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ETLF.DE vs. EXXY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLF.DE vs. EXXY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G All Commodities UCITS ETF (ETLF.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ETLF.DE having a 23.78% return and EXXY.DE slightly lower at 23.43%.


ETLF.DE

1D
-1.48%
1M
-0.32%
YTD
23.78%
6M
22.90%
1Y
34.57%
3Y*
12.51%
5Y*
12.26%
10Y*

EXXY.DE

1D
-1.47%
1M
-0.31%
YTD
23.43%
6M
22.49%
1Y
33.55%
3Y*
11.64%
5Y*
11.46%
10Y*
5.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLF.DE vs. EXXY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETLF.DE
L&G All Commodities UCITS ETF
23.78%4.67%10.97%-10.24%21.51%40.15%-13.51%9.35%-5.45%2.32%
EXXY.DE
iShares Diversified Commodity Swap UCITS ETF (DE)
23.43%3.90%10.13%-10.90%21.43%38.49%-14.34%8.73%-6.18%2.26%

Correlation

The correlation between ETLF.DE and EXXY.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2017

0.98

The correlation between ETLF.DE and EXXY.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

ETLF.DE vs. EXXY.DE — Risk / Return Rank

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

ETLF.DE
ETLF.DE Risk / Return Rank: 5858
Overall Rank
ETLF.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ETLF.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ETLF.DE Omega Ratio Rank: 5656
Omega Ratio Rank
ETLF.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ETLF.DE Martin Ratio Rank: 5252
Martin Ratio Rank

EXXY.DE
EXXY.DE Risk / Return Rank: 5656
Overall Rank
EXXY.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EXXY.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EXXY.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EXXY.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EXXY.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.

ETLF.DE vs. EXXY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G All Commodities UCITS ETF (ETLF.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.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.


ETLF.DEEXXY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.34

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

3.96

3.78

+0.19

Martin ratioReturn relative to average drawdown

8.79

8.41

+0.38

ETLF.DE vs. EXXY.DE - Sharpe Ratio Comparison

The current ETLF.DE Sharpe Ratio is 1.86, which is comparable to the EXXY.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ETLF.DE and EXXY.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


ETLF.DEEXXY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.78

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.65

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.02

+0.51

Drawdowns

ETLF.DE vs. EXXY.DE - Drawdown Comparison

The maximum ETLF.DE drawdown since its inception was -28.78%, smaller than the maximum EXXY.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for ETLF.DE and EXXY.DE.


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Drawdown Indicators


ETLF.DEEXXY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-65.58%

+36.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-8.95%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-15.96%

-16.31%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-27.00%

-28.03%

+1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

Current Drawdown

Current decline from peak

-4.91%

-16.97%

+12.06%

Average Drawdown

Average peak-to-trough decline

-12.13%

-40.08%

+27.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

4.03%

-0.06%

Volatility

ETLF.DE vs. EXXY.DE - Volatility Comparison

L&G All Commodities UCITS ETF (ETLF.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) have volatilities of 5.93% and 5.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLF.DEEXXY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

5.99%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.60%

16.80%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

18.98%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

17.55%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

15.32%

+0.27%

ETLF.DE vs. EXXY.DE - Expense Ratio Comparison

ETLF.DE has a 0.15% expense ratio, which is lower than EXXY.DE's 0.46% expense ratio.


Dividends

ETLF.DE vs. EXXY.DE - Dividend Comparison

Neither ETLF.DE nor EXXY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, ETLF.DE and EXXY.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.

On fees, ETLF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLF.DE is cheaper with a 0.15% expense ratio, compared with 0.46% for EXXY.DE.

Both ETFs track Bloomberg Commodity. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.15% for ETLF.DE and 0.46% for EXXY.DE.

Portfolio Optimizer

Find the right allocation for ETLF.DE and EXXY.DE

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