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EMA5.DE vs. LGGE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMA5.DE vs. LGGE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.DE) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMA5.DE achieves a 2.33% return, which is significantly lower than LGGE.DE's 11.27% return.


EMA5.DE

1D
-0.04%
1M
1.09%
YTD
2.33%
6M
2.03%
1Y
4.26%
3Y*
5.12%
5Y*
3.38%
10Y*

LGGE.DE

1D
0.15%
1M
1.27%
YTD
11.27%
6M
15.17%
1Y
26.35%
3Y*
24.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMA5.DE vs. LGGE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMA5.DE
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
2.33%-2.57%14.01%3.79%-5.07%2.70%
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 EMA5.DE and LGGE.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

-0.06

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Return for Risk

EMA5.DE vs. LGGE.DE — Risk / Return Rank

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

EMA5.DE
EMA5.DE Risk / Return Rank: 2424
Overall Rank
EMA5.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EMA5.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EMA5.DE Omega Ratio Rank: 2121
Omega Ratio Rank
EMA5.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
EMA5.DE Martin Ratio Rank: 2626
Martin Ratio Rank

LGGE.DE
LGGE.DE Risk / Return Rank: 6969
Overall Rank
LGGE.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LGGE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
LGGE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
LGGE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LGGE.DE Martin Ratio Rank: 7171
Martin Ratio Rank
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.

EMA5.DE vs. LGGE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.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.


EMA5.DELGGE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.13

1.40

-0.27

Calmar ratioReturn relative to maximum drawdown

1.38

3.61

-2.22

Martin ratioReturn relative to average drawdown

3.47

13.07

-9.60

EMA5.DE vs. LGGE.DE - Sharpe Ratio Comparison

The current EMA5.DE Sharpe Ratio is 0.72, which is lower than the LGGE.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of EMA5.DE and LGGE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EMA5.DELGGE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

2.19

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.13

-0.66

Drawdowns

EMA5.DE vs. LGGE.DE - Drawdown Comparison

The maximum EMA5.DE drawdown since its inception was -10.01%, smaller than the maximum LGGE.DE drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for EMA5.DE and LGGE.DE.


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Drawdown Indicators


EMA5.DELGGE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.01%

-20.11%

+10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-7.28%

+4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-10.01%

-14.71%

+4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-10.01%

Current Drawdown

Current decline from peak

-3.17%

-2.09%

-1.08%

Average Drawdown

Average peak-to-trough decline

-3.55%

-3.23%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

2.01%

-0.79%

Volatility

EMA5.DE vs. LGGE.DE - Volatility Comparison

The current volatility for L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.DE) is 2.25%, while L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) has a volatility of 3.60%. This indicates that EMA5.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


EMA5.DELGGE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

3.60%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

9.47%

-5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.86%

11.99%

-6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.07%

14.60%

-7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.94%

14.60%

-7.66%

EMA5.DE vs. LGGE.DE - Expense Ratio Comparison

Both EMA5.DE and LGGE.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EMA5.DE vs. LGGE.DE - Dividend Comparison

EMA5.DE's dividend yield for the trailing twelve months is around 4.59%, more than LGGE.DE's 3.13% yield.


PositionTTM20252024202320222021
EMA5.DE
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
4.59%5.61%5.39%4.22%2.89%1.01%
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


EMA5.DE and LGGE.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EMA5.DE and LGGE.DE have the same expense ratio: 0.25% per year.

EMA5.DE is categorized as Emerging Markets Bonds, while LGGE.DE is Europe Equities. EMA5.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity, while LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality.

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