RIUS.L vs. ETRA.L
RIUS.L (L&G US ESG Paris Aligned UCITS ETF) and ETRA.L (L&G New Energy Commodities UCITS ETF USD Acc) are both exchange-traded funds - RIUS.L is a Global Equities fund tracking the L&G US ESG Paris Aligned UCITS ETF, while ETRA.L is a Commodities fund tracking the Solactive Energy Transition Commodity Total Return Index. Both are passively managed. Over the past year, RIUS.L returned 21.59% vs 28.22% for ETRA.L. At a 0.16 correlation, their price movements are largely independent. RIUS.L charges 0.12%/yr vs 0.65%/yr for ETRA.L.
Performance
RIUS.L vs. ETRA.L - Performance Comparison
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Different Trading Currencies
RIUS.L is traded in USD, while ETRA.L is traded in GBp. To make them comparable, the ETRA.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RIUS.L achieves a 9.48% return, which is significantly higher than ETRA.L's 8.68% return.
RIUS.L
- 1D
- -0.04%
- 1M
- -0.07%
- 6M
- 9.26%
- YTD
- 9.48%
- 1Y
- 21.59%
- 3Y*
- 20.56%
- 5Y*
- 12.67%
- 10Y*
- —
ETRA.L
- 1D
- 0.00%
- 1M
- -1.86%
- 6M
- 1.31%
- YTD
- 8.68%
- 1Y
- 28.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RIUS.L vs. ETRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RIUS.L L&G US ESG Paris Aligned UCITS ETF | 9.48% | 18.88% | 17.16% |
ETRA.L L&G New Energy Commodities UCITS ETF USD Acc | 8.68% | 28.38% | -20.55% |
Correlation
The correlation between RIUS.L and ETRA.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2024 | 0.16 |
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Return for Risk
RIUS.L vs. ETRA.L — Risk / Return Rank
RIUS.L
ETRA.L
RIUS.L vs. ETRA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Paris Aligned UCITS ETF (RIUS.L) and L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RIUS.L | ETRA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.11 | +0.97 |
| Martin ratioReturn relative to average drawdown | 8.33 | 2.16 | +6.17 |
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Drawdowns
RIUS.L vs. ETRA.L - Drawdown Comparison
The maximum RIUS.L drawdown since its inception was -33.35%, which is greater than ETRA.L's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for RIUS.L and ETRA.L.
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Drawdown Indicators
| RIUS.L | ETRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -25.40% | -7.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -25.40% | +14.72% |
Max Drawdown (3Y)Largest decline over 3 years | -20.30% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | — | — |
Current DrawdownCurrent decline from peak | -0.87% | -10.63% | +9.76% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -16.20% | +9.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 13.05% | -10.37% |
Volatility
RIUS.L vs. ETRA.L - Volatility Comparison
The current volatility for L&G US ESG Paris Aligned UCITS ETF (RIUS.L) is 3.68%, while L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L) has a volatility of 4.78%. This indicates that RIUS.L experiences smaller price fluctuations and is considered to be less risky than ETRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIUS.L | ETRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 4.78% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 12.43% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 44.02% | -29.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 33.36% | -16.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 33.36% | -14.20% |
RIUS.L vs. ETRA.L - Expense Ratio Comparison
RIUS.L has a 0.12% expense ratio, which is lower than ETRA.L's 0.65% expense ratio.
Dividends
RIUS.L vs. ETRA.L - Dividend Comparison
Neither RIUS.L nor ETRA.L has paid dividends to shareholders.
Frequently Asked Questions
RIUS.L and ETRA.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RIUS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RIUS.L is cheaper with a 0.12% expense ratio, compared with 0.65% for ETRA.L.
RIUS.L is categorized as Global Equities, while ETRA.L is Commodities. RIUS.L tracks L&G US ESG Paris Aligned UCITS ETF, while ETRA.L tracks Solactive Energy Transition Commodity Total Return Index. Their fees differ too: 0.12% for RIUS.L and 0.65% for ETRA.L.
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