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ETLZ.DE vs. SC0K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLZ.DE vs. SC0K.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 Invesco Russell 2000 UCITS ETF (SC0K.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 investments are quite close, with ETLZ.DE having a 21.33% return and SC0K.DE slightly higher at 22.02%. Over the past 10 years, ETLZ.DE has outperformed SC0K.DE with an annualized return of 10.75%, while SC0K.DE has yielded a comparatively lower 10.15% 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%

SC0K.DE

1D
0.56%
1M
1.54%
6M
15.48%
YTD
22.02%
1Y
37.05%
3Y*
16.17%
5Y*
8.08%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLZ.DE vs. SC0K.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%
SC0K.DE
Invesco Russell 2000 UCITS ETF
22.02%1.56%15.91%14.84%-16.55%24.70%8.14%29.08%-9.05%0.67%

Correlation

The correlation between ETLZ.DE and SC0K.DE is 0.98 - 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

0.98

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2009

0.91

The correlation between ETLZ.DE and SC0K.DE has been stable across timeframes, ranging from 0.91 to 0.99 - a consistent structural relationship.

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Return for Risk

ETLZ.DE vs. SC0K.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

SC0K.DE
SC0K.DE Risk / Return Rank: 8080
Overall Rank
SC0K.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SC0K.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
SC0K.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SC0K.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
SC0K.DE Martin Ratio Rank: 8383
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. SC0K.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 Invesco Russell 2000 UCITS ETF (SC0K.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.DESC0K.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratioReturn relative to maximum drawdown

5.33

4.39

+0.94

Martin ratioReturn relative to average drawdown

15.94

12.88

+3.06

ETLZ.DE vs. SC0K.DE - Sharpe Ratio Comparison

The current ETLZ.DE Sharpe Ratio is 2.30, which is comparable to the SC0K.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ETLZ.DE and SC0K.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. SC0K.DE - Drawdown Comparison

The maximum ETLZ.DE drawdown since its inception was -58.36%, which is greater than SC0K.DE's maximum drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for ETLZ.DE and SC0K.DE.


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Drawdown Indicators


ETLZ.DESC0K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.36%

-47.18%

-11.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-8.40%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-31.34%

-32.50%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-31.34%

-32.50%

+1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-41.13%

+0.12%

Current Drawdown

Current decline from peak

-2.30%

-2.57%

+0.27%

Average Drawdown

Average peak-to-trough decline

-10.71%

-13.61%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.87%

-0.52%

Volatility

ETLZ.DE vs. SC0K.DE - Volatility Comparison

The current volatility for L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) is 4.22%, while Invesco Russell 2000 UCITS ETF (SC0K.DE) has a volatility of 4.51%. This indicates that ETLZ.DE experiences smaller price fluctuations and is considered to be less risky than SC0K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLZ.DESC0K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.51%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

12.54%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

18.27%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

20.98%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.00%

22.21%

-1.21%

ETLZ.DE vs. SC0K.DE - Expense Ratio Comparison

ETLZ.DE has a 0.30% expense ratio, which is lower than SC0K.DE's 0.45% expense ratio.


Dividends

ETLZ.DE vs. SC0K.DE - Dividend Comparison

Neither ETLZ.DE nor SC0K.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, ETLZ.DE and SC0K.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 0.45% for SC0K.DE.

ETLZ.DE tracks Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index, while SC0K.DE tracks Russell 2000®. They also come from different issuers: L&G and Invesco. Their fees differ too: 0.30% for ETLZ.DE and 0.45% for SC0K.DE.

Portfolio Optimizer

Find the right allocation for ETLZ.DE and SC0K.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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