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

Performance

LGGA.DE vs. ETLX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) and L&G Gold Mining UCITS ETF (ETLX.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
11.26%21.16%9.89%5.48%-3.83%1.07%
ETLX.DE
L&G Gold Mining UCITS ETF
10.94%152.55%27.41%11.05%-7.10%-3.20%

Returns By Period

The year-to-date returns for both stocks are quite close, with LGGA.DE having a 11.26% return and ETLX.DE slightly lower at 10.94%.


LGGA.DE

1D
2.41%
1M
-3.39%
YTD
11.26%
6M
14.49%
1Y
35.99%
3Y*
16.08%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LGGA.DE has a 0.40% expense ratio, which is lower than ETLX.DE's 0.65% expense ratio.


Return for Risk

LGGA.DE vs. ETLX.DE — Risk / Return Rank

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

LGGA.DE
LGGA.DE Risk / Return Rank: 9292
Overall Rank
LGGA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LGGA.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
LGGA.DE Omega Ratio Rank: 9393
Omega Ratio Rank
LGGA.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
LGGA.DE Martin Ratio Rank: 8989
Martin Ratio Rank

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
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.

LGGA.DE vs. ETLX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) and L&G Gold Mining UCITS ETF (ETLX.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.


LGGA.DEETLX.DEDifference

Sharpe ratio

Return per unit of total volatility

2.24

2.24

0.00

Sortino ratio

Return per unit of downside risk

2.86

2.54

+0.32

Omega ratio

Gain probability vs. loss probability

1.43

1.35

+0.08

Calmar ratio

Return relative to maximum drawdown

3.76

3.66

+0.09

Martin ratio

Return relative to average drawdown

12.20

12.59

-0.39

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

The current LGGA.DE Sharpe Ratio is 2.24, which is comparable to the ETLX.DE Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of LGGA.DE and ETLX.DE, 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


LGGA.DEETLX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.24

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.25

+0.42

Correlation

The correlation between LGGA.DE and ETLX.DE is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LGGA.DE vs. ETLX.DE - Dividend Comparison

LGGA.DE's dividend yield for the trailing twelve months is around 3.97%, while ETLX.DE has not paid dividends to shareholders.


TTM20252024202320222021
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
3.97%4.29%4.70%5.40%4.98%1.60%
ETLX.DE
L&G Gold Mining UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LGGA.DE vs. ETLX.DE - Drawdown Comparison

The maximum LGGA.DE drawdown since its inception was -17.88%, smaller than the maximum ETLX.DE drawdown of -73.44%. Use the drawdown chart below to compare losses from any high point for LGGA.DE and ETLX.DE.


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Drawdown Indicators


LGGA.DEETLX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.88%

-73.44%

+55.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.72%

-28.89%

+16.17%

Max Drawdown (5Y)

Largest decline over 5 years

-42.03%

Max Drawdown (10Y)

Largest decline over 10 years

-47.05%

Current Drawdown

Current decline from peak

-6.60%

-14.50%

+7.90%

Average Drawdown

Average peak-to-trough decline

-4.88%

-34.84%

+29.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

8.41%

-5.42%

Volatility

LGGA.DE vs. ETLX.DE - Volatility Comparison

The current volatility for L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) is 5.40%, while L&G Gold Mining UCITS ETF (ETLX.DE) has a volatility of 18.11%. This indicates that LGGA.DE experiences smaller price fluctuations and is considered to be less risky than ETLX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGGA.DEETLX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

18.11%

-12.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

38.49%

-27.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

45.99%

-29.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

35.47%

-21.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

33.83%

-20.22%