%

-1.58%

-2.44%

Average Drawdown

Average peak-to-trough decline

-13.89%

-4.82%

-9.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.12%

+0.52%

Volatility

EN4C.DE vs. LGGA.DE - Volatility Comparison

L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) has a higher volatility of 5.98% compared to L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) at 4.89%. This indicates that EN4C.DE's price experiences larger fluctuations and is considered to be riskier than LGGA.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.DELGGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

4.89%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

11.17%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

14.58%

+3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

13.77%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

13.77%

+4.34%

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

EN4C.DE has a 0.30% expense ratio, which is lower than LGGA.DE's 0.40% expense ratio.


Dividends

EN4C.DE vs. LGGA.DE - Dividend Comparison

EN4C.DE has not paid dividends to shareholders, while LGGA.DE's dividend yield for the trailing twelve months is around 3.76%.


PositionTTM20252024202320222021
EN4C.DE
L&G Multi-Strategy Enhanced Commodities UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
3.76%4.29%4.70%5.40%4.98%1.60%

Frequently Asked Questions


EN4C.DE and LGGA.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EN4C.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EN4C.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for LGGA.DE.

EN4C.DE is categorized as Commodities, while LGGA.DE is Asia Pacific Equities. EN4C.DE tracks Barclays Backwardation Tilt Multi-Strategy Capped, while LGGA.DE tracks FTSE Developed Asia Pacific ex Japan All Cap ex CW ex TC ex REITS Dividend Growth with Quality. Their fees differ too: 0.30% for EN4C.DE and 0.40% for LGGA.DE.

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