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

Performance

ETLF.DE vs. IROB.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 L&G ROBO Global Robotics and Automation UCITS ETF (IROB.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
ETLF.DE
L&G All Commodities UCITS ETF
22.31%4.67%10.97%-10.24%21.51%40.15%-13.51%9.35%-5.45%2.32%
IROB.DE
L&G ROBO Global Robotics and Automation UCITS ETF
2.79%10.23%4.18%20.94%-30.08%26.20%31.63%33.76%-17.78%12.46%

Returns By Period

In the year-to-date period, ETLF.DE achieves a 22.31% return, which is significantly higher than IROB.DE's 2.79% return.


ETLF.DE

1D
-1.95%
1M
9.73%
YTD
22.31%
6M
31.92%
1Y
21.72%
3Y*
11.06%
5Y*
14.00%
10Y*

IROB.DE

1D
5.09%
1M
-8.01%
YTD
2.79%
6M
8.55%
1Y
28.35%
3Y*
7.18%
5Y*
2.45%
10Y*
11.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ETLF.DE has a 0.15% expense ratio, which is lower than IROB.DE's 0.80% expense ratio.


Return for Risk

ETLF.DE vs. IROB.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: 6464
Overall Rank
ETLF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ETLF.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ETLF.DE Omega Ratio Rank: 6161
Omega Ratio Rank
ETLF.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
ETLF.DE Martin Ratio Rank: 4848
Martin Ratio Rank

IROB.DE
IROB.DE Risk / Return Rank: 6363
Overall Rank
IROB.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IROB.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
IROB.DE Omega Ratio Rank: 5656
Omega Ratio Rank
IROB.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IROB.DE Martin Ratio Rank: 6969
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. IROB.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 L&G ROBO Global Robotics and Automation UCITS ETF (IROB.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.DEIROB.DEDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.13

+0.11

Sortino ratio

Return per unit of downside risk

1.70

1.61

+0.09

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

2.53

2.05

+0.48

Martin ratio

Return relative to average drawdown

5.34

7.81

-2.47

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

The current ETLF.DE Sharpe Ratio is 1.24, which is comparable to the IROB.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ETLF.DE and IROB.DE, 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


ETLF.DEIROB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.13

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.12

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.48

+0.06

Correlation

The correlation between ETLF.DE and IROB.DE is 0.21, 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

ETLF.DE vs. IROB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ETLF.DE vs. IROB.DE - Drawdown Comparison

The maximum ETLF.DE drawdown since its inception was -28.78%, smaller than the maximum IROB.DE drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for ETLF.DE and IROB.DE.


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Drawdown Indicators


ETLF.DEIROB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-36.52%

+7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-17.39%

+5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-27.00%

-36.52%

+9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

Current Drawdown

Current decline from peak

-1.95%

-9.28%

+7.33%

Average Drawdown

Average peak-to-trough decline

-12.31%

-11.61%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

3.59%

+0.58%

Volatility

ETLF.DE vs. IROB.DE - Volatility Comparison

L&G All Commodities UCITS ETF (ETLF.DE) and L&G ROBO Global Robotics and Automation UCITS ETF (IROB.DE) have volatilities of 8.52% and 8.72%, 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.DEIROB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.52%

8.72%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

15.82%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

24.96%

-7.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

20.82%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.34%

20.82%

-5.48%