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ETLK.DE vs. IS3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLK.DE vs. IS3M.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 iShares € Ultrashort Bond UCITS ETF (IS3M.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, ETLK.DE achieves a 8.76% return, which is significantly higher than IS3M.DE's 0.92% return.


ETLK.DE

1D
-0.99%
1M
-2.56%
YTD
8.76%
6M
10.04%
1Y
13.52%
3Y*
10.15%
5Y*
5.51%
10Y*

IS3M.DE

1D
0.04%
1M
0.33%
YTD
0.92%
6M
1.05%
1Y
2.27%
3Y*
3.34%
5Y*
2.10%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLK.DE vs. IS3M.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF
8.76%7.52%11.54%1.26%-0.49%11.62%-1.71%15.82%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
0.92%2.61%4.12%3.42%-0.29%-0.36%0.09%0.22%

Correlation

The correlation between ETLK.DE and IS3M.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

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

0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2019

0.03

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Return for Risk

ETLK.DE vs. IS3M.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: 3838
Overall Rank
ETLK.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ETLK.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
ETLK.DE Omega Ratio Rank: 3232
Omega Ratio Rank
ETLK.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
ETLK.DE Martin Ratio Rank: 4141
Martin Ratio Rank

IS3M.DE
IS3M.DE Risk / Return Rank: 9393
Overall Rank
IS3M.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9393
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9797
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. IS3M.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 iShares € Ultrashort Bond UCITS ETF (IS3M.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.DEIS3M.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

1.21

1.64

-0.43

Calmar ratioReturn relative to maximum drawdown

2.34

7.59

-5.25

Martin ratioReturn relative to average drawdown

6.47

49.96

-43.49

ETLK.DE vs. IS3M.DE - Sharpe Ratio Comparison

The current ETLK.DE Sharpe Ratio is 1.16, which is lower than the IS3M.DE Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of ETLK.DE and IS3M.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


ETLK.DEIS3M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.95

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

2.74

-2.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.86

-0.47

Drawdowns

ETLK.DE vs. IS3M.DE - Drawdown Comparison

The maximum ETLK.DE drawdown since its inception was -36.72%, which is greater than IS3M.DE's maximum drawdown of -3.80%. Use the drawdown chart below to compare losses from any high point for ETLK.DE and IS3M.DE.


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Drawdown Indicators


ETLK.DEIS3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.72%

-3.80%

-32.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-0.30%

-5.68%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-0.47%

-19.42%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-1.21%

-18.68%

Max Drawdown (10Y)

Largest decline over 10 years

-3.80%

Current Drawdown

Current decline from peak

-2.56%

-0.01%

-2.55%

Average Drawdown

Average peak-to-trough decline

-5.76%

-0.29%

-5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

0.05%

+2.11%

Volatility

ETLK.DE vs. IS3M.DE - Volatility Comparison

L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) has a higher volatility of 3.38% compared to iShares € Ultrashort Bond UCITS ETF (IS3M.DE) at 0.29%. This indicates that ETLK.DE's price experiences larger fluctuations and is considered to be riskier than IS3M.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.DEIS3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

0.29%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

0.59%

+8.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

0.76%

+11.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

0.76%

+14.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

1.11%

+17.10%

ETLK.DE vs. IS3M.DE - Expense Ratio Comparison

ETLK.DE has a 0.10% expense ratio, which is higher than IS3M.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ETLK.DE vs. IS3M.DE - Dividend Comparison

ETLK.DE has not paid dividends to shareholders, while IS3M.DE's dividend yield for the trailing twelve months is around 3.29%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
3.29%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


ETLK.DE and IS3M.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3M.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3M.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for ETLK.DE.

ETLK.DE is categorized as Asia Pacific Equities, while IS3M.DE is Ultrashort Bond. ETLK.DE tracks Solactive Core Developed Markets Pacific ex Japan Large & Mid Cap, while IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.10% for ETLK.DE and 0.09% for IS3M.DE.

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