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LNGX vs. VDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LNGX vs. VDE - Performance Comparison

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

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LNGX vs. VDE - Yearly Performance Comparison


2026 (YTD)2025
LNGX
Global X U.S. Natural Gas ETF
26.99%5.97%
VDE
Vanguard Energy ETF
33.23%1.88%

Returns By Period

In the year-to-date period, LNGX achieves a 26.99% return, which is significantly lower than VDE's 33.23% return.


LNGX

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

VDE

1D
-3.61%
1M
4.27%
YTD
33.23%
6M
34.21%
1Y
31.84%
3Y*
17.03%
5Y*
23.32%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LNGX vs. VDE - Expense Ratio Comparison

LNGX has a 0.45% expense ratio, which is higher than VDE's 0.10% expense ratio.


Return for Risk

LNGX vs. VDE — Risk / Return Rank

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

LNGX

VDE
VDE Risk / Return Rank: 6363
Overall Rank
VDE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 6363
Sortino Ratio Rank
VDE Omega Ratio Rank: 6666
Omega Ratio Rank
VDE Calmar Ratio Rank: 6565
Calmar Ratio Rank
VDE Martin Ratio Rank: 4949
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. VDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Natural Gas ETF (LNGX) and Vanguard Energy ETF (VDE). 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. VDE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LNGXVDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

4.53

0.28

+4.25

Correlation

The correlation between LNGX and VDE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LNGX vs. VDE - Dividend Comparison

LNGX's dividend yield for the trailing twelve months is around 0.21%, less than VDE's 2.36% yield.


TTM20252024202320222021202020192018201720162015
LNGX
Global X U.S. Natural Gas ETF
0.21%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDE
Vanguard Energy ETF
2.36%3.11%3.23%3.34%3.65%4.13%4.76%3.42%3.35%2.90%2.31%3.17%

Drawdowns

LNGX vs. VDE - Drawdown Comparison

The maximum LNGX drawdown since its inception was -8.71%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for LNGX and VDE.


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Drawdown Indicators


LNGXVDEDifference

Max Drawdown

Largest peak-to-trough decline

-8.71%

-74.20%

+65.49%

Max Drawdown (1Y)

Largest decline over 1 year

-18.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-69.29%

Current Drawdown

Current decline from peak

-6.55%

-5.74%

-0.81%

Average Drawdown

Average peak-to-trough decline

-2.26%

-20.06%

+17.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

Volatility

LNGX vs. VDE - Volatility Comparison


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Volatility by Period


LNGXVDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

25.19%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.06%

26.53%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.06%

29.88%

-6.82%