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ENCG.L vs. UD07.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENCG.L vs. UD07.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 UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L). The values are adjusted to include any dividend payments, if applicable.

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ENCG.L vs. UD07.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ENCG.L
L&G Multi-Strategy Enhanced Commodities UCITS ETF
23.96%0.89%5.39%-7.83%38.17%13.94%
UD07.L
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc
19.11%9.88%6.26%-10.97%32.08%9.31%

Returns By Period

In the year-to-date period, ENCG.L achieves a 23.96% return, which is significantly higher than UD07.L's 19.11% return.


ENCG.L

1D
-0.48%
1M
13.93%
YTD
23.96%
6M
24.96%
1Y
20.73%
3Y*
8.47%
5Y*
10Y*

UD07.L

1D
-0.25%
1M
8.45%
YTD
19.11%
6M
26.33%
1Y
23.81%
3Y*
9.68%
5Y*
15.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ENCG.L vs. UD07.L - Expense Ratio Comparison

ENCG.L has a 0.30% expense ratio, which is lower than UD07.L's 0.34% expense ratio.


Return for Risk

ENCG.L vs. UD07.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: 6363
Overall Rank
ENCG.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ENCG.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
ENCG.L Omega Ratio Rank: 6464
Omega Ratio Rank
ENCG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
ENCG.L Martin Ratio Rank: 4141
Martin Ratio Rank

UD07.L
UD07.L Risk / Return Rank: 7878
Overall Rank
UD07.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UD07.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
UD07.L Omega Ratio Rank: 8080
Omega Ratio Rank
UD07.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
UD07.L Martin Ratio Rank: 5757
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. UD07.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 UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.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.LUD07.LDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.69

-0.41

Sortino ratio

Return per unit of downside risk

1.74

2.23

-0.49

Omega ratio

Gain probability vs. loss probability

1.24

1.31

-0.07

Calmar ratio

Return relative to maximum drawdown

1.92

2.82

-0.91

Martin ratio

Return relative to average drawdown

3.92

5.76

-1.84

ENCG.L vs. UD07.L - Sharpe Ratio Comparison

The current ENCG.L Sharpe Ratio is 1.27, which is comparable to the UD07.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ENCG.L and UD07.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.LUD07.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.69

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.42

+0.41

Correlation

The correlation between ENCG.L and UD07.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ENCG.L vs. UD07.L - Dividend Comparison

Neither ENCG.L nor UD07.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ENCG.L vs. UD07.L - Drawdown Comparison

The maximum ENCG.L drawdown since its inception was -26.32%, smaller than the maximum UD07.L drawdown of -39.71%. Use the drawdown chart below to compare losses from any high point for ENCG.L and UD07.L.


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Drawdown Indicators


ENCG.LUD07.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.32%

-39.71%

+13.39%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-8.53%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-39.71%

Current Drawdown

Current decline from peak

-0.48%

-13.02%

+12.54%

Average Drawdown

Average peak-to-trough decline

-13.48%

-18.93%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

4.07%

+1.14%

Volatility

ENCG.L vs. UD07.L - Volatility Comparison

L&G Multi-Strategy Enhanced Commodities UCITS ETF (ENCG.L) has a higher volatility of 6.97% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) at 6.07%. This indicates that ENCG.L's price experiences larger fluctuations and is considered to be riskier than UD07.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.LUD07.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

6.07%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

10.99%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

14.08%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

28.69%

-10.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

23.86%

-6.02%