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ETL2.DE vs. EN4C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETL2.DE vs. EN4C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) and L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.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, ETL2.DE achieves a 18.23% return, which is significantly lower than EN4C.DE's 24.44% return.


ETL2.DE

1D
-1.24%
1M
0.52%
YTD
18.23%
6M
18.72%
1Y
27.69%
3Y*
10.87%
5Y*
13.12%
10Y*
8.17%

EN4C.DE

1D
-1.57%
1M
0.45%
YTD
24.44%
6M
23.08%
1Y
29.56%
3Y*
9.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETL2.DE vs. EN4C.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
18.23%4.89%11.54%-9.44%24.86%8.91%
EN4C.DE
L&G Multi-Strategy Enhanced Commodities UCITS ETF
24.44%-3.13%9.93%-5.63%29.83%10.18%

Correlation

The correlation between ETL2.DE and EN4C.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

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

0.92

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

0.93

The correlation between ETL2.DE and EN4C.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

ETL2.DE vs. EN4C.DE — Risk / Return Rank

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

ETL2.DE
ETL2.DE Risk / Return Rank: 5757
Overall Rank
ETL2.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ETL2.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
ETL2.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ETL2.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETL2.DE Martin Ratio Rank: 4949
Martin Ratio Rank

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
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.

ETL2.DE vs. EN4C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) and L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.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.


ETL2.DEEN4C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

3.59

3.44

+0.14

Martin ratioReturn relative to average drawdown

8.20

8.36

-0.17

ETL2.DE vs. EN4C.DE - Sharpe Ratio Comparison

The current ETL2.DE Sharpe Ratio is 1.87, which is comparable to the EN4C.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ETL2.DE and EN4C.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


ETL2.DEEN4C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.69

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.72

-0.47

Drawdowns

ETL2.DE vs. EN4C.DE - Drawdown Comparison

The maximum ETL2.DE drawdown since its inception was -47.04%, which is greater than EN4C.DE's maximum drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for ETL2.DE and EN4C.DE.


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Drawdown Indicators


ETL2.DEEN4C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.04%

-25.41%

-21.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.90%

-8.81%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-15.06%

-17.63%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

Max Drawdown (10Y)

Largest decline over 10 years

-26.50%

Current Drawdown

Current decline from peak

-3.57%

-4.02%

+0.45%

Average Drawdown

Average peak-to-trough decline

-21.90%

-13.89%

-8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.64%

-0.18%

Volatility

ETL2.DE vs. EN4C.DE - Volatility Comparison

The current volatility for L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) is 4.60%, while L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) has a volatility of 5.98%. This indicates that ETL2.DE experiences smaller price fluctuations and is considered to be less risky than EN4C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETL2.DEEN4C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

5.98%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

14.54%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

17.98%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

18.11%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.69%

18.11%

-4.42%

ETL2.DE vs. EN4C.DE - Expense Ratio Comparison

Both ETL2.DE and EN4C.DE have an expense ratio of 0.30%.


Dividends

ETL2.DE vs. EN4C.DE - Dividend Comparison

Neither ETL2.DE nor EN4C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, ETL2.DE and EN4C.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ETL2.DE and EN4C.DE have the same expense ratio: 0.30% per year.

ETL2.DE tracks Bloomberg Commodity 3 Month Forward, while EN4C.DE tracks Barclays Backwardation Tilt Multi-Strategy Capped.

Portfolio Optimizer

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