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XAAG.DE vs. ENTR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAAG.DE vs. ENTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XAAG.DE achieves a 27.69% return, which is significantly higher than ENTR.DE's 12.78% return.


XAAG.DE

1D
-0.56%
1M
0.44%
YTD
27.69%
6M
30.58%
1Y
47.37%
3Y*
17.71%
5Y*
14.95%
10Y*

ENTR.DE

1D
-0.84%
1M
1.00%
YTD
12.78%
6M
23.00%
1Y
37.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAAG.DE vs. ENTR.DE - Yearly Performance Comparison


Correlation

The correlation between XAAG.DE and ENTR.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2024

0.64

The correlation between XAAG.DE and ENTR.DE has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

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Return for Risk

XAAG.DE vs. ENTR.DE — Risk / Return Rank

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

XAAG.DE
XAAG.DE Risk / Return Rank: 6565
Overall Rank
XAAG.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XAAG.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XAAG.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XAAG.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
XAAG.DE Martin Ratio Rank: 5656
Martin Ratio Rank

ENTR.DE
ENTR.DE Risk / Return Rank: 7272
Overall Rank
ENTR.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ENTR.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
ENTR.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ENTR.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
ENTR.DE Martin Ratio Rank: 7373
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.

XAAG.DE vs. ENTR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.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.


XAAG.DEENTR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

4.08

3.86

+0.22

Martin ratioReturn relative to average drawdown

9.65

13.56

-3.90

XAAG.DE vs. ENTR.DE - Sharpe Ratio Comparison

The current XAAG.DE Sharpe Ratio is 2.17, which is comparable to the ENTR.DE Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of XAAG.DE and ENTR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XAAG.DEENTR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.27

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.92

-0.44

Drawdowns

XAAG.DE vs. ENTR.DE - Drawdown Comparison

The maximum XAAG.DE drawdown since its inception was -33.85%, which is greater than ENTR.DE's maximum drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for XAAG.DE and ENTR.DE.


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Drawdown Indicators


XAAG.DEENTR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-14.17%

-19.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-9.72%

-1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

Max Drawdown (5Y)

Largest decline over 5 years

-33.85%

Current Drawdown

Current decline from peak

-2.54%

-2.59%

+0.05%

Average Drawdown

Average peak-to-trough decline

-13.88%

-5.85%

-8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

2.77%

+2.12%

Volatility

XAAG.DE vs. ENTR.DE - Volatility Comparison

Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE) have volatilities of 4.71% and 4.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAAG.DEENTR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.62%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

18.81%

13.78%

+5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

16.50%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

15.02%

+5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

15.02%

+3.38%

XAAG.DE vs. ENTR.DE - Expense Ratio Comparison

XAAG.DE has a 0.19% expense ratio, which is lower than ENTR.DE's 0.65% expense ratio.


Dividends

XAAG.DE vs. ENTR.DE - Dividend Comparison

Neither XAAG.DE nor ENTR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XAAG.DE and ENTR.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAAG.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAAG.DE is cheaper with a 0.19% expense ratio, compared with 0.65% for ENTR.DE.

XAAG.DE tracks Bloomberg Commodity ex-Agriculture and Livestock, while ENTR.DE tracks Solactive Energy Transition Commodity. They also come from different issuers: Invesco and Legal & General. Their fees differ too: 0.19% for XAAG.DE and 0.65% for ENTR.DE.

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