ETLS.DE vs. AMZN
Compare and contrast key facts about L&G US Equity UCITS ETF (ETLS.DE) and Amazon.com, Inc. (AMZN).
ETLS.DE is a passively managed fund by Legal & General that tracks the performance of the Solactive Core United States Large & Mid Cap. It was launched on Oct 8, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETLS.DE or AMZN.
Key characteristics
ETLS.DE | AMZN | |
---|---|---|
YTD Return | 17.74% | 21.69% |
1Y Return | 22.70% | 31.70% |
3Y Return (Ann) | 10.79% | 1.97% |
5Y Return (Ann) | 14.98% | 15.24% |
Sharpe Ratio | 1.94 | 0.96 |
Daily Std Dev | 12.14% | 28.69% |
Max Drawdown | -33.98% | -94.40% |
Current Drawdown | -2.29% | -7.55% |
Correlation
The correlation between ETLS.DE and AMZN is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ETLS.DE vs. AMZN - Performance Comparison
In the year-to-date period, ETLS.DE achieves a 17.74% return, which is significantly lower than AMZN's 21.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ETLS.DE vs. AMZN - Risk-Adjusted Performance 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.
Dividends
ETLS.DE vs. AMZN - Dividend Comparison
Neither ETLS.DE nor AMZN has paid dividends to shareholders.
Drawdowns
ETLS.DE vs. AMZN - Drawdown Comparison
The maximum ETLS.DE drawdown since its inception was -33.98%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ETLS.DE and AMZN. For additional features, visit the drawdowns tool.
Volatility
ETLS.DE vs. AMZN - Volatility Comparison
The current volatility for L&G US Equity UCITS ETF (ETLS.DE) is 4.34%, while Amazon.com, Inc. (AMZN) has a volatility of 8.55%. 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.