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ETLK.DE vs. DX2S.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETLK.DE vs. DX2S.DE

Last updated Apr 2, 2026

Compare and contrast key facts about L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) and Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE).

ETLK.DE and DX2S.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ETLK.DE is a passively managed fund by Legal & General that tracks the performance of the Solactive Core Developed Markets Pacific ex Japan Large & Mid Cap. It was launched on Oct 8, 2018. DX2S.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P/ASX 200. It was launched on Jan 17, 2008. Both ETLK.DE and DX2S.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ETLK.DE vs. DX2S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) and Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE). The values are adjusted to include any dividend payments, if applicable.

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ETLK.DE vs. DX2S.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF		6.70%7.52%11.54%1.26%-0.49%11.62%-1.71%15.82%
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D		5.37%4.55%8.00%7.90%-3.18%19.42%0.73%19.11%

Returns By Period

In the year-to-date period, ETLK.DE achieves a 6.70% return, which is significantly higher than DX2S.DE's 5.37% return.

ETLK.DE

1D
2.31%
1M
-3.19%
YTD
6.70%
6M
6.26%
1Y
16.95%
3Y*
8.91%
5Y*
5.61%
10Y*
—

DX2S.DE

1D
2.46%
1M
-5.55%
YTD
5.37%
6M
5.21%
1Y
15.34%
3Y*
8.43%
5Y*
6.63%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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L&G Asia Pacific ex Japan Equity UCITS ETF

Xtrackers S&P/ASX 200 UCITS ETF 1D

Often compared with ETLK.DE:
ETLK.DE vs. VDPG.LETLK.DE vs. CPJ1.LETLK.DE vs. VUGETLK.DE vs. EPPETLK.DE vs. SPYGETLK.DE vs. ETLF.DEETLK.DE vs. V3PA.DE
Often compared with DX2S.DE:
DX2S.DE vs. XAUS.LDX2S.DE vs. DBX8.DEDX2S.DE vs. BATF.DEDX2S.DE vs. VGEJ.DEDX2S.DE vs. LGQK.DEDX2S.DE vs. LKOR.DEDX2S.DE vs. IQQK.DE

ETLK.DE vs. DX2S.DE - Expense Ratio Comparison

ETLK.DE has a 0.10% expense ratio, which is lower than DX2S.DE's 0.50% expense ratio.

DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF

Return for Risk

ETLK.DE vs. DX2S.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ETLK.DE
ETLK.DE Risk / Return Rank: 5656
Overall Rank
ETLK.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ETLK.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
ETLK.DE Omega Ratio Rank: 5858
Omega Ratio Rank
ETLK.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
ETLK.DE Martin Ratio Rank: 6262
Martin Ratio Rank
DX2S.DE
DX2S.DE Risk / Return Rank: 4545
Overall Rank
DX2S.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DX2S.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
DX2S.DE Omega Ratio Rank: 4646
Omega Ratio Rank
DX2S.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
DX2S.DE Martin Ratio Rank: 4949
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.

ETLK.DE vs. DX2S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) and Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.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.

ETLK.DEDX2S.DEDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.85

+0.19

Sortino ratio

Return per unit of downside risk

1.41

1.20

+0.22

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

1.55

1.42

+0.13

Martin ratio

Return relative to average drawdown

6.80

5.35

+1.45

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ETLK.DE vs. DX2S.DE - Sharpe Ratio Comparison

The current ETLK.DE Sharpe Ratio is 1.04, which is comparable to the DX2S.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of ETLK.DE and DX2S.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

ETLK.DEDX2S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.85

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.39

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.41

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.26

+0.12

Correlation

The correlation between ETLK.DE and DX2S.DE is 0.92, 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

ETLK.DE vs. DX2S.DE - Dividend Comparison

ETLK.DE has not paid dividends to shareholders, while DX2S.DE's dividend yield for the trailing twelve months is around 2.60%.

TTM2025202420232022202120202019201820172016
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DX2S.DE
Xtrackers S&P/ASX 200 UCITS ETF 1D		2.60%2.75%3.13%3.81%5.44%2.05%5.01%3.62%3.60%3.63%4.04%

Drawdowns

ETLK.DE vs. DX2S.DE - Drawdown Comparison

The maximum ETLK.DE drawdown since its inception was -36.72%, smaller than the maximum DX2S.DE drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for ETLK.DE and DX2S.DE.

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Drawdown Indicators

ETLK.DEDX2S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.72%

-55.30%

+18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-13.83%

-13.68%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-23.42%

+3.53%

Max Drawdown (10Y)

Largest decline over 10 years

—

-43.65%

—

Current Drawdown

Current decline from peak

-3.54%

-5.74%

+2.20%

Average Drawdown

Average peak-to-trough decline

-5.85%

-9.21%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.92%

-0.41%

Volatility

ETLK.DE vs. DX2S.DE - Volatility Comparison

The current volatility for L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) is 5.21%, while Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) has a volatility of 5.92%. This indicates that ETLK.DE experiences smaller price fluctuations and is considered to be less risky than DX2S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ETLK.DEDX2S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

5.92%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

10.45%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

18.05%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

16.89%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

19.30%

-1.00%