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ETLX.DE vs. IS0E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLX.DE vs. IS0E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Gold Mining UCITS ETF (ETLX.DE) and iShares Gold Producers UCITS ETF (IS0E.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, ETLX.DE achieves a -2.30% return, which is significantly lower than IS0E.DE's -0.06% return. Over the past 10 years, ETLX.DE has outperformed IS0E.DE with an annualized return of 15.32%, while IS0E.DE has yielded a comparatively lower 13.92% annualized return.


ETLX.DE

1D
0.57%
1M
-6.27%
YTD
-2.30%
6M
5.08%
1Y
60.19%
3Y*
46.63%
5Y*
23.41%
10Y*
15.32%

IS0E.DE

1D
0.88%
1M
-5.38%
YTD
-0.06%
6M
7.39%
1Y
60.26%
3Y*
38.14%
5Y*
19.77%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLX.DE vs. IS0E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETLX.DE
L&G Gold Mining UCITS ETF
-2.30%152.55%27.41%11.05%-7.10%-3.32%12.25%42.55%-5.79%-3.18%
IS0E.DE
iShares Gold Producers UCITS ETF
-0.06%129.59%18.76%6.29%-3.80%-3.04%13.47%44.05%-4.38%-6.00%

Correlation

The correlation between ETLX.DE and IS0E.DE is 0.96 - 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

0.96

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

0.94

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

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

0.96

The correlation between ETLX.DE and IS0E.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

ETLX.DE vs. IS0E.DE — Risk / Return Rank

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

ETLX.DE
ETLX.DE Risk / Return Rank: 3737
Overall Rank
ETLX.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ETLX.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ETLX.DE Omega Ratio Rank: 3636
Omega Ratio Rank
ETLX.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
ETLX.DE Martin Ratio Rank: 3535
Martin Ratio Rank

IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
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.

ETLX.DE vs. IS0E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (ETLX.DE) and iShares Gold Producers UCITS ETF (IS0E.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.


ETLX.DEIS0E.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

2.11

2.17

-0.06

Martin ratioReturn relative to average drawdown

5.29

5.45

-0.16

ETLX.DE vs. IS0E.DE - Sharpe Ratio Comparison

The current ETLX.DE Sharpe Ratio is 1.33, which is comparable to the IS0E.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of ETLX.DE and IS0E.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


ETLX.DEIS0E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.24

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.58

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.43

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.18

+0.05

Drawdowns

ETLX.DE vs. IS0E.DE - Drawdown Comparison

The maximum ETLX.DE drawdown since its inception was -73.44%, roughly equal to the maximum IS0E.DE drawdown of -71.63%. Use the drawdown chart below to compare losses from any high point for ETLX.DE and IS0E.DE.


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Drawdown Indicators


ETLX.DEIS0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.44%

-71.63%

-1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

-27.26%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-28.89%

-27.26%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-42.03%

-38.03%

-4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-47.05%

-45.62%

-1.43%

Current Drawdown

Current decline from peak

-24.71%

-22.93%

-1.78%

Average Drawdown

Average peak-to-trough decline

-34.69%

-33.74%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.52%

10.85%

+0.67%

Volatility

ETLX.DE vs. IS0E.DE - Volatility Comparison

L&G Gold Mining UCITS ETF (ETLX.DE) has a higher volatility of 14.03% compared to iShares Gold Producers UCITS ETF (IS0E.DE) at 12.84%. This indicates that ETLX.DE's price experiences larger fluctuations and is considered to be riskier than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLX.DEIS0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.03%

12.84%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

35.22%

33.62%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

45.70%

47.58%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.04%

33.83%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.83%

32.53%

+1.30%

ETLX.DE vs. IS0E.DE - Expense Ratio Comparison

ETLX.DE has a 0.65% expense ratio, which is higher than IS0E.DE's 0.55% expense ratio.


Dividends

ETLX.DE vs. IS0E.DE - Dividend Comparison

Neither ETLX.DE nor IS0E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, ETLX.DE and IS0E.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, IS0E.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0E.DE is cheaper with a 0.55% expense ratio, compared with 0.65% for ETLX.DE.

ETLX.DE tracks DAXglobal® Gold Miners, while IS0E.DE tracks S&P Commodity Producers Gold. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.65% for ETLX.DE and 0.55% for IS0E.DE.

Portfolio Optimizer

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