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ETLQ.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ETLQ.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Global Equity UCITS ETF (ETLQ.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with ETLQ.DE having a 10.95% return and ^GSPC slightly higher at 11.08%.


ETLQ.DE

1D
-0.55%
1M
0.69%
YTD
10.95%
6M
11.37%
1Y
24.87%
3Y*
18.12%
5Y*
12.45%
10Y*

^GSPC

1D
-0.08%
1M
0.13%
YTD
11.08%
6M
9.99%
1Y
23.85%
3Y*
17.70%
5Y*
12.53%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLQ.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETLQ.DE
L&G Global Equity UCITS ETF
10.95%8.12%26.14%20.86%-13.64%32.62%5.65%24.79%
^GSPC
S&P 500 Index
11.08%2.58%31.45%20.51%-14.45%36.38%6.68%25.97%

Correlation

The correlation between ETLQ.DE and ^GSPC is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.59

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2019

0.58

The correlation between ETLQ.DE and ^GSPC has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

ETLQ.DE vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETLQ.DE
ETLQ.DE Risk / Return Rank: 7979
Overall Rank
ETLQ.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ETLQ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
ETLQ.DE Omega Ratio Rank: 7777
Omega Ratio Rank
ETLQ.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ETLQ.DE Martin Ratio Rank: 8282
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7070
Overall Rank
^GSPC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7171
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7878
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.

ETLQ.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Global Equity UCITS ETF (ETLQ.DE) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ETLQ.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.40

1.35

+0.05

Calmar ratioReturn relative to maximum drawdown

3.65

3.17

+0.48

Martin ratioReturn relative to average drawdown

14.29

11.71

+2.58

ETLQ.DE vs. ^GSPC - Sharpe Ratio Comparison

The current ETLQ.DE Sharpe Ratio is 2.16, which is comparable to the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ETLQ.DE and ^GSPC, 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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Drawdowns

ETLQ.DE vs. ^GSPC - Drawdown Comparison

The maximum ETLQ.DE drawdown since its inception was -33.33%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for ETLQ.DE and ^GSPC.


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Drawdown Indicators


ETLQ.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

-51.62%

+18.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-7.57%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.61%

-23.99%

+2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.61%

-23.99%

+2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.89%

-1.08%

+0.19%

Average Drawdown

Average peak-to-trough decline

-4.35%

-9.08%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.04%

-0.30%

Volatility

ETLQ.DE vs. ^GSPC - Volatility Comparison

The current volatility for L&G Global Equity UCITS ETF (ETLQ.DE) is 3.12%, while S&P 500 Index (^GSPC) has a volatility of 3.97%. This indicates that ETLQ.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLQ.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

3.97%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

9.16%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.44%

12.60%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

16.86%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

18.61%

-2.85%

Frequently Asked Questions


ETLQ.DE and ^GSPC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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