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ETL2.DE vs. XBCU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETL2.DE vs. XBCU.L - 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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L). The values are adjusted to include any dividend payments, if applicable.

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ETL2.DE vs. XBCU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
14.02%4.89%11.54%-9.44%24.86%46.17%-7.55%10.85%-4.21%-9.85%
XBCU.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
17.67%11.13%15.81%-12.67%28.46%50.07%-9.47%9.97%-7.14%-7.63%
Different Trading Currencies

ETL2.DE is traded in EUR, while XBCU.L is traded in USD. To make them comparable, the XBCU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETL2.DE achieves a 14.02% return, which is significantly lower than XBCU.L's 17.67% return. Over the past 10 years, ETL2.DE has underperformed XBCU.L with an annualized return of 9.02%, while XBCU.L has yielded a comparatively higher 10.45% annualized return.


ETL2.DE

1D
-2.06%
1M
3.85%
YTD
14.02%
6M
22.54%
1Y
13.38%
3Y*
8.51%
5Y*
14.37%
10Y*
9.02%

XBCU.L

1D
-1.46%
1M
2.72%
YTD
17.67%
6M
30.56%
1Y
21.79%
3Y*
12.56%
5Y*
17.41%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETL2.DE vs. XBCU.L - Expense Ratio Comparison

ETL2.DE has a 0.30% expense ratio, which is higher than XBCU.L's 0.29% expense ratio.


Return for Risk

ETL2.DE vs. XBCU.L — 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: 4545
Overall Rank
ETL2.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ETL2.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ETL2.DE Omega Ratio Rank: 3939
Omega Ratio Rank
ETL2.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ETL2.DE Martin Ratio Rank: 3636
Martin Ratio Rank

XBCU.L
XBCU.L Risk / Return Rank: 7878
Overall Rank
XBCU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XBCU.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
XBCU.L Omega Ratio Rank: 7474
Omega Ratio Rank
XBCU.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XBCU.L Martin Ratio Rank: 7373
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. XBCU.L - 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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.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.


ETL2.DEXBCU.LDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.09

-0.22

Sortino ratio

Return per unit of downside risk

1.21

1.46

-0.25

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.76

2.49

-0.73

Martin ratio

Return relative to average drawdown

3.67

5.13

-1.46

ETL2.DE vs. XBCU.L - Sharpe Ratio Comparison

The current ETL2.DE Sharpe Ratio is 0.87, which is comparable to the XBCU.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ETL2.DE and XBCU.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


ETL2.DEXBCU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.09

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.93

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.62

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.26

-0.02

Correlation

The correlation between ETL2.DE and XBCU.L is 0.77, 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

ETL2.DE vs. XBCU.L - Dividend Comparison

Neither ETL2.DE nor XBCU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETL2.DE vs. XBCU.L - Drawdown Comparison

The maximum ETL2.DE drawdown since its inception was -47.04%, smaller than the maximum XBCU.L drawdown of -54.54%. Use the drawdown chart below to compare losses from any high point for ETL2.DE and XBCU.L.


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Drawdown Indicators


ETL2.DEXBCU.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.04%

-62.92%

+15.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-12.60%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-27.83%

+4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-26.50%

-37.15%

+10.65%

Current Drawdown

Current decline from peak

-3.68%

-4.38%

+0.70%

Average Drawdown

Average peak-to-trough decline

-22.11%

-30.03%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.59%

+0.19%

Volatility

ETL2.DE vs. XBCU.L - Volatility Comparison

The current volatility for L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) is 6.33%, while Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) has a volatility of 6.75%. This indicates that ETL2.DE experiences smaller price fluctuations and is considered to be less risky than XBCU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETL2.DEXBCU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

6.75%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

15.72%

-3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

19.86%

-4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

18.62%

-3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.65%

16.93%

-3.28%