EMUX.DE vs. LGQG.DE
EMUX.DE (BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF) and LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc) are both Europe Equities funds - EMUX.DE tracks the MSCI EMU ESG Filtered Min TE while LGQG.DE tracks the MSCI EMU ESG Broad CTB Select. Both are passively managed. Over the past 5 years, EMUX.DE returned 10.17%/yr vs 10.31%/yr for LGQG.DE. With a 0.98 correlation, they move nearly in lockstep. EMUX.DE charges 0.15%/yr vs 0.12%/yr for LGQG.DE.
Performance
EMUX.DE vs. LGQG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMUX.DE achieves a 8.53% return, which is significantly lower than LGQG.DE's 9.48% return.
EMUX.DE
- 1D
- 0.57%
- 1M
- 4.72%
- YTD
- 8.53%
- 6M
- 10.52%
- 1Y
- 17.64%
- 3Y*
- 15.40%
- 5Y*
- 10.17%
- 10Y*
- —
LGQG.DE
- 1D
- 0.52%
- 1M
- 5.46%
- YTD
- 9.48%
- 6M
- 11.37%
- 1Y
- 17.87%
- 3Y*
- 16.09%
- 5Y*
- 10.31%
- 10Y*
- —
EMUX.DE vs. LGQG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMUX.DE BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF | 8.53% | 24.11% | 9.25% | 18.05% | -12.61% | 22.90% | -0.87% | 27.26% | -13.48% | 1.53% |
LGQG.DE Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc | 9.48% | 22.78% | 11.08% | 18.21% | -13.16% | 22.67% | 0.69% | 28.06% | -12.94% | 1.10% |
Correlation
The correlation between EMUX.DE and LGQG.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.98 |
The correlation between EMUX.DE and LGQG.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
EMUX.DE vs. LGQG.DE — Risk / Return Rank
EMUX.DE
LGQG.DE
EMUX.DE vs. LGQG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF (EMUX.DE) and Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.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.
| EMUX.DE | LGQG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.67 | +0.05 |
| Martin ratioReturn relative to average drawdown | 6.23 | 6.06 | +0.17 |
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
| EMUX.DE | LGQG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.19 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.62 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.52 | +0.09 |
Drawdowns
EMUX.DE vs. LGQG.DE - Drawdown Comparison
The maximum EMUX.DE drawdown since its inception was -38.44%, roughly equal to the maximum LGQG.DE drawdown of -38.07%. Use the drawdown chart below to compare losses from any high point for EMUX.DE and LGQG.DE.
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Drawdown Indicators
| EMUX.DE | LGQG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.44% | -38.07% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -10.67% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -15.63% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -25.54% | +0.43% |
Current DrawdownCurrent decline from peak | -0.53% | -0.43% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -5.69% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.94% | -0.12% |
Volatility
EMUX.DE vs. LGQG.DE - Volatility Comparison
BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF (EMUX.DE) and Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) have volatilities of 4.57% and 4.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMUX.DE | LGQG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.76% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 12.30% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 15.03% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 16.34% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 17.46% | -0.87% |
EMUX.DE vs. LGQG.DE - Expense Ratio Comparison
EMUX.DE has a 0.15% expense ratio, which is higher than LGQG.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EMUX.DE vs. LGQG.DE - Dividend Comparison
Neither EMUX.DE nor LGQG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, EMUX.DE and LGQG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, LGQG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGQG.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for EMUX.DE.
EMUX.DE tracks MSCI EMU ESG Filtered Min TE, while LGQG.DE tracks MSCI EMU ESG Broad CTB Select. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.15% for EMUX.DE and 0.12% for LGQG.DE.
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