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ETLQ.DE vs. ETLF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETLQ.DE vs. ETLF.DE - Performance Comparison

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

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ETLQ.DE vs. ETLF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETLQ.DE
L&G Global Equity UCITS ETF
-1.46%8.14%26.10%20.83%-13.64%32.63%5.63%24.59%
ETLF.DE
L&G All Commodities UCITS ETF
24.92%4.67%10.97%-10.24%21.51%40.15%-13.51%4.47%

Returns By Period

In the year-to-date period, ETLQ.DE achieves a -1.46% return, which is significantly lower than ETLF.DE's 24.92% return.


ETLQ.DE

1D
-0.02%
1M
-2.09%
YTD
-1.46%
6M
1.58%
1Y
12.52%
3Y*
15.21%
5Y*
10.98%
10Y*

ETLF.DE

1D
2.14%
1M
9.54%
YTD
24.92%
6M
34.20%
1Y
24.87%
3Y*
11.45%
5Y*
14.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETLQ.DE vs. ETLF.DE - Expense Ratio Comparison

ETLQ.DE has a 0.10% expense ratio, which is lower than ETLF.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

ETLQ.DE vs. ETLF.DE — 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: 5555
Overall Rank
ETLQ.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ETLQ.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
ETLQ.DE Omega Ratio Rank: 3939
Omega Ratio Rank
ETLQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
ETLQ.DE Martin Ratio Rank: 8181
Martin Ratio Rank

ETLF.DE
ETLF.DE Risk / Return Rank: 7373
Overall Rank
ETLF.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ETLF.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
ETLF.DE Omega Ratio Rank: 6969
Omega Ratio Rank
ETLF.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
ETLF.DE Martin Ratio Rank: 6464
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. ETLF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Global Equity UCITS ETF (ETLQ.DE) and L&G All Commodities UCITS ETF (ETLF.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.


ETLQ.DEETLF.DEDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.41

-0.64

Sortino ratio

Return per unit of downside risk

1.13

1.91

-0.78

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

2.74

3.43

-0.69

Martin ratio

Return relative to average drawdown

10.64

7.94

+2.70

ETLQ.DE vs. ETLF.DE - Sharpe Ratio Comparison

The current ETLQ.DE Sharpe Ratio is 0.78, which is lower than the ETLF.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of ETLQ.DE and ETLF.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


ETLQ.DEETLF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.41

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.86

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.56

+0.27

Correlation

The correlation between ETLQ.DE and ETLF.DE is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ETLQ.DE vs. ETLF.DE - Dividend Comparison

Neither ETLQ.DE nor ETLF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETLQ.DE vs. ETLF.DE - Drawdown Comparison

The maximum ETLQ.DE drawdown since its inception was -33.38%, which is greater than ETLF.DE's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for ETLQ.DE and ETLF.DE.


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Drawdown Indicators


ETLQ.DEETLF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.38%

-28.78%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-8.80%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-27.00%

+5.42%

Current Drawdown

Current decline from peak

-4.13%

0.00%

-4.13%

Average Drawdown

Average peak-to-trough decline

-4.42%

-12.31%

+7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

3.80%

-2.08%

Volatility

ETLQ.DE vs. ETLF.DE - Volatility Comparison

The current volatility for L&G Global Equity UCITS ETF (ETLQ.DE) is 4.12%, while L&G All Commodities UCITS ETF (ETLF.DE) has a volatility of 8.51%. This indicates that ETLQ.DE experiences smaller price fluctuations and is considered to be less risky than ETLF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLQ.DEETLF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

8.51%

-4.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

14.07%

-5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

17.51%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

16.67%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

15.35%

+0.49%