USPY.DE vs. ETLI.DE
USPY.DE (L&G Cyber Security UCITS ETF) and ETLI.DE (L&G Pharma Breakthrough UCITS ETF) are both exchange-traded funds - USPY.DE is a Technology Equities fund tracking the ISE Cyber Security UCITS, while ETLI.DE is a Health & Biotech Equities fund tracking the Solactive Pharma Breakthrough Value. Both are passively managed. Over the past 5 years, USPY.DE returned 13.29%/yr vs 3.39%/yr for ETLI.DE. A 0.50 correlation means they provide meaningful diversification when combined. USPY.DE charges 0.69%/yr vs 0.49%/yr for ETLI.DE.
Performance
USPY.DE vs. ETLI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USPY.DE achieves a 50.00% return, which is significantly higher than ETLI.DE's 9.93% return.
USPY.DE
- 1D
- -2.33%
- 1M
- 12.89%
- 6M
- 52.71%
- YTD
- 50.00%
- 1Y
- 47.44%
- 3Y*
- 29.09%
- 5Y*
- 13.29%
- 10Y*
- 16.90%
ETLI.DE
- 1D
- -0.62%
- 1M
- 9.09%
- 6M
- 9.09%
- YTD
- 9.93%
- 1Y
- 36.02%
- 3Y*
- 10.10%
- 5Y*
- 3.39%
- 10Y*
- —
USPY.DE vs. ETLI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USPY.DE L&G Cyber Security UCITS ETF | 50.00% | -3.39% | 24.34% | 37.45% | -28.70% | 17.00% | 28.61% | 34.41% | 5.90% |
ETLI.DE L&G Pharma Breakthrough UCITS ETF | 9.93% | 22.18% | 0.42% | -12.66% | -2.85% | 4.96% | 15.32% | 17.64% | -4.83% |
Correlation
The correlation between USPY.DE and ETLI.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2018 | 0.50 |
Over the past year, the correlation between USPY.DE and ETLI.DE has dropped to 0.16 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
USPY.DE vs. ETLI.DE — Risk / Return Rank
USPY.DE
ETLI.DE
USPY.DE vs. ETLI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (USPY.DE) and L&G Pharma Breakthrough UCITS ETF (ETLI.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.
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.
| USPY.DE | ETLI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.97 | -1.56 |
| Martin ratioReturn relative to average drawdown | 6.39 | 11.65 | -5.26 |
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Drawdowns
USPY.DE vs. ETLI.DE - Drawdown Comparison
The maximum USPY.DE drawdown since its inception was -36.25%, which is greater than ETLI.DE's maximum drawdown of -30.84%. Use the drawdown chart below to compare losses from any high point for USPY.DE and ETLI.DE.
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Drawdown Indicators
| USPY.DE | ETLI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.25% | -30.84% | -5.41% |
Max Drawdown (1Y)Largest decline over 1 year | -19.61% | -9.04% | -10.57% |
Max Drawdown (3Y)Largest decline over 3 years | -30.52% | -23.14% | -7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -30.84% | -3.05% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -6.00% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -10.87% | -9.98% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 3.08% | +4.32% |
Volatility
USPY.DE vs. ETLI.DE - Volatility Comparison
L&G Cyber Security UCITS ETF (USPY.DE) has a higher volatility of 10.41% compared to L&G Pharma Breakthrough UCITS ETF (ETLI.DE) at 6.09%. This indicates that USPY.DE's price experiences larger fluctuations and is considered to be riskier than ETLI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USPY.DE | ETLI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.41% | 6.09% | +4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 25.30% | 14.32% | +10.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.56% | 19.45% | +9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.15% | 17.42% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.75% | 18.72% | +5.03% |
USPY.DE vs. ETLI.DE - Expense Ratio Comparison
USPY.DE has a 0.69% expense ratio, which is higher than ETLI.DE's 0.49% expense ratio.
Dividends
USPY.DE vs. ETLI.DE - Dividend Comparison
Neither USPY.DE nor ETLI.DE has paid dividends to shareholders.
Frequently Asked Questions
USPY.DE and ETLI.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETLI.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLI.DE is cheaper with a 0.49% expense ratio, compared with 0.69% for USPY.DE.
USPY.DE is categorized as Technology Equities, while ETLI.DE is Health & Biotech Equities. USPY.DE tracks ISE Cyber Security UCITS, while ETLI.DE tracks Solactive Pharma Breakthrough Value. Their fees differ too: 0.69% for USPY.DE and 0.49% for ETLI.DE.
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