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ETLZ.DE vs. IUS3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLZ.DE vs. IUS3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.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, ETLZ.DE achieves a 21.33% return, which is significantly lower than IUS3.DE's 22.44% return. Over the past 10 years, ETLZ.DE has outperformed IUS3.DE with an annualized return of 10.75%, while IUS3.DE has yielded a comparatively lower 9.86% annualized return.


ETLZ.DE

1D
-0.66%
1M
1.72%
6M
15.70%
YTD
21.33%
1Y
34.15%
3Y*
14.90%
5Y*
9.00%
10Y*
10.75%

IUS3.DE

1D
1.07%
1M
3.17%
6M
17.44%
YTD
22.44%
1Y
32.99%
3Y*
13.58%
5Y*
7.99%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLZ.DE vs. IUS3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETLZ.DE
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
21.33%0.32%15.12%16.03%-14.22%30.61%8.11%28.84%-9.27%0.58%
IUS3.DE
iShares S&P SmallCap 600 UCITS ETF USD (Dist)
22.44%-4.35%12.84%13.50%-12.46%38.71%0.11%25.84%-6.51%-0.88%

Correlation

The correlation between ETLZ.DE and IUS3.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

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

0.96

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2008

0.91

The correlation between ETLZ.DE and IUS3.DE has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

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Return for Risk

ETLZ.DE vs. IUS3.DE — Risk / Return Rank

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

ETLZ.DE
ETLZ.DE Risk / Return Rank: 8888
Overall Rank
ETLZ.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ETLZ.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
ETLZ.DE Omega Ratio Rank: 8282
Omega Ratio Rank
ETLZ.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ETLZ.DE Martin Ratio Rank: 9090
Martin Ratio Rank

IUS3.DE
IUS3.DE Risk / Return Rank: 8282
Overall Rank
IUS3.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IUS3.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IUS3.DE Omega Ratio Rank: 7575
Omega Ratio Rank
IUS3.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
IUS3.DE Martin Ratio Rank: 8989
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.

ETLZ.DE vs. IUS3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.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.


ETLZ.DEIUS3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

5.33

5.23

+0.11

Martin ratioReturn relative to average drawdown

15.94

15.45

+0.49

ETLZ.DE vs. IUS3.DE - Sharpe Ratio Comparison

The current ETLZ.DE Sharpe Ratio is 2.30, which is comparable to the IUS3.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of ETLZ.DE and IUS3.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

ETLZ.DE vs. IUS3.DE - Drawdown Comparison

The maximum ETLZ.DE drawdown since its inception was -58.36%, roughly equal to the maximum IUS3.DE drawdown of -57.43%. Use the drawdown chart below to compare losses from any high point for ETLZ.DE and IUS3.DE.


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Drawdown Indicators


ETLZ.DEIUS3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.36%

-57.43%

-0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-6.28%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-31.34%

-32.89%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-31.34%

-32.89%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-41.55%

+0.54%

Current Drawdown

Current decline from peak

-2.30%

-2.33%

+0.03%

Average Drawdown

Average peak-to-trough decline

-10.71%

-12.69%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.13%

+0.22%

Volatility

ETLZ.DE vs. IUS3.DE - Volatility Comparison

L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE) have volatilities of 4.22% and 4.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLZ.DEIUS3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.43%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

10.96%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

16.54%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

20.06%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.00%

21.39%

-0.39%

ETLZ.DE vs. IUS3.DE - Expense Ratio Comparison

ETLZ.DE has a 0.30% expense ratio, which is lower than IUS3.DE's 0.40% expense ratio.


Dividends

ETLZ.DE vs. IUS3.DE - Dividend Comparison

ETLZ.DE has not paid dividends to shareholders, while IUS3.DE's dividend yield for the trailing twelve months is around 0.48%.


PositionTTM20252024202320222021202020192018201720162015
ETLZ.DE
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUS3.DE
iShares S&P SmallCap 600 UCITS ETF USD (Dist)
0.48%1.24%1.13%1.08%1.05%0.62%0.96%0.92%0.98%0.79%0.84%0.54%

Frequently Asked Questions


With a correlation of 0.94, ETLZ.DE and IUS3.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, ETLZ.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLZ.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for IUS3.DE.

ETLZ.DE tracks Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index, while IUS3.DE tracks S&P SmallCap 600 Index. They also come from different issuers: L&G and iShares. Their fees differ too: 0.30% for ETLZ.DE and 0.40% for IUS3.DE.

Portfolio Optimizer

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