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XMLH.DE vs. ETLZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMLH.DE vs. ETLZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Healthcare Technology & Innovation UCITS ETF USD Acc (XMLH.DE) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.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, XMLH.DE achieves a 8.53% return, which is significantly lower than ETLZ.DE's 21.33% return.


XMLH.DE

1D
-0.63%
1M
9.04%
6M
3.67%
YTD
8.53%
1Y
37.82%
3Y*
7.32%
5Y*
-2.65%
10Y*

ETLZ.DE

1D
-0.66%
1M
1.72%
6M
15.70%
YTD
21.33%
1Y
34.15%
3Y*
14.90%
5Y*
9.00%
10Y*
10.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMLH.DE vs. ETLZ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XMLH.DE
L&G Healthcare Technology & Innovation UCITS ETF USD Acc
8.53%11.69%8.01%-4.50%-29.19%7.76%49.95%-0.52%
ETLZ.DE
L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc
21.33%0.32%15.12%16.03%-14.22%30.61%8.11%11.62%

Correlation

The correlation between XMLH.DE and ETLZ.DE is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.71

The correlation between XMLH.DE and ETLZ.DE shifts across timeframes, from 0.59 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XMLH.DE vs. ETLZ.DE — Risk / Return Rank

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

XMLH.DE
XMLH.DE Risk / Return Rank: 6767
Overall Rank
XMLH.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XMLH.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
XMLH.DE Omega Ratio Rank: 6969
Omega Ratio Rank
XMLH.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
XMLH.DE Martin Ratio Rank: 4444
Martin Ratio Rank

ETLZ.DE
ETLZ.DE Risk / Return Rank: 8888
Overall Rank
ETLZ.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ETLZ.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
ETLZ.DE Omega Ratio Rank: 8282
Omega Ratio Rank
ETLZ.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ETLZ.DE Martin Ratio Rank: 9090
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.

XMLH.DE vs. ETLZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Healthcare Technology & Innovation UCITS ETF USD Acc (XMLH.DE) and L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.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.


XMLH.DEETLZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.33

1.39

-0.06

Calmar ratioReturn relative to maximum drawdown

2.64

5.33

-2.69

Martin ratioReturn relative to average drawdown

5.92

15.94

-10.02

XMLH.DE vs. ETLZ.DE - Sharpe Ratio Comparison

The current XMLH.DE Sharpe Ratio is 1.96, which is comparable to the ETLZ.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of XMLH.DE and ETLZ.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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Drawdowns

XMLH.DE vs. ETLZ.DE - Drawdown Comparison

The maximum XMLH.DE drawdown since its inception was -51.48%, smaller than the maximum ETLZ.DE drawdown of -58.36%. Use the drawdown chart below to compare losses from any high point for XMLH.DE and ETLZ.DE.


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Drawdown Indicators


XMLH.DEETLZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.48%

-58.36%

+6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-15.46%

-7.04%

-8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-28.40%

-31.34%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-50.58%

-31.34%

-19.24%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

Current Drawdown

Current decline from peak

-21.16%

-2.30%

-18.86%

Average Drawdown

Average peak-to-trough decline

-25.17%

-10.71%

-14.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.91%

2.35%

+4.56%

Volatility

XMLH.DE vs. ETLZ.DE - Volatility Comparison

L&G Healthcare Technology & Innovation UCITS ETF USD Acc (XMLH.DE) has a higher volatility of 6.98% compared to L&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc (ETLZ.DE) at 4.22%. This indicates that XMLH.DE's price experiences larger fluctuations and is considered to be riskier than ETLZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMLH.DEETLZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

4.22%

+2.76%

Volatility (6M)

Calculated over the trailing 6-month period

16.00%

11.22%

+4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

16.57%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.53%

19.97%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

21.00%

+2.79%

XMLH.DE vs. ETLZ.DE - Expense Ratio Comparison

XMLH.DE has a 0.49% expense ratio, which is higher than ETLZ.DE's 0.30% expense ratio.


Dividends

XMLH.DE vs. ETLZ.DE - Dividend Comparison

Neither XMLH.DE nor ETLZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XMLH.DE and ETLZ.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETLZ.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLZ.DE is cheaper with a 0.30% expense ratio, compared with 0.49% for XMLH.DE.

XMLH.DE is categorized as Health & Biotech Equities, while ETLZ.DE is Small Cap Blend Equities. XMLH.DE tracks ROBO Global Healthcare Technology and Innovation Index, while ETLZ.DE tracks Russell 2000 0.4 Quality Target Exposure Factor Net Tax Index. Their fees differ too: 0.49% for XMLH.DE and 0.30% for ETLZ.DE.

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