ETLS.DE vs. XMLD.DE
ETLS.DE (L&G US Equity UCITS ETF) and XMLD.DE (L&G Artificial Intelligence 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 XMLD.DE is a Technology Equities fund tracking the ROBO Global Artificial Intelligence. Both are passively managed. Over the past 5 years, ETLS.DE returned 14.64%/yr vs 19.02%/yr for XMLD.DE. A 0.75 correlation means they provide meaningful diversification when combined. ETLS.DE charges 0.05%/yr vs 0.49%/yr for XMLD.DE.
Performance
ETLS.DE vs. XMLD.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 lower than XMLD.DE's 42.18% 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*
- —
XMLD.DE
- 1D
- -0.78%
- 1M
- 20.65%
- YTD
- 42.18%
- 6M
- 39.73%
- 1Y
- 73.37%
- 3Y*
- 33.99%
- 5Y*
- 19.02%
- 10Y*
- —
ETLS.DE vs. XMLD.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% | 0.62% |
XMLD.DE L&G Artificial Intelligence UCITS ETF | 42.18% | 16.99% | 25.17% | 54.28% | -36.45% | 19.09% | 51.75% | 0.00% |
Correlation
The correlation between ETLS.DE and XMLD.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2019 | 0.75 |
The correlation between ETLS.DE and XMLD.DE has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
ETLS.DE vs. XMLD.DE — Risk / Return Rank
ETLS.DE
XMLD.DE
ETLS.DE vs. XMLD.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 Artificial Intelligence UCITS ETF (XMLD.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 | XMLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.44 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 4.62 | -1.25 |
| Martin ratioReturn relative to average drawdown | 12.00 | 12.52 | -0.53 |
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 | XMLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.76 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.69 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.82 | +0.15 |
Drawdowns
ETLS.DE vs. XMLD.DE - Drawdown Comparison
The maximum ETLS.DE drawdown since its inception was -33.98%, smaller than the maximum XMLD.DE drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for ETLS.DE and XMLD.DE.
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Drawdown Indicators
| ETLS.DE | XMLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.98% | -42.81% | +8.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -15.80% | +8.23% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -33.67% | +9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -42.81% | +19.13% |
Current DrawdownCurrent decline from peak | -0.45% | -2.30% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -13.51% | +8.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 5.84% | -3.71% |
Volatility
ETLS.DE vs. XMLD.DE - Volatility Comparison
The current volatility for L&G US Equity UCITS ETF (ETLS.DE) is 2.76%, while L&G Artificial Intelligence UCITS ETF (XMLD.DE) has a volatility of 10.34%. This indicates that ETLS.DE experiences smaller price fluctuations and is considered to be less risky than XMLD.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 | XMLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 10.34% | -7.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 19.89% | -12.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 26.47% | -14.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 27.22% | -11.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 28.52% | -11.35% |
ETLS.DE vs. XMLD.DE - Expense Ratio Comparison
ETLS.DE has a 0.05% expense ratio, which is lower than XMLD.DE's 0.49% expense ratio.
Dividends
ETLS.DE vs. XMLD.DE - Dividend Comparison
Neither ETLS.DE nor XMLD.DE has paid dividends to shareholders.
Frequently Asked Questions
ETLS.DE and XMLD.DE have a correlation of 0.78, 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 XMLD.DE.
ETLS.DE is categorized as Large Cap Blend Equities, while XMLD.DE is Technology Equities. ETLS.DE tracks Solactive Core United States Large & Mid Cap, while XMLD.DE tracks ROBO Global Artificial Intelligence. Their fees differ too: 0.05% for ETLS.DE and 0.49% for XMLD.DE.
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