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UPGR vs. LNGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPGR vs. LNGX - Performance Comparison

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

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UPGR vs. LNGX - Yearly Performance Comparison


Returns By Period

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


UPGR

1D
0.49%
1M
-5.50%
YTD
-1.84%
6M
-2.02%
1Y
54.66%
3Y*
5Y*
10Y*

LNGX

1D
-2.87%
1M
5.12%
YTD
26.99%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UPGR vs. LNGX - Expense Ratio Comparison

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


Return for Risk

UPGR vs. LNGX — Risk / Return Rank

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

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

LNGX
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.

UPGR vs. LNGX - Risk-Adjusted Trends Comparison

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


UPGRLNGXDifference

Sharpe ratio

Return per unit of total volatility

1.70

Sortino ratio

Return per unit of downside risk

2.35

Omega ratio

Gain probability vs. loss probability

1.28

Calmar ratio

Return relative to maximum drawdown

3.44

Martin ratio

Return relative to average drawdown

8.66

UPGR vs. LNGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UPGRLNGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

4.53

-4.58

Correlation

The correlation between UPGR and LNGX 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

UPGR vs. LNGX - Dividend Comparison

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


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

Drawdowns

UPGR vs. LNGX - Drawdown Comparison

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


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Drawdown Indicators


UPGRLNGXDifference

Max Drawdown

Largest peak-to-trough decline

-46.60%

-8.71%

-37.89%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

Current Drawdown

Current decline from peak

-12.90%

-6.55%

-6.35%

Average Drawdown

Average peak-to-trough decline

-21.52%

-2.26%

-19.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

Volatility

UPGR vs. LNGX - Volatility Comparison


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Volatility by Period


UPGRLNGXDifference

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

32.40%

23.06%

+9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.47%

23.06%

+7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.47%

23.06%

+7.41%