EGRW.L vs. LCPE.L

Last updated Jun 5, 2026

EGRW.L (WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR) and LCPE.L (Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS) are both Europe Equities funds - EGRW.L tracks the MSCI EMU NR EUR while LCPE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, EGRW.L returned 4.03%/yr vs 9.63%/yr for LCPE.L. At a 0.29 correlation, their price movements are largely independent. EGRW.L charges 0.29%/yr vs 0.65%/yr for LCPE.L.

Performance

EGRW.L vs. LCPE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) and Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EGRW.L is traded in EUR, while LCPE.L is traded in GBp. To make them comparable, the LCPE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGRW.L achieves a 6.24% return, which is significantly lower than LCPE.L's 15.22% return.

EGRW.L

• 1D: 0.10%
• 1M: 2.42%
• YTD: 6.24%
• 6M: 7.76%
• 1Y: 9.78%
• 3Y*: 7.16%
• 5Y*: 4.03%
• 10Y*: —

LCPE.L

• 1D: 0.30%
• 1M: 2.82%
• YTD: 15.22%
• 6M: 15.60%
• 1Y: 24.29%
• 3Y*: 11.66%
• 5Y*: 9.63%
• 10Y*: 8.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EGRW.L vs. LCPE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EGRW.L WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR	6.24%	13.09%	-2.45%	20.16%	-19.52%	24.63%	6.48%	32.60%	-14.26%	2.49%
LCPE.L Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS	15.24%	12.93%	1.63%	12.75%	-3.37%	23.79%	2.17%	17.94%	-2.63%	-3.46%

Correlation

The correlation between EGRW.L and LCPE.L is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jun 23, 2017	0.29

Over the past year, EGRW.L and LCPE.L have become more correlated (0.61) than their long-term average of 0.29, meaning their price movements have been converging.

EGRW.L vs. LCPE.L - Sectors Allocation Comparison

Sectors	EGRW.L	LCPE.L
Industrials	24.4%	0.2%
Consumer Cyclical	23.1%	1.9%
Financial Services	17.0%	-
Technology	9.6%	0.2%
Communication Services	9.3%	0.0%
Healthcare	2.9%	32.6%
Basic Materials	2.7%	32.3%
Energy	1.2%	0.0%
Consumer Defensive	0.9%	32.8%
Real Estate	0.3%	0.0%
Utilities	0.2%	-

Return for Risk

EGRW.L vs. LCPE.L — Risk / Return Rank

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

EGRW.L

EGRW.L Risk / Return Rank: 21
EGRW.L Sharpe Ratio Rank: 20
EGRW.L Sortino Ratio Rank: 21
EGRW.L Omega Ratio Rank: 20
EGRW.L Calmar Ratio Rank: 21
EGRW.L Martin Ratio Rank: 23

LCPE.L

LCPE.L Risk / Return Rank: 77
LCPE.L Sharpe Ratio Rank: 77
LCPE.L Sortino Ratio Rank: 79
LCPE.L Omega Ratio Rank: 74
LCPE.L Calmar Ratio Rank: 81
LCPE.L Martin Ratio Rank: 73

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.

EGRW.L vs. LCPE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) and Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L). 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.

	EGRW.L	LCPE.L	Difference
Sharpe ratio: Return per unit of total volatility	0.65	2.14	-1.49
Sortino ratio: Return per unit of downside risk	1.09	3.01	-1.93
Omega ratio: Gain probability vs. loss probability	1.13	1.38	-0.25
Calmar ratio: Return relative to maximum drawdown	0.94	4.17	-3.24
Martin ratio: Return relative to average drawdown	2.82	11.56	-8.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGRW.L vs. LCPE.L - Sharpe Ratio Comparison

The current EGRW.L Sharpe Ratio is 0.65, which is lower than the LCPE.L Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of EGRW.L and LCPE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EGRW.L	LCPE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	2.14	-1.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.98	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.95	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.74	-0.16

Drawdowns

EGRW.L vs. LCPE.L - Drawdown Comparison

The maximum EGRW.L drawdown since its inception was -31.84%, roughly equal to the maximum LCPE.L drawdown of -32.81%. Use the drawdown chart below to compare losses from any high point for EGRW.L and LCPE.L.

Drawdown Indicators

	EGRW.L	LCPE.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.84%	-32.81%	+0.97%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-5.79%	-5.54%
Max Drawdown (3Y) Largest decline over 3 years	-16.25%	-14.38%	-1.87%
Max Drawdown (5Y) Largest decline over 5 years	-30.05%	-14.38%	-15.67%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.81%	—
Current Drawdown Current decline from peak	-0.67%	-2.61%	+1.94%
Average Drawdown Average peak-to-trough decline	-6.30%	-4.71%	-1.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.68%	2.10%	+1.58%

Volatility

EGRW.L vs. LCPE.L - Volatility Comparison

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) has a higher volatility of 5.36% compared to Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) at 3.82%. This indicates that EGRW.L's price experiences larger fluctuations and is considered to be riskier than LCPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGRW.L	LCPE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	3.82%	+1.54%
Volatility (6M) Calculated over the trailing 6-month period	13.37%	8.46%	+4.91%
Volatility (1Y) Calculated over the trailing 1-year period	16.41%	11.34%	+5.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.11%	18.82%	+2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.26%	22.23%	+3.03%

EGRW.L vs. LCPE.L - Expense Ratio Comparison

EGRW.L has a 0.29% expense ratio, which is lower than LCPE.L's 0.65% expense ratio.

Dividends

EGRW.L vs. LCPE.L - Dividend Comparison

EGRW.L's dividend yield for the trailing twelve months is around 2.09%, while LCPE.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EGRW.L WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR	2.09%	2.15%	2.28%	2.00%	2.30%	1.72%	1.04%	1.61%	1.94%	1.37%
LCPE.L Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EGRW.L and LCPE.L in my portfolio?

EGRW.L and LCPE.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EGRW.L or LCPE.L?

On fees, EGRW.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EGRW.L or LCPE.L?

EGRW.L is cheaper with a 0.29% expense ratio, compared with 0.65% for LCPE.L.

What is the main difference between EGRW.L and LCPE.L?

EGRW.L tracks MSCI EMU NR EUR, while LCPE.L tracks MSCI Europe NR EUR. They also come from different issuers: WisdomTree and Natixis. Their fees differ too: 0.29% for EGRW.L and 0.65% for LCPE.L.