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ETLI.DE vs. 2B70.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETLI.DE vs. 2B70.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Pharma Breakthrough UCITS ETF (ETLI.DE) and iShares Nasdaq US Biotechnology UCITS ETF (2B70.DE). The values are adjusted to include any dividend payments, if applicable.

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ETLI.DE vs. 2B70.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ETLI.DE
L&G Pharma Breakthrough UCITS ETF
1.80%22.23%0.42%-12.64%-2.91%4.98%15.37%17.53%-4.78%
2B70.DE
iShares Nasdaq US Biotechnology UCITS ETF
3.64%18.62%4.60%2.56%-6.29%7.59%14.52%30.18%-5.37%

Returns By Period

In the year-to-date period, ETLI.DE achieves a 1.80% return, which is significantly lower than 2B70.DE's 3.64% return.


ETLI.DE

1D
2.16%
1M
2.73%
YTD
1.80%
6M
7.95%
1Y
22.40%
3Y*
4.82%
5Y*
2.36%
10Y*

2B70.DE

1D
1.60%
1M
-0.58%
YTD
3.64%
6M
18.58%
1Y
29.69%
3Y*
10.78%
5Y*
4.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETLI.DE vs. 2B70.DE - Expense Ratio Comparison

ETLI.DE has a 0.49% expense ratio, which is higher than 2B70.DE's 0.35% expense ratio.


Return for Risk

ETLI.DE vs. 2B70.DE — Risk / Return Rank

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

ETLI.DE
ETLI.DE Risk / Return Rank: 5858
Overall Rank
ETLI.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ETLI.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
ETLI.DE Omega Ratio Rank: 4949
Omega Ratio Rank
ETLI.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
ETLI.DE Martin Ratio Rank: 6363
Martin Ratio Rank

2B70.DE
2B70.DE Risk / Return Rank: 7474
Overall Rank
2B70.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
2B70.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
2B70.DE Omega Ratio Rank: 6363
Omega Ratio Rank
2B70.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
2B70.DE Martin Ratio Rank: 8686
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.

ETLI.DE vs. 2B70.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Pharma Breakthrough UCITS ETF (ETLI.DE) and iShares Nasdaq US Biotechnology UCITS ETF (2B70.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.


ETLI.DE2B70.DEDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.31

-0.25

Sortino ratio

Return per unit of downside risk

1.51

1.83

-0.32

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

2.01

2.49

-0.48

Martin ratio

Return relative to average drawdown

7.18

10.78

-3.59

ETLI.DE vs. 2B70.DE - Sharpe Ratio Comparison

The current ETLI.DE Sharpe Ratio is 1.07, which is comparable to the 2B70.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ETLI.DE and 2B70.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


ETLI.DE2B70.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.31

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.24

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.36

-0.11

Correlation

The correlation between ETLI.DE and 2B70.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ETLI.DE vs. 2B70.DE - Dividend Comparison

Neither ETLI.DE nor 2B70.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETLI.DE vs. 2B70.DE - Drawdown Comparison

The maximum ETLI.DE drawdown since its inception was -30.83%, roughly equal to the maximum 2B70.DE drawdown of -30.87%. Use the drawdown chart below to compare losses from any high point for ETLI.DE and 2B70.DE.


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Drawdown Indicators


ETLI.DE2B70.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.83%

-30.87%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-15.56%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

-30.87%

+0.04%

Current Drawdown

Current decline from peak

-1.36%

-1.07%

-0.29%

Average Drawdown

Average peak-to-trough decline

-10.38%

-10.17%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.93%

+0.47%

Volatility

ETLI.DE vs. 2B70.DE - Volatility Comparison

L&G Pharma Breakthrough UCITS ETF (ETLI.DE) has a higher volatility of 7.39% compared to iShares Nasdaq US Biotechnology UCITS ETF (2B70.DE) at 6.80%. This indicates that ETLI.DE's price experiences larger fluctuations and is considered to be riskier than 2B70.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLI.DE2B70.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

6.80%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

14.03%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

20.90%

22.48%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

20.46%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

21.78%

-2.91%