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

Performance

ETLX.DE vs. RGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Gold Mining UCITS ETF (ETLX.DE) and Royal Gold, Inc. (RGLD). The values are adjusted to include any dividend payments, if applicable.

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ETLX.DE vs. RGLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETLX.DE
L&G Gold Mining UCITS ETF
10.94%152.55%27.41%11.05%-7.10%-3.32%12.25%42.55%-5.79%-3.18%
RGLD
Royal Gold, Inc.
21.01%50.20%17.67%5.44%15.23%7.52%-19.37%47.53%10.49%15.18%
Different Trading Currencies

ETLX.DE is traded in EUR, while RGLD is traded in USD. To make them comparable, the RGLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETLX.DE achieves a 10.94% return, which is significantly lower than RGLD's 21.01% return. Both investments have delivered pretty close results over the past 10 years, with ETLX.DE having a 19.58% annualized return and RGLD not far behind at 18.93%.


ETLX.DE

1D
7.67%
1M
-13.88%
YTD
10.94%
6M
28.07%
1Y
103.62%
3Y*
52.43%
5Y*
29.10%
10Y*
19.58%

RGLD

1D
3.77%
1M
-12.21%
YTD
21.01%
6M
34.58%
1Y
51.61%
3Y*
25.55%
5Y*
20.64%
10Y*
18.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ETLX.DE vs. RGLD — 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: 9090
Overall Rank
ETLX.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ETLX.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
ETLX.DE Omega Ratio Rank: 8484
Omega Ratio Rank
ETLX.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
ETLX.DE Martin Ratio Rank: 9090
Martin Ratio Rank

RGLD
RGLD Risk / Return Rank: 8080
Overall Rank
RGLD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
RGLD Sortino Ratio Rank: 7777
Sortino Ratio Rank
RGLD Omega Ratio Rank: 7878
Omega Ratio Rank
RGLD Calmar Ratio Rank: 7878
Calmar Ratio Rank
RGLD Martin Ratio Rank: 8282
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. RGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (ETLX.DE) and Royal Gold, Inc. (RGLD). 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.DERGLDDifference

Sharpe ratio

Return per unit of total volatility

2.24

1.38

+0.86

Sortino ratio

Return per unit of downside risk

2.54

1.82

+0.72

Omega ratio

Gain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratio

Return relative to maximum drawdown

3.66

1.84

+1.82

Martin ratio

Return relative to average drawdown

12.59

5.67

+6.92

ETLX.DE vs. RGLD - Sharpe Ratio Comparison

The current ETLX.DE Sharpe Ratio is 2.24, which is higher than the RGLD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ETLX.DE and RGLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETLX.DERGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

1.38

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.71

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.59

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.41

-0.16

Correlation

The correlation between ETLX.DE and RGLD is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ETLX.DE vs. RGLD - Dividend Comparison

ETLX.DE has not paid dividends to shareholders, while RGLD's dividend yield for the trailing twelve months is around 0.69%.


TTM20252024202320222021202020192018201720162015
ETLX.DE
L&G Gold Mining UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RGLD
Royal Gold, Inc.
0.69%0.81%1.21%1.24%1.24%1.14%1.05%0.87%1.17%1.17%1.45%1.81%

Drawdowns

ETLX.DE vs. RGLD - Drawdown Comparison

The maximum ETLX.DE drawdown since its inception was -73.44%, which is greater than RGLD's maximum drawdown of -68.47%. Use the drawdown chart below to compare losses from any high point for ETLX.DE and RGLD.


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Drawdown Indicators


ETLX.DERGLDDifference

Max Drawdown

Largest peak-to-trough decline

-73.44%

-98.29%

+24.85%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

-29.27%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-42.03%

-40.73%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-47.05%

-49.55%

+2.50%

Current Drawdown

Current decline from peak

-14.50%

-13.13%

-1.37%

Average Drawdown

Average peak-to-trough decline

-34.84%

-29.87%

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.41%

9.14%

-0.73%

Volatility

ETLX.DE vs. RGLD - Volatility Comparison

L&G Gold Mining UCITS ETF (ETLX.DE) has a higher volatility of 18.11% compared to Royal Gold, Inc. (RGLD) at 15.60%. This indicates that ETLX.DE's price experiences larger fluctuations and is considered to be riskier than RGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLX.DERGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.11%

15.60%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

38.49%

31.37%

+7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

45.99%

37.52%

+8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.47%

29.17%

+6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.83%

32.38%

+1.45%