ETLS.DE vs. ETLF.DE
Compare and contrast key facts about L&G US Equity UCITS ETF (ETLS.DE) and L&G All Commodities UCITS ETF (ETLF.DE).
ETLS.DE and ETLF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. ETLF.DE is a passively managed fund by Legal & General that tracks the performance of the Bloomberg Commodity. It was launched on Jul 6, 2017. Both ETLS.DE and ETLF.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ETLS.DE vs. ETLF.DE - Performance Comparison
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ETLS.DE vs. ETLF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ETLS.DE L&G US Equity UCITS ETF | -3.51% | 5.06% | 32.53% | 24.21% | -16.00% | 38.89% | 10.12% | 27.92% |
ETLF.DE L&G All Commodities UCITS ETF | 22.31% | 4.67% | 10.97% | -10.24% | 21.51% | 40.15% | -13.51% | 4.47% |
Returns By Period
In the year-to-date period, ETLS.DE achieves a -3.51% return, which is significantly lower than ETLF.DE's 22.31% return.
ETLS.DE
- 1D
- 1.51%
- 1M
- -3.04%
- YTD
- -3.51%
- 6M
- -0.67%
- 1Y
- 10.26%
- 3Y*
- 16.37%
- 5Y*
- 11.84%
- 10Y*
- —
ETLF.DE
- 1D
- -1.95%
- 1M
- 9.73%
- YTD
- 22.31%
- 6M
- 31.92%
- 1Y
- 21.72%
- 3Y*
- 11.06%
- 5Y*
- 14.00%
- 10Y*
- —
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ETLS.DE vs. ETLF.DE - Expense Ratio Comparison
ETLS.DE has a 0.05% 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
ETLS.DE vs. ETLF.DE — Risk / Return Rank
ETLS.DE
ETLF.DE
ETLS.DE vs. ETLF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (ETLS.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.
| ETLS.DE | ETLF.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.24 | -0.65 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.70 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.53 | -1.30 |
Martin ratioReturn relative to average drawdown | 4.27 | 5.34 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETLS.DE | ETLF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.24 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.83 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.54 | +0.32 |
Correlation
The correlation between ETLS.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
ETLS.DE vs. ETLF.DE - Dividend Comparison
Neither ETLS.DE nor ETLF.DE has paid dividends to shareholders.
Drawdowns
ETLS.DE vs. ETLF.DE - Drawdown Comparison
The maximum ETLS.DE drawdown since its inception was -33.98%, 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 ETLS.DE and ETLF.DE.
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Drawdown Indicators
| ETLS.DE | ETLF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.98% | -28.78% | -5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -11.91% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -27.00% | +3.32% |
Current DrawdownCurrent decline from peak | -5.58% | -1.95% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -12.31% | +7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 4.17% | -1.78% |
Volatility
ETLS.DE vs. ETLF.DE - Volatility Comparison
The current volatility for L&G US Equity UCITS ETF (ETLS.DE) is 4.07%, while L&G All Commodities UCITS ETF (ETLF.DE) has a volatility of 8.52%. This indicates that ETLS.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
| ETLS.DE | ETLF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 8.52% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 13.94% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 17.39% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 16.66% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 15.34% | +1.96% |