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ETLI.DE vs. PPH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETLI.DE vs. PPH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Pharma Breakthrough UCITS ETF (ETLI.DE) and VanEck Vectors Pharmaceutical ETF (PPH). The values are adjusted to include any dividend payments, if applicable.

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ETLI.DE vs. PPH - 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%
PPH
VanEck Vectors Pharmaceutical ETF
3.82%7.52%15.18%3.74%9.00%26.61%-3.21%22.09%-0.47%
Different Trading Currencies

ETLI.DE is traded in EUR, while PPH is traded in USD. To make them comparable, the PPH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETLI.DE achieves a 1.80% return, which is significantly lower than PPH's 3.82% 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*

PPH

1D
1.44%
1M
-3.33%
YTD
3.82%
6M
13.84%
1Y
12.52%
3Y*
10.60%
5Y*
11.33%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETLI.DE vs. PPH - Expense Ratio Comparison

ETLI.DE has a 0.49% expense ratio, which is higher than PPH's 0.36% expense ratio.


Return for Risk

ETLI.DE vs. PPH — 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

PPH
PPH Risk / Return Rank: 5656
Overall Rank
PPH Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PPH Sortino Ratio Rank: 5858
Sortino Ratio Rank
PPH Omega Ratio Rank: 5050
Omega Ratio Rank
PPH Calmar Ratio Rank: 6868
Calmar Ratio Rank
PPH Martin Ratio Rank: 4747
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. PPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Pharma Breakthrough UCITS ETF (ETLI.DE) and VanEck Vectors Pharmaceutical ETF (PPH). 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.DEPPHDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.62

+0.45

Sortino ratio

Return per unit of downside risk

1.51

0.98

+0.53

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

2.01

0.78

+1.24

Martin ratio

Return relative to average drawdown

7.18

1.72

+5.47

ETLI.DE vs. PPH - Sharpe Ratio Comparison

The current ETLI.DE Sharpe Ratio is 1.07, which is higher than the PPH Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ETLI.DE and PPH, 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.DEPPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.62

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.76

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.50

-0.25

Correlation

The correlation between ETLI.DE and PPH is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ETLI.DE vs. PPH - Dividend Comparison

ETLI.DE has not paid dividends to shareholders, while PPH's dividend yield for the trailing twelve months is around 2.06%.


TTM20252024202320222021202020192018201720162015
ETLI.DE
L&G Pharma Breakthrough UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PPH
VanEck Vectors Pharmaceutical ETF
2.06%1.78%1.98%2.09%1.55%1.62%1.66%1.77%1.97%1.92%2.43%1.93%

Drawdowns

ETLI.DE vs. PPH - Drawdown Comparison

The maximum ETLI.DE drawdown since its inception was -30.83%, smaller than the maximum PPH drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for ETLI.DE and PPH.


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Drawdown Indicators


ETLI.DEPPHDifference

Max Drawdown

Largest peak-to-trough decline

-30.83%

-51.45%

+20.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-10.02%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

-20.26%

-10.57%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

Current Drawdown

Current decline from peak

-1.36%

-5.56%

+4.20%

Average Drawdown

Average peak-to-trough decline

-10.38%

-17.38%

+7.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.88%

-0.48%

Volatility

ETLI.DE vs. PPH - Volatility Comparison

L&G Pharma Breakthrough UCITS ETF (ETLI.DE) has a higher volatility of 7.39% compared to VanEck Vectors Pharmaceutical ETF (PPH) at 4.75%. This indicates that ETLI.DE's price experiences larger fluctuations and is considered to be riskier than PPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLI.DEPPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

4.75%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

11.92%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.90%

20.35%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

14.94%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

17.48%

+1.39%