PortfoliosLab logoPortfoliosLab logo
ENTR.DE vs. EEAU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENTR.DE vs. EEAU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE) and BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation (EEAU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


ENTR.DE

1D
0.00%
1M
1.79%
6M
5.25%
YTD
9.03%
1Y
32.51%
3Y*
5Y*
10Y*
ALL TIME*
13.67%

EEAU.DE

1D
0.00%
1M
2.46%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€20.25K€19.11K€17.01K
€1.51K€12.50K€11.56K

ENTR.DE vs. EEAU.DE - Yearly Performance Comparison


Correlation

The correlation between ENTR.DE and EEAU.DE is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 29, 2026

0.18

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ENTR.DE vs. EEAU.DE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ENTR.DE
ENTR.DE Risk / Return Rank: 8181
Overall Rank
ENTR.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ENTR.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
ENTR.DE Omega Ratio Rank: 8282
Omega Ratio Rank
ENTR.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
ENTR.DE Martin Ratio Rank: 7575
Martin Ratio Rank

EEAU.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ENTR.DE vs. EEAU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE) and BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation (EEAU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ENTR.DEEEAU.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.36

Martin ratioReturn relative to average drawdown

9.40

ENTR.DE vs. EEAU.DE - Sharpe Ratio Comparison


Loading charts...

Drawdowns

ENTR.DE vs. EEAU.DE - Drawdown Comparison

The maximum ENTR.DE drawdown since its inception was -13.89%, which is greater than EEAU.DE's maximum drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for ENTR.DE and EEAU.DE.


Loading charts...

Drawdown Indicators


ENTR.DEEEAU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.89%

-2.42%

-11.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

Current Drawdown

Current decline from peak

-5.83%

-2.42%

-3.41%

Average Drawdown

Average peak-to-trough decline

-4.99%

-0.56%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

Volatility

ENTR.DE vs. EEAU.DE - Volatility Comparison


Loading charts...

Volatility by Period


ENTR.DEEEAU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

11.94%

+5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

11.94%

+4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

11.94%

+4.33%

ENTR.DE vs. EEAU.DE - Expense Ratio Comparison

ENTR.DE has a 0.65% expense ratio, which is higher than EEAU.DE's 0.60% expense ratio.


Dividends

ENTR.DE vs. EEAU.DE - Dividend Comparison

Neither ENTR.DE nor EEAU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ENTR.DE and EEAU.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEAU.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEAU.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for ENTR.DE.

ENTR.DE is categorized as Commodities, while EEAU.DE is Systematic Trend. They also come from different issuers: L&G and BNP Paribas. Their fees differ too: 0.65% for ENTR.DE and 0.60% for EEAU.DE.

Portfolio Optimizer

Find the right allocation for ENTR.DE and EEAU.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer