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ETLH.DE vs. EQEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLH.DE vs. EQEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Ecommerce Logistics UCITS ETF (ETLH.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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, ETLH.DE achieves a 0.49% return, which is significantly lower than EQEU.DE's 17.47% return.


ETLH.DE

1D
1.09%
1M
4.94%
YTD
0.49%
6M
2.11%
1Y
4.70%
3Y*
5.96%
5Y*
2.34%
10Y*

EQEU.DE

1D
-0.76%
1M
8.27%
YTD
17.47%
6M
17.26%
1Y
36.44%
3Y*
25.32%
5Y*
14.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLH.DE vs. EQEU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ETLH.DE
L&G Ecommerce Logistics UCITS ETF
0.49%-0.43%8.79%17.72%-16.87%27.97%30.38%35.30%-10.20%
EQEU.DE
Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged
17.47%18.24%24.15%51.95%-36.56%27.85%45.20%34.82%-4.76%

Correlation

The correlation between ETLH.DE and EQEU.DE is 0.58, 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

0.58

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

0.62

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

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2018

0.70

The correlation between ETLH.DE and EQEU.DE shifts across timeframes, from 0.58 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ETLH.DE vs. EQEU.DE — Risk / Return Rank

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

ETLH.DE
ETLH.DE Risk / Return Rank: 1414
Overall Rank
ETLH.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ETLH.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
ETLH.DE Omega Ratio Rank: 1313
Omega Ratio Rank
ETLH.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
ETLH.DE Martin Ratio Rank: 1414
Martin Ratio Rank

EQEU.DE
EQEU.DE Risk / Return Rank: 6666
Overall Rank
EQEU.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EQEU.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQEU.DE Omega Ratio Rank: 6666
Omega Ratio Rank
EQEU.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
EQEU.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.

ETLH.DE vs. EQEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Ecommerce Logistics UCITS ETF (ETLH.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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.


ETLH.DEEQEU.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.06

1.39

-0.33

Calmar ratioReturn relative to maximum drawdown

0.37

3.02

-2.65

Martin ratioReturn relative to average drawdown

0.96

10.63

-9.67

ETLH.DE vs. EQEU.DE - Sharpe Ratio Comparison

The current ETLH.DE Sharpe Ratio is 0.32, which is lower than the EQEU.DE Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of ETLH.DE and EQEU.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


ETLH.DEEQEU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

2.27

-1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.70

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.86

-0.31

Drawdowns

ETLH.DE vs. EQEU.DE - Drawdown Comparison

The maximum ETLH.DE drawdown since its inception was -27.60%, smaller than the maximum EQEU.DE drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for ETLH.DE and EQEU.DE.


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Drawdown Indicators


ETLH.DEEQEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.60%

-37.97%

+10.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

-12.02%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-25.70%

-22.08%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.37%

-37.97%

+11.60%

Current Drawdown

Current decline from peak

-7.50%

-0.89%

-6.61%

Average Drawdown

Average peak-to-trough decline

-8.28%

-8.03%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

3.42%

+1.47%

Volatility

ETLH.DE vs. EQEU.DE - Volatility Comparison

The current volatility for L&G Ecommerce Logistics UCITS ETF (ETLH.DE) is 4.00%, while Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) has a volatility of 4.77%. This indicates that ETLH.DE experiences smaller price fluctuations and is considered to be less risky than EQEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLH.DEEQEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

4.77%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

11.98%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

15.97%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

20.79%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

21.03%

-3.54%

ETLH.DE vs. EQEU.DE - Expense Ratio Comparison

ETLH.DE has a 0.49% expense ratio, which is higher than EQEU.DE's 0.35% expense ratio.


Dividends

ETLH.DE vs. EQEU.DE - Dividend Comparison

Neither ETLH.DE nor EQEU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETLH.DE and EQEU.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQEU.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQEU.DE is cheaper with a 0.35% expense ratio, compared with 0.49% for ETLH.DE.

ETLH.DE is categorized as Technology Equities, while EQEU.DE is Nasdaq-100. ETLH.DE tracks Solactive eCommerce Logistics, while EQEU.DE tracks NASDAQ-100 Notional Net Total Return Index. They also come from different issuers: Legal & General and Invesco. Their fees differ too: 0.49% for ETLH.DE and 0.35% for EQEU.DE.

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