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

Performance

ETLX.DE vs. YGLD.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 IncomeShares Gold + Yield ETP (YGLD.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 ETLX.DE having a -11.01% return and YGLD.DE slightly lower at -11.04%.


ETLX.DE

1D
2.13%
1M
-10.68%
YTD
-11.01%
6M
-13.14%
1Y
54.70%
3Y*
45.22%
5Y*
23.98%
10Y*
13.24%

YGLD.DE

1D
0.00%
1M
-6.80%
YTD
-11.04%
6M
-12.14%
1Y
13.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
ETLX.DE
L&G Gold Mining UCITS ETF
-11.01%152.51%-9.27%
YGLD.DE
IncomeShares Gold + Yield ETP
-11.04%41.94%-7.11%

Correlation

The correlation between ETLX.DE and YGLD.DE is 0.66, 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

0.66

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2024

0.63

The correlation between ETLX.DE and YGLD.DE has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

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Return for Risk

ETLX.DE vs. YGLD.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: 3333
Overall Rank
ETLX.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ETLX.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
ETLX.DE Omega Ratio Rank: 3333
Omega Ratio Rank
ETLX.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
ETLX.DE Martin Ratio Rank: 3131
Martin Ratio Rank

YGLD.DE
YGLD.DE Risk / Return Rank: 1717
Overall Rank
YGLD.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YGLD.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
YGLD.DE Omega Ratio Rank: 2121
Omega Ratio Rank
YGLD.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
YGLD.DE Martin Ratio Rank: 1515
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. YGLD.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 IncomeShares Gold + Yield ETP (YGLD.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.


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

+0.71

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratioReturn relative to maximum drawdown

1.57

0.62

+0.95

Martin ratioReturn relative to average drawdown

4.06

1.35

+2.71

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

The current ETLX.DE Sharpe Ratio is 1.15, which is higher than the YGLD.DE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ETLX.DE and YGLD.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

ETLX.DE vs. YGLD.DE - Drawdown Comparison

The maximum ETLX.DE drawdown since its inception was -73.44%, which is greater than YGLD.DE's maximum drawdown of -21.11%. Use the drawdown chart below to compare losses from any high point for ETLX.DE and YGLD.DE.


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Drawdown Indicators


ETLX.DEYGLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.44%

-21.11%

-52.33%

Max Drawdown (1Y)

Largest decline over 1 year

-34.64%

-21.11%

-13.53%

Max Drawdown (3Y)

Largest decline over 3 years

-34.64%

Max Drawdown (5Y)

Largest decline over 5 years

-42.01%

Max Drawdown (10Y)

Largest decline over 10 years

-47.06%

Current Drawdown

Current decline from peak

-31.42%

-20.51%

-10.91%

Average Drawdown

Average peak-to-trough decline

-34.39%

-6.04%

-28.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.42%

9.70%

+3.72%

Volatility

ETLX.DE vs. YGLD.DE - Volatility Comparison

L&G Gold Mining UCITS ETF (ETLX.DE) has a higher volatility of 18.05% compared to IncomeShares Gold + Yield ETP (YGLD.DE) at 6.70%. This indicates that ETLX.DE's price experiences larger fluctuations and is considered to be riskier than YGLD.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.DEYGLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.05%

6.70%

+11.35%

Volatility (6M)

Calculated over the trailing 6-month period

37.79%

18.31%

+19.48%

Volatility (1Y)

Calculated over the trailing 1-year period

47.47%

30.24%

+17.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.52%

26.52%

+10.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.99%

26.52%

+7.47%

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

ETLX.DE has a 0.65% expense ratio, which is higher than YGLD.DE's 0.35% expense ratio.


Dividends

ETLX.DE vs. YGLD.DE - Dividend Comparison

ETLX.DE has not paid dividends to shareholders, while YGLD.DE's dividend yield for the trailing twelve months is around 6.65%.


PositionTTM2025
ETLX.DE
L&G Gold Mining UCITS ETF
0.00%0.00%
YGLD.DE
IncomeShares Gold + Yield ETP
6.65%6.36%

Frequently Asked Questions


ETLX.DE and YGLD.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YGLD.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YGLD.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for ETLX.DE.

ETLX.DE is categorized as Gold, while YGLD.DE is Derivative Income. They also come from different issuers: Legal & General and Leverage Shares. Their fees differ too: 0.65% for ETLX.DE and 0.35% for YGLD.DE.

Portfolio Optimizer

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