ETLI.DE vs. RENW.DE
ETLI.DE (L&G Pharma Breakthrough UCITS ETF) and RENW.DE (L&G Clean Energy UCITS ETF) are both exchange-traded funds - ETLI.DE is a Health & Biotech Equities fund tracking the Solactive Pharma Breakthrough Value, while RENW.DE is a Energy Equities fund tracking the Solactive Clean Energy. Both are passively managed. Over the past 5 years, ETLI.DE returned 2.31%/yr vs 9.15%/yr for RENW.DE. At a 0.49 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.
Performance
ETLI.DE vs. RENW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ETLI.DE achieves a -0.74% return, which is significantly lower than RENW.DE's 43.00% return.
ETLI.DE
- 1D
- 2.62%
- 1M
- -3.54%
- YTD
- -0.74%
- 6M
- -2.98%
- 1Y
- 21.87%
- 3Y*
- 2.83%
- 5Y*
- 2.31%
- 10Y*
- —
RENW.DE
- 1D
- -1.77%
- 1M
- 4.66%
- YTD
- 43.00%
- 6M
- 41.09%
- 1Y
- 80.00%
- 3Y*
- 15.60%
- 5Y*
- 9.15%
- 10Y*
- —
ETLI.DE vs. RENW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ETLI.DE L&G Pharma Breakthrough UCITS ETF | -0.74% | 22.23% | 0.42% | -12.64% | -2.91% | 4.98% | 1.81% |
RENW.DE L&G Clean Energy UCITS ETF | 43.00% | 35.27% | -9.64% | -11.30% | -3.32% | 1.09% | 18.53% |
Correlation
The correlation between ETLI.DE and RENW.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.49 |
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Return for Risk
ETLI.DE vs. RENW.DE — Risk / Return Rank
ETLI.DE
RENW.DE
ETLI.DE vs. RENW.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 L&G Clean Energy UCITS ETF (RENW.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.DE | RENW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.56 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 9.22 | -6.82 |
| Martin ratioReturn relative to average drawdown | 6.79 | 34.50 | -27.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETLI.DE | RENW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 3.49 | -2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.41 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.49 | -0.27 |
Drawdowns
ETLI.DE vs. RENW.DE - Drawdown Comparison
The maximum ETLI.DE drawdown since its inception was -30.83%, smaller than the maximum RENW.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for ETLI.DE and RENW.DE.
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Drawdown Indicators
| ETLI.DE | RENW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.83% | -43.93% | +13.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -8.63% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -24.43% | -35.00% | +10.57% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -42.30% | +11.47% |
Current DrawdownCurrent decline from peak | -4.86% | -3.64% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -17.33% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.31% | +0.90% |
Volatility
ETLI.DE vs. RENW.DE - Volatility Comparison
The current volatility for L&G Pharma Breakthrough UCITS ETF (ETLI.DE) is 6.89%, while L&G Clean Energy UCITS ETF (RENW.DE) has a volatility of 8.24%. This indicates that ETLI.DE experiences smaller price fluctuations and is considered to be less risky than RENW.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.DE | RENW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 8.24% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 16.85% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.72% | 22.80% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 22.02% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.91% | 22.48% | -3.57% |
ETLI.DE vs. RENW.DE - Expense Ratio Comparison
Both ETLI.DE and RENW.DE have an expense ratio of 0.49%.
Dividends
ETLI.DE vs. RENW.DE - Dividend Comparison
Neither ETLI.DE nor RENW.DE has paid dividends to shareholders.
Frequently Asked Questions
ETLI.DE and RENW.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ETLI.DE and RENW.DE have the same expense ratio: 0.49% per year.
ETLI.DE is categorized as Health & Biotech Equities, while RENW.DE is Energy Equities. ETLI.DE tracks Solactive Pharma Breakthrough Value, while RENW.DE tracks Solactive Clean Energy.
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