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 ENCO · IE00BFXR6159 | L&G Multi-Strategy Enhanced Commodities UCITS ETF ECEH · IE00022GJEG1 | |
|---|---|---|
| Basics | ||
| Declared index | Barclays Backwardation Tilt Multi-Strategy Capped Total Return Index | Barclays Backwardation Tilt Multi-Strategy Capped Total Return Index |
| TER | 0.30% | 0.35% |
| Transaction costs (KID) | 0.58% | 0.58% |
| Fund size | 2.2 mld EUR | 2.2 mld EUR |
| Launch date | 5 Jul 2021 | 18 Aug 2023 |
| Replication | Synthetic (swap) | Synthetic (swap) |
| Income policy | Accumulating | Accumulating |
| Currency | USD | EUR |
| Currency hedging | No — no hedging declared in the share class | Yes — EUR-hedged share class |
| Performance (in euro) | ||
| 1 year | +23.9% | +20.8% |
| 3 years | +24.1% | +24.2% |
| 5 years | +85% | — |
| 10 years | — | — |
| Since launch (available series) | +86.2% | +24.2% |
| Risk | ||
| Volatility (ann.) · last year | 15.80% | 15.83% |
| Volatility (ann.) · last 3 years | 13.70% | 13.69% |
| Volatility (ann.) · last 5 years | 16.67% | — |
| Max drawdown · last year | -13.10% | -13.45% |
| Max drawdown · last 3 years | -13.10% | -13.45% |
| Max drawdown · last 5 years | -22.96% | — |
| Sharpe · last year | 1.80 | 1.68 |
| Sharpe · last 3 years | 0.62 | 0.49 |
| Sharpe · last 5 years | 0.70 | — |
| Sortino · last year | 2.64 | 2.44 |
| Sortino · last 3 years | 0.87 | 0.67 |
| Sortino · last 5 years | 0.98 | — |
| Tracking difference (3-year avg) | -0.55% | under review: anomalies in the fund or index series |
| 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 | ENCO | ECEH |