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

Performance

ETLK.DE vs. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ETLK.DE achieves a 8.76% return, which is significantly lower than SPYG's 15.02% return.


ETLK.DE

1D
-0.99%
1M
-0.22%
YTD
8.76%
6M
9.96%
1Y
14.03%
3Y*
10.15%
5Y*
5.51%
10Y*

SPYG

1D
-0.16%
1M
7.25%
YTD
15.02%
6M
13.39%
1Y
31.42%
3Y*
24.79%
5Y*
17.15%
10Y*
17.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLK.DE vs. SPYG - 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%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
15.02%7.60%44.97%26.13%-25.04%41.89%22.46%27.63%

Correlation

The correlation between ETLK.DE and SPYG is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.33

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

0.33

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

0.38

The correlation between ETLK.DE and SPYG shifts across timeframes, from 0.33 (3 years) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ETLK.DE vs. SPYG — 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

SPYG
SPYG Risk / Return Rank: 6060
Overall Rank
SPYG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6161
Omega Ratio Rank
SPYG Calmar Ratio Rank: 5151
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5858
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. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.DESPYGDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratioReturn relative to maximum drawdown

2.34

2.48

-0.15

Martin ratioReturn relative to average drawdown

6.47

8.73

-2.26

ETLK.DE vs. SPYG - Sharpe Ratio Comparison

The current ETLK.DE Sharpe Ratio is 1.16, which is lower than the SPYG Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ETLK.DE and SPYG, 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.DESPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.95

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.82

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.70

-0.31

Drawdowns

ETLK.DE vs. SPYG - Drawdown Comparison

The maximum ETLK.DE drawdown since its inception was -36.72%, smaller than the maximum SPYG drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for ETLK.DE and SPYG.


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Drawdown Indicators


ETLK.DESPYGDifference

Max Drawdown

Largest peak-to-trough decline

-36.72%

-45.25%

+8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-12.70%

+6.72%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-27.05%

+7.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-27.05%

+7.16%

Max Drawdown (10Y)

Largest decline over 10 years

-30.75%

Current Drawdown

Current decline from peak

-2.56%

-0.98%

-1.58%

Average Drawdown

Average peak-to-trough decline

-5.76%

-7.58%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

3.61%

-1.45%

Volatility

ETLK.DE vs. SPYG - Volatility Comparison

The current volatility for L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) is 3.38%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 3.74%. This indicates that ETLK.DE experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLK.DESPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

3.74%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

11.74%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

16.20%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

20.91%

-6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

21.03%

-2.82%

ETLK.DE vs. SPYG - Expense Ratio Comparison

ETLK.DE has a 0.10% expense ratio, which is higher than SPYG's 0.04% 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. SPYG - Dividend Comparison

ETLK.DE has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.47%.


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%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.47%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Frequently Asked Questions


ETLK.DE and SPYG have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYG is cheaper with a 0.04% expense ratio, compared with 0.10% for ETLK.DE.

ETLK.DE is categorized as Asia Pacific Equities, while SPYG is S&P 500. ETLK.DE tracks Solactive Core Developed Markets Pacific ex Japan Large & Mid Cap, while SPYG tracks S&P 500 Growth Index. They also come from different issuers: Legal & General and State Street. Their fees differ too: 0.10% for ETLK.DE and 0.04% for SPYG.

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