ETLS.DE vs. AMZN
ETLS.DE (L&G US Equity UCITS ETF) is Large Cap Blend Equities fund tracking the Solactive Core United States Large & Mid Cap, while AMZN (Amazon.com, Inc) is a stock. Over the past 5 years, ETLS.DE returned 13.60%/yr vs 6.98%/yr for AMZN. At a 0.39 correlation, their price movements are largely independent.
Performance
ETLS.DE vs. AMZN - Performance Comparison
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Different Trading Currencies
ETLS.DE is traded in EUR, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ETLS.DE achieves a 10.52% return, which is significantly higher than AMZN's 1.64% return.
ETLS.DE
- 1D
- -0.98%
- 1M
- 0.27%
- YTD
- 10.52%
- 6M
- 10.85%
- 1Y
- 24.33%
- 3Y*
- 19.21%
- 5Y*
- 13.60%
- 10Y*
- —
AMZN
- 1D
- -3.17%
- 1M
- -12.44%
- YTD
- 1.64%
- 6M
- 1.23%
- 1Y
- 9.82%
- 3Y*
- 19.59%
- 5Y*
- 6.98%
- 10Y*
- 20.34%
ETLS.DE vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ETLS.DE L&G US Equity UCITS ETF | 10.52% | 5.06% | 32.53% | 24.18% | -15.96% | 38.87% | 10.14% | 28.47% |
AMZN Amazon.com, Inc | 1.64% | -7.28% | 53.92% | 75.46% | -46.49% | 10.03% | 61.73% | 12.31% |
Correlation
The correlation between ETLS.DE and AMZN is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2019 | 0.39 |
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Return for Risk
ETLS.DE vs. AMZN — Risk / Return Rank
ETLS.DE
AMZN
ETLS.DE vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (ETLS.DE) and Amazon.com, Inc (AMZN). 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.
| ETLS.DE | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.08 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 0.41 | +2.79 |
| Martin ratioReturn relative to average drawdown | 11.26 | 0.97 | +10.30 |
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Drawdowns
ETLS.DE vs. AMZN - Drawdown Comparison
The maximum ETLS.DE drawdown since its inception was -33.99%, smaller than the maximum AMZN drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for ETLS.DE and AMZN.
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Drawdown Indicators
| ETLS.DE | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -60.20% | +26.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -24.04% | +16.47% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -37.68% | +14.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -52.70% | +29.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.70% | — |
Current DrawdownCurrent decline from peak | -1.13% | -15.07% | +13.94% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -12.42% | +7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 10.18% | -8.02% |
Volatility
ETLS.DE vs. AMZN - Volatility Comparison
The current volatility for L&G US Equity UCITS ETF (ETLS.DE) is 3.44%, while Amazon.com, Inc (AMZN) has a volatility of 9.90%. This indicates that ETLS.DE experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETLS.DE | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 9.90% | -6.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.10% | 21.14% | -13.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 31.08% | -19.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.50% | 35.48% | -19.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 32.82% | -15.59% |
Dividends
ETLS.DE vs. AMZN - Dividend Comparison
Neither ETLS.DE nor AMZN has paid dividends to shareholders.
Frequently Asked Questions
ETLS.DE and AMZN have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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