Official issuer and ESMA-register data, side by side. Up to 4 funds.
Note — currency risk: some of the funds compared are denominated (or hedged) in currencies other than the euro. For a euro investor, returns also depend on currency moves, up or down. Chart and performance, converted to euro at ECB rates, already include these moves: swings of a class hedged to another currency reflect FX, not strategy.
L&G Multi-Strategy Enhanced Commodities UCITS ETF ECEH · IE00022GJEG1 | L&G Multi-Strategy Enhanced Commodities UCITS ETF ENCO · IE00BFXR6159 | |
|---|---|---|
| Basics | ||
| Declared index | Barclays Backwardation Tilt Multi-Strategy Capped Total Return Index | Barclays Backwardation Tilt Multi-Strategy Capped Total Return Index |
| TER | 0.35% | 0.30% |
| Transaction costs (KID) | 0.58% | 0.58% |
| Fund size | 2.2 mld EUR | 2.2 mld EUR |
| Launch date | 18 Aug 2023 | 5 Jul 2021 |
| Replication | Synthetic (swap) | Synthetic (swap) |
| Income policy | Accumulating | Accumulating |
| Currency | EUR | USD |
| Currency hedging | Yes — EUR-hedged share class | No — no hedging declared in the share class |
| Performance (in euro) | ||
| 1 year | +20.8% | +23.9% |
| 3 years | +24.2% | +24.1% |
| 5 years | — | +85% |
| 10 years | — | — |
| Since launch (available series) | +24.2% | +86.2% |
| Risk | ||
| Volatility (ann.) · last year | 15.83% | 15.80% |
| Volatility (ann.) · last 3 years | 13.69% | 13.70% |
| Volatility (ann.) · last 5 years | — | 16.67% |
| Max drawdown · last year | -13.45% | -13.10% |
| Max drawdown · last 3 years | -13.45% | -13.10% |
| Max drawdown · last 5 years | — | -22.96% |
| Sharpe · last year | 1.68 | 1.80 |
| Sharpe · last 3 years | 0.49 | 0.62 |
| Sharpe · last 5 years | — | 0.70 |
| Sortino · last year | 2.44 | 2.64 |
| Sortino · last 3 years | 0.67 | 0.87 |
| Sortino · last 5 years | — | 0.98 |
| Tracking difference (3-year avg) | under review: anomalies in the fund or index series | -0.55% |
| Holdings | ||
| Securities held | 0 | 0 |
| Top-10 weight | 69.5% | 69.5% |
| Documents & exchanges | ||
| KID (PDF) | Download ↓ | Download ↓ |
| Listing exchanges | 9 | 9 |
| Borsa Italiana ticker | ECEH | ENCO |