GTIL.DE vs. ETLQ.DE
GTIL.DE (Xtrackers World Green Tech Innovators UCITS ETF 1C) and ETLQ.DE (L&G Global Equity UCITS ETF) are both Global Equities funds. GTIL.DE is actively managed, while ETLQ.DE is passively managed. Over the past year, GTIL.DE returned 23.20% vs 23.85% for ETLQ.DE. With a 0.96 correlation, they move nearly in lockstep. GTIL.DE charges 0.35%/yr vs 0.10%/yr for ETLQ.DE.
Performance
GTIL.DE vs. ETLQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GTIL.DE achieves a 8.33% return, which is significantly lower than ETLQ.DE's 10.88% return.
GTIL.DE
- 1D
- 0.89%
- 1M
- 3.73%
- YTD
- 8.33%
- 6M
- 8.71%
- 1Y
- 23.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ETLQ.DE
- 1D
- 0.00%
- 1M
- 3.89%
- YTD
- 10.88%
- 6M
- 10.99%
- 1Y
- 23.85%
- 3Y*
- 17.73%
- 5Y*
- 13.10%
- 10Y*
- —
GTIL.DE vs. ETLQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GTIL.DE Xtrackers World Green Tech Innovators UCITS ETF 1C | 8.33% | 7.95% | -2.33% |
ETLQ.DE L&G Global Equity UCITS ETF | 10.88% | 8.14% | -2.09% |
Correlation
The correlation between GTIL.DE and ETLQ.DE is 0.95, 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 | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2024 | 0.96 |
The correlation between GTIL.DE and ETLQ.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
GTIL.DE vs. ETLQ.DE — Risk / Return Rank
GTIL.DE
ETLQ.DE
GTIL.DE vs. ETLQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) and L&G Global Equity UCITS ETF (ETLQ.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.
| GTIL.DE | ETLQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.56 | -0.90 |
| Martin ratioReturn relative to average drawdown | 10.00 | 14.23 | -4.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTIL.DE | ETLQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.13 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.93 | -0.32 |
Drawdowns
GTIL.DE vs. ETLQ.DE - Drawdown Comparison
The maximum GTIL.DE drawdown since its inception was -21.90%, smaller than the maximum ETLQ.DE drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for GTIL.DE and ETLQ.DE.
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Drawdown Indicators
| GTIL.DE | ETLQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -33.38% | +11.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -6.68% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.58% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.34% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -4.33% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 1.68% | +0.64% |
Volatility
GTIL.DE vs. ETLQ.DE - Volatility Comparison
Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) has a higher volatility of 2.86% compared to L&G Global Equity UCITS ETF (ETLQ.DE) at 2.68%. This indicates that GTIL.DE's price experiences larger fluctuations and is considered to be riskier than ETLQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTIL.DE | ETLQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.68% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 7.77% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 11.18% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 14.06% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 15.74% | -0.23% |
GTIL.DE vs. ETLQ.DE - Expense Ratio Comparison
GTIL.DE has a 0.35% expense ratio, which is higher than ETLQ.DE's 0.10% expense ratio.
Dividends
GTIL.DE vs. ETLQ.DE - Dividend Comparison
Neither GTIL.DE nor ETLQ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, GTIL.DE and ETLQ.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, ETLQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLQ.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for GTIL.DE.
They also come from different issuers: Xtrackers and Legal & General. Their fees differ too: 0.35% for GTIL.DE and 0.10% for ETLQ.DE.
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