ESGU.DE vs. LCUS.DE

Last updated Jun 5, 2026

ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) and LCUS.DE (Lyxor Core US Equity (DR) UCITS ETF - Dist) are both Large Cap Blend Equities funds - ESGU.DE tracks the MSCI USA ESG Universal Select Business Screens while LCUS.DE tracks the Russell 1000 TR USD. Both are passively managed. Their correlation of 0.88 suggests significant overlap in exposure. ESGU.DE charges 0.09%/yr vs 0.04%/yr for LCUS.DE.

Performance

ESGU.DE vs. LCUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ESGU.DE

• 1D: -0.51%
• 1M: 5.84%
• YTD: 12.55%
• 6M: 12.15%
• 1Y: 25.15%
• 3Y*: 18.92%
• 5Y*: 13.90%
• 10Y*: —

LCUS.DE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESGU.DE vs. LCUS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF Acc	12.55%	3.01%	31.66%	23.96%	-17.68%	39.98%	12.25%	13.25%
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist	0.00%	3.40%	32.87%	22.96%	-15.87%	37.82%	9.09%	11.67%

Correlation

The correlation between ESGU.DE and LCUS.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019	0.88

The correlation between ESGU.DE and LCUS.DE shifts across timeframes, from 0.65 (3 years) to 0.88 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ESGU.DE vs. LCUS.DE — Risk / Return Rank

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

ESGU.DE

ESGU.DE Risk / Return Rank: 63
ESGU.DE Sharpe Ratio Rank: 63
ESGU.DE Sortino Ratio Rank: 62
ESGU.DE Omega Ratio Rank: 65
ESGU.DE Calmar Ratio Rank: 64
ESGU.DE Martin Ratio Rank: 61

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.

ESGU.DE vs. LCUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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.

	ESGU.DE	LCUS.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.09	—	—
Sortino ratio: Return per unit of downside risk	2.87	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	3.11	—	—
Martin ratio: Return relative to average drawdown	10.84	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ESGU.DE	LCUS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.09	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	—	—

Drawdowns

Drawdown Indicators

	ESGU.DE	LCUS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.63%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.05%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.69%	—	—
Current Drawdown Current decline from peak	-0.53%	—	—
Average Drawdown Average peak-to-trough decline	-5.33%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	—	—

Volatility

Volatility by Period

	ESGU.DE	LCUS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.66%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.47%	—	—

ESGU.DE vs. LCUS.DE - Expense Ratio Comparison

ESGU.DE has a 0.09% expense ratio, which is higher than LCUS.DE's 0.04% 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

ESGU.DE vs. LCUS.DE - Dividend Comparison

Neither ESGU.DE nor LCUS.DE has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist	0.00%	0.00%	0.84%	0.78%	2.27%	1.12%	1.52%	1.10%	1.30%

Frequently Asked Questions

Can I hold both ESGU.DE and LCUS.DE in my portfolio?

ESGU.DE and LCUS.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESGU.DE or LCUS.DE?

On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESGU.DE or LCUS.DE?

LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.09% for ESGU.DE.

What is the main difference between ESGU.DE and LCUS.DE?

ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while LCUS.DE tracks Russell 1000 TR USD. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.09% for ESGU.DE and 0.04% for LCUS.DE.