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LNGX vs. UPGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LNGX vs. UPGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Natural Gas ETF (LNGX) and Xtrackers US Green Infrastructure Select Equity ETF (UPGR). The values are adjusted to include any dividend payments, if applicable.

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LNGX vs. UPGR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LNGX achieves a 26.99% return, which is significantly higher than UPGR's -1.84% return.


LNGX

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

UPGR

1D
0.49%
1M
-5.50%
YTD
-1.84%
6M
-2.02%
1Y
54.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LNGX vs. UPGR - Expense Ratio Comparison

LNGX has a 0.45% expense ratio, which is higher than UPGR's 0.35% expense ratio.


Return for Risk

LNGX vs. UPGR — Risk / Return Rank

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

LNGX

UPGR
UPGR Risk / Return Rank: 8181
Overall Rank
UPGR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UPGR Sortino Ratio Rank: 8484
Sortino Ratio Rank
UPGR Omega Ratio Rank: 7272
Omega Ratio Rank
UPGR Calmar Ratio Rank: 9191
Calmar Ratio Rank
UPGR Martin Ratio Rank: 7474
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. UPGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Natural Gas ETF (LNGX) and Xtrackers US Green Infrastructure Select Equity ETF (UPGR). 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. UPGR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LNGXUPGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

Sharpe Ratio (All Time)

Calculated using the full available price history

4.53

-0.05

+4.58

Correlation

The correlation between LNGX and UPGR is 0.15, 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. UPGR - Dividend Comparison

LNGX's dividend yield for the trailing twelve months is around 0.21%, less than UPGR's 0.34% yield.


TTM202520242023
LNGX
Global X U.S. Natural Gas ETF
0.21%0.27%0.00%0.00%
UPGR
Xtrackers US Green Infrastructure Select Equity ETF
0.34%0.39%1.16%0.32%

Drawdowns

LNGX vs. UPGR - Drawdown Comparison

The maximum LNGX drawdown since its inception was -8.71%, smaller than the maximum UPGR drawdown of -46.60%. Use the drawdown chart below to compare losses from any high point for LNGX and UPGR.


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Drawdown Indicators


LNGXUPGRDifference

Max Drawdown

Largest peak-to-trough decline

-8.71%

-46.60%

+37.89%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

Current Drawdown

Current decline from peak

-6.55%

-12.90%

+6.35%

Average Drawdown

Average peak-to-trough decline

-2.26%

-21.52%

+19.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

Volatility

LNGX vs. UPGR - Volatility Comparison


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Volatility by Period


LNGXUPGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.69%

Volatility (6M)

Calculated over the trailing 6-month period

23.85%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

32.40%

-9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.06%

30.47%

-7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.06%

30.47%

-7.41%