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Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.D...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

LU0908501058

WKN

LYX0Q1

Issuer

Amundi

Inception Date

Apr 3, 2013

Leveraged

1x

Index Tracked

MSCI EMU ESG Broad CTB Select

Domicile

Luxembourg

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

LGQG.DE has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for LGQG.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
10.09%
16.47%
LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc)
Benchmark (^GSPC)

Returns By Period

Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc had a return of 8.45% year-to-date (YTD) and 16.68% in the last 12 months.


LGQG.DE

YTD

8.45%

1M

3.83%

6M

10.09%

1Y

16.68%

5Y*

8.13%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

Monthly Returns

The table below presents the monthly returns of LGQG.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.09%8.45%
20242.11%2.81%4.41%-1.70%3.28%-1.78%0.72%1.86%1.22%-3.52%-0.06%1.49%11.08%
20239.48%1.50%0.44%1.29%-1.90%3.81%1.72%-3.24%-3.54%-3.69%8.64%3.36%18.21%
2022-3.65%-5.68%-0.70%-1.93%0.07%-9.30%8.19%-5.48%-6.65%7.16%9.06%-3.10%-13.16%
2021-2.06%3.75%6.65%2.09%2.78%1.03%1.52%2.52%-3.22%4.05%-3.05%5.09%22.67%
2020-2.12%-7.84%-16.93%6.54%5.24%4.91%-1.02%3.84%-1.81%-5.84%17.05%2.71%0.69%
20196.72%4.15%1.51%4.89%-5.27%5.23%0.25%-1.34%3.64%1.27%2.68%1.84%28.06%
20183.04%-3.84%-1.89%4.91%-1.32%-0.68%3.53%-2.69%-0.15%-6.63%-1.12%-6.22%-12.94%
20171.51%2.11%-1.66%-0.81%1.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LGQG.DE is 60, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LGQG.DE is 6060
Overall Rank
The Sharpe Ratio Rank of LGQG.DE is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of LGQG.DE is 6060
Sortino Ratio Rank
The Omega Ratio Rank of LGQG.DE is 5757
Omega Ratio Rank
The Calmar Ratio Rank of LGQG.DE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of LGQG.DE is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LGQG.DE, currently valued at 1.52, compared to the broader market0.002.004.006.001.521.77
The chart of Sortino ratio for LGQG.DE, currently valued at 2.12, compared to the broader market0.005.0010.002.122.39
The chart of Omega ratio for LGQG.DE, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.32
The chart of Calmar ratio for LGQG.DE, currently valued at 2.11, compared to the broader market0.005.0010.0015.0020.002.112.66
The chart of Martin ratio for LGQG.DE, currently valued at 6.61, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.6110.85
LGQG.DE
^GSPC

The current Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc Sharpe ratio is 1.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.52
1.96
LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.48%
LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc was 38.07%, occurring on Mar 18, 2020. Recovery took 229 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.07%Feb 20, 202020Mar 18, 2020229Feb 12, 2021249
-25.54%Jan 6, 2022189Sep 29, 2022211Jul 27, 2023400
-18.39%May 23, 2018153Dec 27, 2018129Jul 4, 2019282
-11.22%Jul 31, 202365Oct 27, 202330Dec 8, 202395
-8.82%Jan 24, 201843Mar 23, 201838May 22, 201881

Volatility

Volatility Chart

The current Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc volatility is 3.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.11%
3.99%
LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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