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

Performance

ETLQ.DE vs. VVGM.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 VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
ETLQ.DE
L&G Global Equity UCITS ETF
-1.44%8.14%26.10%20.83%-13.64%32.63%10.58%
VVGM.DE
VanEck Morningstar Global Wide Moat UCITS ETF
-2.09%11.67%16.13%7.09%-6.16%24.82%6.99%

Returns By Period

In the year-to-date period, ETLQ.DE achieves a -1.44% return, which is significantly higher than VVGM.DE's -2.09% return.


ETLQ.DE

1D
2.00%
1M
-3.20%
YTD
-1.44%
6M
1.90%
1Y
12.38%
3Y*
15.33%
5Y*
10.99%
10Y*

VVGM.DE

1D
2.37%
1M
-5.10%
YTD
-2.09%
6M
-1.23%
1Y
5.70%
3Y*
9.76%
5Y*
7.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ETLQ.DE has a 0.10% expense ratio, which is lower than VVGM.DE's 0.52% expense ratio.


Return for Risk

ETLQ.DE vs. VVGM.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: 4545
Overall Rank
ETLQ.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ETLQ.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
ETLQ.DE Omega Ratio Rank: 4040
Omega Ratio Rank
ETLQ.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
ETLQ.DE Martin Ratio Rank: 5959
Martin Ratio Rank

VVGM.DE
VVGM.DE Risk / Return Rank: 2222
Overall Rank
VVGM.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VVGM.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
VVGM.DE Omega Ratio Rank: 2121
Omega Ratio Rank
VVGM.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
VVGM.DE Martin Ratio Rank: 2525
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. VVGM.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 VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.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.DEVVGM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.36

+0.41

Sortino ratio

Return per unit of downside risk

1.12

0.59

+0.53

Omega ratio

Gain probability vs. loss probability

1.17

1.08

+0.08

Calmar ratio

Return relative to maximum drawdown

1.47

0.55

+0.92

Martin ratio

Return relative to average drawdown

6.37

2.08

+4.29

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

The current ETLQ.DE Sharpe Ratio is 0.77, which is higher than the VVGM.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ETLQ.DE and VVGM.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.DEVVGM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.36

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.54

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.70

+0.13

Correlation

The correlation between ETLQ.DE and VVGM.DE is 0.88, 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

ETLQ.DE vs. VVGM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ETLQ.DE vs. VVGM.DE - Drawdown Comparison

The maximum ETLQ.DE drawdown since its inception was -33.38%, which is greater than VVGM.DE's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for ETLQ.DE and VVGM.DE.


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Drawdown Indicators


ETLQ.DEVVGM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.38%

-17.74%

-15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-12.65%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-17.74%

-3.84%

Current Drawdown

Current decline from peak

-4.11%

-7.41%

+3.30%

Average Drawdown

Average peak-to-trough decline

-4.42%

-3.76%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.91%

-0.94%

Volatility

ETLQ.DE vs. VVGM.DE - Volatility Comparison

The current volatility for L&G Global Equity UCITS ETF (ETLQ.DE) is 4.31%, while VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) has a volatility of 5.79%. This indicates that ETLQ.DE experiences smaller price fluctuations and is considered to be less risky than VVGM.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.DEVVGM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

5.79%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

9.54%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.08%

15.78%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

13.48%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

13.69%

+2.15%