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

Performance

ETL2.DE vs. XIEE.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 Xtrackers MSCI Europe UCITS ETF (XIEE.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 16.43% return, which is significantly higher than XIEE.DE's 10.99% return. Over the past 10 years, ETL2.DE has underperformed XIEE.DE with an annualized return of 7.73%, while XIEE.DE has yielded a comparatively higher 9.55% annualized return.


ETL2.DE

1D
0.11%
1M
2.53%
6M
12.80%
YTD
16.43%
1Y
26.11%
3Y*
10.68%
5Y*
11.88%
10Y*
7.73%

XIEE.DE

1D
0.22%
1M
1.36%
6M
7.36%
YTD
10.99%
1Y
21.14%
3Y*
14.77%
5Y*
10.47%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
16.43%4.89%11.58%-9.47%24.86%46.21%-7.56%10.89%-4.22%-9.85%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
10.99%20.33%8.08%15.72%-9.15%24.96%-3.13%27.82%-10.98%10.20%

Correlation

The correlation between ETL2.DE and XIEE.DE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.22

The correlation between ETL2.DE and XIEE.DE shifts across timeframes, from -0.16 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ETL2.DE vs. XIEE.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: 6363
Overall Rank
ETL2.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ETL2.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
ETL2.DE Omega Ratio Rank: 6262
Omega Ratio Rank
ETL2.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
ETL2.DE Martin Ratio Rank: 5858
Martin Ratio Rank

XIEE.DE
XIEE.DE Risk / Return Rank: 5656
Overall Rank
XIEE.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 5959
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 6060
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. XIEE.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 Xtrackers MSCI Europe UCITS ETF (XIEE.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.


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

+0.21

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

2.66

2.10

+0.56

Martin ratioReturn relative to average drawdown

8.20

8.63

-0.43

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

The current ETL2.DE Sharpe Ratio is 1.74, which is comparable to the XIEE.DE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of ETL2.DE and XIEE.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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Drawdowns

ETL2.DE vs. XIEE.DE - Drawdown Comparison

The maximum ETL2.DE drawdown since its inception was -47.05%, which is greater than XIEE.DE's maximum drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for ETL2.DE and XIEE.DE.


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Drawdown Indicators


ETL2.DEXIEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.05%

-35.52%

-11.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-10.03%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.06%

-16.52%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-19.30%

-3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-26.52%

-35.52%

+9.00%

Current Drawdown

Current decline from peak

-5.01%

-1.17%

-3.84%

Average Drawdown

Average peak-to-trough decline

-22.19%

-7.19%

-15.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.44%

+0.74%

Volatility

ETL2.DE vs. XIEE.DE - Volatility Comparison

L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) has a higher volatility of 3.66% compared to Xtrackers MSCI Europe UCITS ETF (XIEE.DE) at 3.23%. This indicates that ETL2.DE's price experiences larger fluctuations and is considered to be riskier than XIEE.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.DEXIEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

3.23%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

11.91%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

13.73%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

14.29%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.69%

17.29%

-3.60%

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

ETL2.DE has a 0.30% expense ratio, which is higher than XIEE.DE's 0.12% expense ratio.


Dividends

ETL2.DE vs. XIEE.DE - Dividend Comparison

ETL2.DE has not paid dividends to shareholders, while XIEE.DE's dividend yield for the trailing twelve months is around 2.36%.


PositionTTM2025202420232022202120202019201820172016
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.36%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%

Frequently Asked Questions


ETL2.DE and XIEE.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for ETL2.DE.

ETL2.DE is categorized as Commodities, while XIEE.DE is Europe Equities. ETL2.DE tracks Bloomberg Commodity 3 Month Forward, while XIEE.DE tracks MSCI Europe. They also come from different issuers: Legal & General and Xtrackers. Their fees differ too: 0.30% for ETL2.DE and 0.12% for XIEE.DE.

Portfolio Optimizer

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