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LNGX vs. SETM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LNGX vs. SETM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Natural Gas ETF (LNGX) and Sprott Energy Transition Materials ETF (SETM). The values are adjusted to include any dividend payments, if applicable.

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LNGX vs. SETM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LNGX achieves a 26.99% return, which is significantly higher than SETM's 16.12% return.


LNGX

1D
-2.87%
1M
5.12%
YTD
26.99%
6M
1Y
3Y*
5Y*
10Y*

SETM

1D
-0.78%
1M
-6.67%
YTD
16.12%
6M
32.71%
1Y
142.42%
3Y*
26.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LNGX vs. SETM - Expense Ratio Comparison

LNGX has a 0.45% expense ratio, which is lower than SETM's 0.65% expense ratio.


Return for Risk

LNGX vs. SETM — Risk / Return Rank

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

LNGX

SETM
SETM Risk / Return Rank: 9696
Overall Rank
SETM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SETM Sortino Ratio Rank: 9595
Sortino Ratio Rank
SETM Omega Ratio Rank: 9393
Omega Ratio Rank
SETM Calmar Ratio Rank: 9797
Calmar Ratio Rank
SETM Martin Ratio Rank: 9696
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.

LNGX vs. SETM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Natural Gas ETF (LNGX) and Sprott Energy Transition Materials ETF (SETM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LNGX vs. SETM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LNGXSETMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

Sharpe Ratio (All Time)

Calculated using the full available price history

4.53

0.54

+3.99

Correlation

The correlation between LNGX and SETM is 0.04, 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

LNGX vs. SETM - Dividend Comparison

LNGX's dividend yield for the trailing twelve months is around 0.21%, less than SETM's 1.35% yield.


TTM202520242023
LNGX
Global X U.S. Natural Gas ETF
0.21%0.27%0.00%0.00%
SETM
Sprott Energy Transition Materials ETF
1.35%1.56%2.07%2.47%

Drawdowns

LNGX vs. SETM - Drawdown Comparison

The maximum LNGX drawdown since its inception was -8.71%, smaller than the maximum SETM drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for LNGX and SETM.


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Drawdown Indicators


LNGXSETMDifference

Max Drawdown

Largest peak-to-trough decline

-8.71%

-42.81%

+34.10%

Max Drawdown (1Y)

Largest decline over 1 year

-25.85%

Current Drawdown

Current decline from peak

-6.55%

-15.39%

+8.84%

Average Drawdown

Average peak-to-trough decline

-2.26%

-14.59%

+12.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.76%

Volatility

LNGX vs. SETM - Volatility Comparison


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Volatility by Period


LNGXSETMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.42%

Volatility (6M)

Calculated over the trailing 6-month period

36.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

45.87%

-22.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.06%

36.20%

-13.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.06%

36.20%

-13.14%