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SETM vs. ES6Y.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SETM vs. ES6Y.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Energy Transition Materials ETF (SETM) and L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.DE). The values are adjusted to include any dividend payments, if applicable.

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SETM vs. ES6Y.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SETM
Sprott Energy Transition Materials ETF
17.03%95.27%-13.24%-11.03%
ES6Y.DE
L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating
4.90%2.49%26.38%33.00%
Different Trading Currencies

SETM is traded in USD, while ES6Y.DE is traded in EUR. To make them comparable, the ES6Y.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SETM achieves a 17.03% return, which is significantly higher than ES6Y.DE's 4.90% return.


SETM

1D
2.42%
1M
-13.63%
YTD
17.03%
6M
36.39%
1Y
143.13%
3Y*
27.42%
5Y*
10Y*

ES6Y.DE

1D
5.33%
1M
6.13%
YTD
4.90%
6M
-0.00%
1Y
21.77%
3Y*
21.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SETM vs. ES6Y.DE - Expense Ratio Comparison

SETM has a 0.65% expense ratio, which is higher than ES6Y.DE's 0.49% expense ratio.


Return for Risk

SETM vs. ES6Y.DE — Risk / Return Rank

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

SETM
SETM Risk / Return Rank: 9696
Overall Rank
SETM Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SETM Sortino Ratio Rank: 9696
Sortino Ratio Rank
SETM Omega Ratio Rank: 9494
Omega Ratio Rank
SETM Calmar Ratio Rank: 9898
Calmar Ratio Rank
SETM Martin Ratio Rank: 9797
Martin Ratio Rank

ES6Y.DE
ES6Y.DE Risk / Return Rank: 2626
Overall Rank
ES6Y.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ES6Y.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ES6Y.DE Omega Ratio Rank: 2525
Omega Ratio Rank
ES6Y.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ES6Y.DE Martin Ratio Rank: 2424
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.

SETM vs. ES6Y.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Energy Transition Materials ETF (SETM) and L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.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.


SETMES6Y.DEDifference

Sharpe ratio

Return per unit of total volatility

3.14

0.78

+2.36

Sortino ratio

Return per unit of downside risk

3.25

1.23

+2.03

Omega ratio

Gain probability vs. loss probability

1.45

1.16

+0.29

Calmar ratio

Return relative to maximum drawdown

5.56

1.47

+4.09

Martin ratio

Return relative to average drawdown

18.61

3.44

+15.17

SETM vs. ES6Y.DE - Sharpe Ratio Comparison

The current SETM Sharpe Ratio is 3.14, which is higher than the ES6Y.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of SETM and ES6Y.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


SETMES6Y.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

0.78

+2.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.70

-0.15

Correlation

The correlation between SETM and ES6Y.DE is 0.36, 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

SETM vs. ES6Y.DE - Dividend Comparison

SETM's dividend yield for the trailing twelve months is around 1.34%, while ES6Y.DE has not paid dividends to shareholders.


Drawdowns

SETM vs. ES6Y.DE - Drawdown Comparison

The maximum SETM drawdown since its inception was -42.81%, which is greater than ES6Y.DE's maximum drawdown of -30.71%. Use the drawdown chart below to compare losses from any high point for SETM and ES6Y.DE.


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Drawdown Indicators


SETMES6Y.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-34.72%

-8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-25.85%

-16.08%

-9.77%

Current Drawdown

Current decline from peak

-14.72%

-12.29%

-2.43%

Average Drawdown

Average peak-to-trough decline

-14.59%

-9.83%

-4.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

6.22%

+1.50%

Volatility

SETM vs. ES6Y.DE - Volatility Comparison

Sprott Energy Transition Materials ETF (SETM) has a higher volatility of 16.58% compared to L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.DE) at 8.99%. This indicates that SETM's price experiences larger fluctuations and is considered to be riskier than ES6Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SETMES6Y.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.58%

8.99%

+7.59%

Volatility (6M)

Calculated over the trailing 6-month period

36.76%

18.85%

+17.91%

Volatility (1Y)

Calculated over the trailing 1-year period

45.86%

27.68%

+18.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.22%

26.88%

+9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.22%

26.88%

+9.34%