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ETLF.DE vs. UIQ1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLF.DE vs. UIQ1.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 UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.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 UIQ1.DE slightly lower at 22.64%.


ETLF.DE

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

UIQ1.DE

1D
-1.00%
1M
1.33%
YTD
22.64%
6M
25.07%
1Y
38.99%
3Y*
15.74%
5Y*
10.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLF.DE vs. UIQ1.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%
UIQ1.DE
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc
22.64%17.35%4.90%-7.27%9.59%33.73%-4.28%8.46%-13.91%11.92%

Correlation

The correlation between ETLF.DE and UIQ1.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.71

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

0.70

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

0.69

The correlation between ETLF.DE and UIQ1.DE has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

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Return for Risk

ETLF.DE vs. UIQ1.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

UIQ1.DE
UIQ1.DE Risk / Return Rank: 8383
Overall Rank
UIQ1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UIQ1.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
UIQ1.DE Omega Ratio Rank: 8080
Omega Ratio Rank
UIQ1.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UIQ1.DE Martin Ratio Rank: 8484
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. UIQ1.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 UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.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.DEUIQ1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.34

1.47

-0.13

Calmar ratioReturn relative to maximum drawdown

3.96

5.99

-2.03

Martin ratioReturn relative to average drawdown

8.79

16.75

-7.96

ETLF.DE vs. UIQ1.DE - Sharpe Ratio Comparison

The current ETLF.DE Sharpe Ratio is 1.86, which is comparable to the UIQ1.DE Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ETLF.DE and UIQ1.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.DEUIQ1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

2.64

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.59

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.51

+0.02

Drawdowns

ETLF.DE vs. UIQ1.DE - Drawdown Comparison

The maximum ETLF.DE drawdown since its inception was -28.78%, smaller than the maximum UIQ1.DE drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for ETLF.DE and UIQ1.DE.


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Drawdown Indicators


ETLF.DEUIQ1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-39.99%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-6.62%

-2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-15.96%

-13.55%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-27.00%

-30.51%

+3.51%

Current Drawdown

Current decline from peak

-4.91%

-2.05%

-2.86%

Average Drawdown

Average peak-to-trough decline

-12.13%

-15.09%

+2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

2.37%

+1.60%

Volatility

ETLF.DE vs. UIQ1.DE - Volatility Comparison

L&G All Commodities UCITS ETF (ETLF.DE) has a higher volatility of 5.93% compared to UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) at 3.79%. This indicates that ETLF.DE's price experiences larger fluctuations and is considered to be riskier than UIQ1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLF.DEUIQ1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

3.79%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

16.60%

12.91%

+3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

15.03%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

18.19%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

17.45%

-1.86%

ETLF.DE vs. UIQ1.DE - Expense Ratio Comparison

ETLF.DE has a 0.15% expense ratio, which is lower than UIQ1.DE's 0.34% expense ratio.


Dividends

ETLF.DE vs. UIQ1.DE - Dividend Comparison

Neither ETLF.DE nor UIQ1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETLF.DE and UIQ1.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.34% for UIQ1.DE.

ETLF.DE tracks Bloomberg Commodity, while UIQ1.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged). They also come from different issuers: Legal & General and UBS. Their fees differ too: 0.15% for ETLF.DE and 0.34% for UIQ1.DE.

Portfolio Optimizer

Find the right allocation for ETLF.DE and UIQ1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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