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ETLS.DE vs. RENW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLS.DE vs. RENW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G US Equity UCITS ETF (ETLS.DE) and L&G Clean Energy UCITS ETF (RENW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETLS.DE achieves a 11.28% return, which is significantly lower than RENW.DE's 43.00% return.


ETLS.DE

1D
-0.11%
1M
5.49%
YTD
11.28%
6M
11.23%
1Y
25.64%
3Y*
19.26%
5Y*
14.64%
10Y*

RENW.DE

1D
-1.77%
1M
4.66%
YTD
43.00%
6M
41.09%
1Y
80.00%
3Y*
15.60%
5Y*
9.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLS.DE vs. RENW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ETLS.DE
L&G US Equity UCITS ETF
11.28%5.06%32.53%24.21%-16.00%38.89%2.20%
RENW.DE
L&G Clean Energy UCITS ETF
43.00%35.27%-9.64%-11.30%-3.32%1.09%18.53%

Correlation

The correlation between ETLS.DE and RENW.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

0.59

The correlation between ETLS.DE and RENW.DE has been stable across timeframes, ranging from 0.53 to 0.61 - a consistent structural relationship.

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Return for Risk

ETLS.DE vs. RENW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETLS.DE
ETLS.DE Risk / Return Rank: 6868
Overall Rank
ETLS.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ETLS.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETLS.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ETLS.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
ETLS.DE Martin Ratio Rank: 6666
Martin Ratio Rank

RENW.DE
RENW.DE Risk / Return Rank: 9393
Overall Rank
RENW.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RENW.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
RENW.DE Omega Ratio Rank: 8989
Omega Ratio Rank
RENW.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
RENW.DE Martin Ratio Rank: 9696
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.

ETLS.DE vs. RENW.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 Clean Energy UCITS ETF (RENW.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.DERENW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.41

1.56

-0.15

Calmar ratioReturn relative to maximum drawdown

3.37

9.22

-5.85

Martin ratioReturn relative to average drawdown

12.00

34.50

-22.51

ETLS.DE vs. RENW.DE - Sharpe Ratio Comparison

The current ETLS.DE Sharpe Ratio is 2.21, which is lower than the RENW.DE Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of ETLS.DE and RENW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ETLS.DERENW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

3.49

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.41

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.49

+0.49

Drawdowns

ETLS.DE vs. RENW.DE - Drawdown Comparison

The maximum ETLS.DE drawdown since its inception was -33.98%, smaller than the maximum RENW.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for ETLS.DE and RENW.DE.


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Drawdown Indicators


ETLS.DERENW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.98%

-43.93%

+9.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-8.63%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-23.68%

-35.00%

+11.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

-42.30%

+18.62%

Current Drawdown

Current decline from peak

-0.45%

-3.64%

+3.19%

Average Drawdown

Average peak-to-trough decline

-4.63%

-17.33%

+12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.31%

-0.18%

Volatility

ETLS.DE vs. RENW.DE - Volatility Comparison

The current volatility for L&G US Equity UCITS ETF (ETLS.DE) is 2.76%, while L&G Clean Energy UCITS ETF (RENW.DE) has a volatility of 8.24%. This indicates that ETLS.DE experiences smaller price fluctuations and is considered to be less risky than RENW.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.DERENW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

8.24%

-5.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

16.85%

-9.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.54%

22.80%

-11.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

22.02%

-6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

22.48%

-5.31%

ETLS.DE vs. RENW.DE - Expense Ratio Comparison

ETLS.DE has a 0.05% expense ratio, which is lower than RENW.DE's 0.49% expense ratio.


Dividends

ETLS.DE vs. RENW.DE - Dividend Comparison

Neither ETLS.DE nor RENW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETLS.DE and RENW.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETLS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLS.DE is cheaper with a 0.05% expense ratio, compared with 0.49% for RENW.DE.

ETLS.DE is categorized as Large Cap Blend Equities, while RENW.DE is Energy Equities. ETLS.DE tracks Solactive Core United States Large & Mid Cap, while RENW.DE tracks Solactive Clean Energy. Their fees differ too: 0.05% for ETLS.DE and 0.49% for RENW.DE.

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