DELG.DE vs. LGGE.DE
DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) and LGGE.DE (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF) are both exchange-traded funds - DELG.DE is a Large Cap Blend Equities fund tracking the Foxberry Sustainability Consensus US, while LGGE.DE is a Europe Equities fund tracking the FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality. Both are passively managed. Over the past 3 years, DELG.DE returned 19.55%/yr vs 24.04%/yr for LGGE.DE. A 0.53 correlation means they provide meaningful diversification when combined. DELG.DE charges 0.12%/yr vs 0.25%/yr for LGGE.DE.
Performance
DELG.DE vs. LGGE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DELG.DE achieves a 10.45% return, which is significantly lower than LGGE.DE's 11.27% return.
DELG.DE
- 1D
- -0.17%
- 1M
- 4.64%
- YTD
- 10.45%
- 6M
- 9.86%
- 1Y
- 25.64%
- 3Y*
- 19.55%
- 5Y*
- 14.64%
- 10Y*
- —
LGGE.DE
- 1D
- 0.15%
- 1M
- -0.22%
- YTD
- 11.27%
- 6M
- 15.32%
- 1Y
- 26.49%
- 3Y*
- 24.04%
- 5Y*
- —
- 10Y*
- —
DELG.DE vs. LGGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 10.45% | 6.14% | 33.62% | 26.50% | -19.07% | 14.62% |
LGGE.DE L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 11.27% | 38.29% | 14.07% | 17.18% | -3.86% | 7.23% |
Correlation
The correlation between DELG.DE and LGGE.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.53 |
The correlation between DELG.DE and LGGE.DE has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.
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Return for Risk
DELG.DE vs. LGGE.DE — Risk / Return Rank
DELG.DE
LGGE.DE
DELG.DE vs. LGGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.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.
| DELG.DE | LGGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 3.61 | -0.79 |
| Martin ratioReturn relative to average drawdown | 10.31 | 13.07 | -2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DELG.DE | LGGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.19 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 1.13 | -0.31 |
Drawdowns
DELG.DE vs. LGGE.DE - Drawdown Comparison
The maximum DELG.DE drawdown since its inception was -31.08%, which is greater than LGGE.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for DELG.DE and LGGE.DE.
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Drawdown Indicators
| DELG.DE | LGGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.08% | -20.11% | -10.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -7.28% | -1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -14.71% | -9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | — | — |
Current DrawdownCurrent decline from peak | -0.57% | -2.09% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -3.23% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.01% | +0.50% |
Volatility
DELG.DE vs. LGGE.DE - Volatility Comparison
The current volatility for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) is 3.31%, while L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) has a volatility of 3.60%. This indicates that DELG.DE experiences smaller price fluctuations and is considered to be less risky than LGGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DELG.DE | LGGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.60% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 9.47% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 11.99% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 14.60% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 14.60% | +4.22% |
DELG.DE vs. LGGE.DE - Expense Ratio Comparison
DELG.DE has a 0.12% expense ratio, which is lower than LGGE.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DELG.DE vs. LGGE.DE - Dividend Comparison
DELG.DE has not paid dividends to shareholders, while LGGE.DE's dividend yield for the trailing twelve months is around 3.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LGGE.DE L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 3.13% | 3.47% | 4.37% | 4.43% | 4.18% | 1.52% |
Frequently Asked Questions
DELG.DE and LGGE.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for LGGE.DE.
DELG.DE is categorized as Large Cap Blend Equities, while LGGE.DE is Europe Equities. DELG.DE tracks Foxberry Sustainability Consensus US, while LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality. Their fees differ too: 0.12% for DELG.DE and 0.25% for LGGE.DE.
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