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

Performance

EN4C.DE vs. USPY.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 Cyber Security UCITS ETF (USPY.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 lower than USPY.DE's 39.75% return.


EN4C.DE

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

USPY.DE

1D
-2.26%
1M
29.72%
YTD
39.75%
6M
33.27%
1Y
32.53%
3Y*
25.52%
5Y*
12.91%
10Y*
16.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EN4C.DE vs. USPY.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%
USPY.DE
L&G Cyber Security UCITS ETF
39.75%-3.37%24.35%37.43%-28.72%1.60%

Correlation

The correlation between EN4C.DE and USPY.DE is 0.10, 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

0.10

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

0.14

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

0.14

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Return for Risk

EN4C.DE vs. USPY.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

USPY.DE
USPY.DE Risk / Return Rank: 3535
Overall Rank
USPY.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USPY.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
USPY.DE Omega Ratio Rank: 3838
Omega Ratio Rank
USPY.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
USPY.DE Martin Ratio Rank: 3131
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. USPY.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 Cyber Security UCITS ETF (USPY.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.DEUSPY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

3.44

1.70

+1.75

Martin ratioReturn relative to average drawdown

8.36

4.56

+3.80

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

The current EN4C.DE Sharpe Ratio is 1.69, which is higher than the USPY.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of EN4C.DE and USPY.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.DEUSPY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.26

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.63

+0.09

Drawdowns

EN4C.DE vs. USPY.DE - Drawdown Comparison

The maximum EN4C.DE drawdown since its inception was -25.41%, smaller than the maximum USPY.DE drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for EN4C.DE and USPY.DE.


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Drawdown Indicators


EN4C.DEUSPY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.41%

-34.32%

+8.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-19.63%

+10.82%

Max Drawdown (3Y)

Largest decline over 3 years

-17.63%

-30.52%

+12.89%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-4.02%

-2.26%

-1.76%

Average Drawdown

Average peak-to-trough decline

-13.89%

-9.91%

-3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

7.32%

-3.68%

Volatility

EN4C.DE vs. USPY.DE - Volatility Comparison

The current volatility for L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) is 5.98%, while L&G Cyber Security UCITS ETF (USPY.DE) has a volatility of 10.03%. This indicates that EN4C.DE experiences smaller price fluctuations and is considered to be less risky than USPY.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.DEUSPY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

10.03%

-4.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

22.89%

-8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

26.36%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

24.60%

-6.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

22.91%

-4.80%

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

EN4C.DE has a 0.30% expense ratio, which is lower than USPY.DE's 0.69% expense ratio.


Dividends

EN4C.DE vs. USPY.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EN4C.DE and USPY.DE have a correlation of 0.10, 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 0.69% for USPY.DE.

EN4C.DE is categorized as Commodities, while USPY.DE is Technology Equities. EN4C.DE tracks Barclays Backwardation Tilt Multi-Strategy Capped, while USPY.DE tracks ISE Cyber Security UCITS. Their fees differ too: 0.30% for EN4C.DE and 0.69% for USPY.DE.

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