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ES6Y.DE vs. SETM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ES6Y.DE vs. SETM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.DE) and Sprott Energy Transition Materials ETF (SETM). The values are adjusted to include any dividend payments, if applicable.

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ES6Y.DE vs. SETM - Yearly Performance Comparison


2026 (YTD)202520242023
ES6Y.DE
L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating
6.28%-9.21%34.05%31.46%
SETM
Sprott Energy Transition Materials ETF
18.22%72.10%-7.52%-12.04%
Different Trading Currencies

ES6Y.DE is traded in EUR, while SETM is traded in USD. To make them comparable, the SETM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ES6Y.DE achieves a 6.28% return, which is significantly lower than SETM's 18.22% return.


ES6Y.DE

1D
4.95%
1M
7.00%
YTD
6.28%
6M
1.17%
1Y
13.34%
3Y*
18.82%
5Y*
10Y*

SETM

1D
-0.33%
1M
-6.06%
YTD
18.22%
6M
34.81%
1Y
127.53%
3Y*
24.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ES6Y.DE vs. SETM - Expense Ratio Comparison

ES6Y.DE has a 0.49% expense ratio, which is lower than SETM's 0.65% expense ratio.


Return for Risk

ES6Y.DE vs. SETM — Risk / Return Rank

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

ES6Y.DE
ES6Y.DE Risk / Return Rank: 2626
Overall Rank
ES6Y.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ES6Y.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ES6Y.DE Omega Ratio Rank: 2525
Omega Ratio Rank
ES6Y.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ES6Y.DE Martin Ratio Rank: 2424
Martin Ratio Rank

SETM
SETM Risk / Return Rank: 9696
Overall Rank
SETM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SETM Sortino Ratio Rank: 9595
Sortino Ratio Rank
SETM Omega Ratio Rank: 9393
Omega Ratio Rank
SETM Calmar Ratio Rank: 9797
Calmar Ratio Rank
SETM Martin Ratio Rank: 9696
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.

ES6Y.DE vs. SETM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.DE) and Sprott Energy Transition Materials ETF (SETM). 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.


ES6Y.DESETMDifference

Sharpe ratio

Return per unit of total volatility

0.48

2.83

-2.35

Sortino ratio

Return per unit of downside risk

0.83

3.06

-2.23

Omega ratio

Gain probability vs. loss probability

1.11

1.42

-0.31

Calmar ratio

Return relative to maximum drawdown

0.85

5.21

-4.37

Martin ratio

Return relative to average drawdown

2.05

16.93

-14.88

ES6Y.DE vs. SETM - Sharpe Ratio Comparison

The current ES6Y.DE Sharpe Ratio is 0.48, which is lower than the SETM Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of ES6Y.DE and SETM, 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


ES6Y.DESETMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

2.83

-2.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.50

+0.04

Correlation

The correlation between ES6Y.DE and SETM is 0.30, 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

ES6Y.DE vs. SETM - Dividend Comparison

ES6Y.DE has not paid dividends to shareholders, while SETM's dividend yield for the trailing twelve months is around 1.35%.


Drawdowns

ES6Y.DE vs. SETM - Drawdown Comparison

The maximum ES6Y.DE drawdown since its inception was -34.72%, smaller than the maximum SETM drawdown of -43.31%. Use the drawdown chart below to compare losses from any high point for ES6Y.DE and SETM.


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Drawdown Indicators


ES6Y.DESETMDifference

Max Drawdown

Largest peak-to-trough decline

-34.72%

-42.81%

+8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-16.08%

-25.85%

+9.77%

Current Drawdown

Current decline from peak

-12.29%

-15.39%

+3.10%

Average Drawdown

Average peak-to-trough decline

-9.83%

-14.59%

+4.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.22%

7.76%

-1.54%

Volatility

ES6Y.DE vs. SETM - Volatility Comparison

The current volatility for L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.DE) is 8.84%, while Sprott Energy Transition Materials ETF (SETM) has a volatility of 15.75%. This indicates that ES6Y.DE experiences smaller price fluctuations and is considered to be less risky than SETM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ES6Y.DESETMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.84%

15.75%

-6.91%

Volatility (6M)

Calculated over the trailing 6-month period

18.64%

35.89%

-17.25%

Volatility (1Y)

Calculated over the trailing 1-year period

27.70%

45.40%

-17.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.12%

34.98%

-8.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.12%

34.98%

-8.86%