ETLS.DE vs. XMLC.DE
ETLS.DE (L&G US Equity UCITS ETF) and XMLC.DE (L&G Clean Water UCITS ETF) are both exchange-traded funds - ETLS.DE is a Large Cap Blend Equities fund tracking the Solactive Core United States Large & Mid Cap, while XMLC.DE is a Water Equities fund tracking the Solactive Clean Water. Both are passively managed. Over the past 5 years, ETLS.DE returned 14.64%/yr vs 6.47%/yr for XMLC.DE. A 0.72 correlation means they provide meaningful diversification when combined. ETLS.DE charges 0.05%/yr vs 0.49%/yr for XMLC.DE.
Performance
ETLS.DE vs. XMLC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ETLS.DE achieves a 11.28% return, which is significantly higher than XMLC.DE's 2.11% 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*
- —
XMLC.DE
- 1D
- 0.01%
- 1M
- -1.48%
- YTD
- 2.11%
- 6M
- 1.67%
- 1Y
- 6.86%
- 3Y*
- 8.21%
- 5Y*
- 6.47%
- 10Y*
- —
ETLS.DE vs. XMLC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ETLS.DE L&G US Equity UCITS ETF | 11.28% | 5.06% | 32.53% | 24.21% | -16.00% | 38.89% | 10.12% | 8.47% |
XMLC.DE L&G Clean Water UCITS ETF | 2.11% | 3.88% | 9.96% | 17.08% | -12.64% | 37.15% | 7.97% | 11.56% |
Correlation
The correlation between ETLS.DE and XMLC.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2019 | 0.72 |
The correlation between ETLS.DE and XMLC.DE shifts across timeframes, from 0.54 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ETLS.DE vs. XMLC.DE — Risk / Return Rank
ETLS.DE
XMLC.DE
ETLS.DE vs. XMLC.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 Water UCITS ETF (XMLC.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 | XMLC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.09 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 0.62 | +2.75 |
| Martin ratioReturn relative to average drawdown | 12.00 | 1.60 | +10.40 |
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 | XMLC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.48 | +1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.41 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.56 | +0.42 |
Drawdowns
ETLS.DE vs. XMLC.DE - Drawdown Comparison
The maximum ETLS.DE drawdown since its inception was -33.98%, roughly equal to the maximum XMLC.DE drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for ETLS.DE and XMLC.DE.
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Drawdown Indicators
| ETLS.DE | XMLC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.98% | -35.25% | +1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -11.02% | +3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -19.51% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -20.54% | -3.14% |
Current DrawdownCurrent decline from peak | -0.45% | -7.57% | +7.12% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -6.31% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 4.28% | -2.15% |
Volatility
ETLS.DE vs. XMLC.DE - Volatility Comparison
The current volatility for L&G US Equity UCITS ETF (ETLS.DE) is 2.76%, while L&G Clean Water UCITS ETF (XMLC.DE) has a volatility of 4.03%. This indicates that ETLS.DE experiences smaller price fluctuations and is considered to be less risky than XMLC.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 | XMLC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 4.03% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 10.79% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 14.11% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.51% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 18.66% | -1.49% |
ETLS.DE vs. XMLC.DE - Expense Ratio Comparison
ETLS.DE has a 0.05% expense ratio, which is lower than XMLC.DE's 0.49% expense ratio.
Dividends
ETLS.DE vs. XMLC.DE - Dividend Comparison
Neither ETLS.DE nor XMLC.DE has paid dividends to shareholders.
Frequently Asked Questions
ETLS.DE and XMLC.DE have a correlation of 0.54, 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 XMLC.DE.
ETLS.DE is categorized as Large Cap Blend Equities, while XMLC.DE is Water Equities. ETLS.DE tracks Solactive Core United States Large & Mid Cap, while XMLC.DE tracks Solactive Clean Water. Their fees differ too: 0.05% for ETLS.DE and 0.49% for XMLC.DE.
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