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

Performance

ETLS.DE vs. WEBC.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 Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ETLS.DE having a 13.01% return and WEBC.DE slightly lower at 12.50%.


ETLS.DE

1D
0.19%
1M
1.52%
6M
11.88%
YTD
13.01%
1Y
23.33%
3Y*
19.64%
5Y*
13.49%
10Y*

WEBC.DE

1D
0.29%
1M
1.72%
6M
11.85%
YTD
12.50%
1Y
22.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
ETLS.DE
L&G US Equity UCITS ETF
13.01%5.06%32.53%6.18%
WEBC.DE
Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist)
12.50%3.77%30.70%6.86%

Correlation

The correlation between ETLS.DE and WEBC.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2023

0.97

The correlation between ETLS.DE and WEBC.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

ETLS.DE vs. WEBC.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: 7575
Overall Rank
ETLS.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ETLS.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
ETLS.DE Omega Ratio Rank: 7575
Omega Ratio Rank
ETLS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
ETLS.DE Martin Ratio Rank: 7373
Martin Ratio Rank

WEBC.DE
WEBC.DE Risk / Return Rank: 7070
Overall Rank
WEBC.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WEBC.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WEBC.DE Omega Ratio Rank: 7171
Omega Ratio Rank
WEBC.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
WEBC.DE Martin Ratio Rank: 6868
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. WEBC.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 Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.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.

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.DEWEBC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

3.07

2.83

+0.24

Martin ratioReturn relative to average drawdown

10.79

9.78

+1.01

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

The current ETLS.DE Sharpe Ratio is 1.96, which is comparable to the WEBC.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ETLS.DE and WEBC.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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Drawdowns

ETLS.DE vs. WEBC.DE - Drawdown Comparison

The maximum ETLS.DE drawdown since its inception was -33.99%, which is greater than WEBC.DE's maximum drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for ETLS.DE and WEBC.DE.


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Drawdown Indicators


ETLS.DEWEBC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-23.69%

-10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-8.07%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

Current Drawdown

Current decline from peak

-0.15%

-0.11%

-0.04%

Average Drawdown

Average peak-to-trough decline

-4.60%

-3.32%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.34%

-0.18%

Volatility

ETLS.DE vs. WEBC.DE - Volatility Comparison

L&G US Equity UCITS ETF (ETLS.DE) and Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist) (WEBC.DE) have volatilities of 2.79% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLS.DEWEBC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.78%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

8.15%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

12.21%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

14.63%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

14.63%

+2.55%

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

ETLS.DE has a 0.05% expense ratio, which is lower than WEBC.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%.


Dividends

ETLS.DE vs. WEBC.DE - Dividend Comparison

ETLS.DE has not paid dividends to shareholders, while WEBC.DE's dividend yield for the trailing twelve months is around 0.77%.


PositionTTM20252024
ETLS.DE
L&G US Equity UCITS ETF
0.00%0.00%0.00%
WEBC.DE
Amundi MSCI North America ESG Broad Transition UCITS ETF (Dist)
0.77%0.99%0.75%

Frequently Asked Questions


With a correlation of 0.98, ETLS.DE and WEBC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.15% for WEBC.DE.

ETLS.DE tracks Solactive Core United States Large & Mid Cap, while WEBC.DE tracks MSCI North America ESG Broad CTB Select Index. They also come from different issuers: Legal & General and Amundi. Their fees differ too: 0.05% for ETLS.DE and 0.15% for WEBC.DE.

Portfolio Optimizer

Find the right allocation for ETLS.DE and WEBC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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