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ENCG.L vs. GDIG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENCG.L vs. GDIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Multi-Strategy Enhanced Commodities UCITS ETF (ENCG.L) and VanEck S&P Global Mining UCITS ETF (GDIG.L). The values are adjusted to include any dividend payments, if applicable.

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ENCG.L vs. GDIG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ENCG.L
L&G Multi-Strategy Enhanced Commodities UCITS ETF
20.48%0.89%5.39%-7.83%38.17%13.94%
GDIG.L
VanEck S&P Global Mining UCITS ETF
17.93%77.01%-7.08%-0.65%15.96%0.73%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, ENCG.L achieves a 20.48% return, which is significantly higher than GDIG.L's 17.93% return.


ENCG.L

1D
-2.81%
1M
7.92%
YTD
20.48%
6M
21.71%
1Y
17.04%
3Y*
7.44%
5Y*
10Y*

GDIG.L

1D
6.35%
1M
-10.75%
YTD
17.93%
6M
36.73%
1Y
93.90%
3Y*
24.02%
5Y*
18.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ENCG.L vs. GDIG.L - Expense Ratio Comparison

ENCG.L has a 0.30% expense ratio, which is lower than GDIG.L's 0.50% expense ratio.


Return for Risk

ENCG.L vs. GDIG.L — Risk / Return Rank

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

ENCG.L
ENCG.L Risk / Return Rank: 5454
Overall Rank
ENCG.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ENCG.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
ENCG.L Omega Ratio Rank: 4848
Omega Ratio Rank
ENCG.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
ENCG.L Martin Ratio Rank: 4545
Martin Ratio Rank

GDIG.L
GDIG.L Risk / Return Rank: 9595
Overall Rank
GDIG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GDIG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
GDIG.L Omega Ratio Rank: 9393
Omega Ratio Rank
GDIG.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDIG.L Martin Ratio Rank: 9595
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.

ENCG.L vs. GDIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Multi-Strategy Enhanced Commodities UCITS ETF (ENCG.L) and VanEck S&P Global Mining UCITS ETF (GDIG.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.


ENCG.LGDIG.LDifference

Sharpe ratio

Return per unit of total volatility

1.03

2.87

-1.84

Sortino ratio

Return per unit of downside risk

1.43

3.25

-1.82

Omega ratio

Gain probability vs. loss probability

1.20

1.46

-0.26

Calmar ratio

Return relative to maximum drawdown

2.06

4.15

-2.09

Martin ratio

Return relative to average drawdown

4.77

18.13

-13.36

ENCG.L vs. GDIG.L - Sharpe Ratio Comparison

The current ENCG.L Sharpe Ratio is 1.03, which is lower than the GDIG.L Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of ENCG.L and GDIG.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


ENCG.LGDIG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.87

-1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.62

+0.17

Correlation

The correlation between ENCG.L and GDIG.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

ENCG.L vs. GDIG.L - Dividend Comparison

Neither ENCG.L nor GDIG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ENCG.L vs. GDIG.L - Drawdown Comparison

The maximum ENCG.L drawdown since its inception was -26.32%, smaller than the maximum GDIG.L drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for ENCG.L and GDIG.L.


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Drawdown Indicators


ENCG.LGDIG.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.32%

-40.03%

+13.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-24.08%

+13.42%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

Current Drawdown

Current decline from peak

-3.27%

-12.40%

+9.13%

Average Drawdown

Average peak-to-trough decline

-13.47%

-12.75%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

5.93%

-2.31%

Volatility

ENCG.L vs. GDIG.L - Volatility Comparison

The current volatility for L&G Multi-Strategy Enhanced Commodities UCITS ETF (ENCG.L) is 7.63%, while VanEck S&P Global Mining UCITS ETF (GDIG.L) has a volatility of 15.38%. This indicates that ENCG.L experiences smaller price fluctuations and is considered to be less risky than GDIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENCG.LGDIG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

15.38%

-7.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

28.32%

-16.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

32.52%

-16.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

28.16%

-10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

27.49%

-9.61%