EXSI.DE vs. LGGE.DE
EXSI.DE (iShares EURO STOXX UCITS ETF (DE)) and LGGE.DE (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF) are both Europe Equities funds - EXSI.DE tracks the EURO STOXX® while LGGE.DE tracks 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, EXSI.DE returned 16.11%/yr vs 24.04%/yr for LGGE.DE. Their correlation of 0.89 suggests significant overlap in exposure. EXSI.DE charges 0.20%/yr vs 0.25%/yr for LGGE.DE.
Performance
EXSI.DE vs. LGGE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSI.DE achieves a 8.62% return, which is significantly lower than LGGE.DE's 11.27% return.
EXSI.DE
- 1D
- 0.58%
- 1M
- 1.93%
- YTD
- 8.62%
- 6M
- 10.56%
- 1Y
- 17.50%
- 3Y*
- 16.11%
- 5Y*
- 10.60%
- 10Y*
- 10.25%
LGGE.DE
- 1D
- 0.15%
- 1M
- -0.22%
- YTD
- 11.27%
- 6M
- 15.32%
- 1Y
- 26.49%
- 3Y*
- 24.04%
- 5Y*
- —
- 10Y*
- —
EXSI.DE vs. LGGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 8.62% | 25.17% | 9.26% | 18.57% | -11.66% | 6.50% |
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 EXSI.DE and LGGE.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.89 |
The correlation between EXSI.DE and LGGE.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
EXSI.DE vs. LGGE.DE — Risk / Return Rank
EXSI.DE
LGGE.DE
EXSI.DE vs. LGGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.
| EXSI.DE | LGGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.61 | -1.91 |
| Martin ratioReturn relative to average drawdown | 6.24 | 13.07 | -6.83 |
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
| EXSI.DE | LGGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.19 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.13 | -0.75 |
Drawdowns
EXSI.DE vs. LGGE.DE - Drawdown Comparison
The maximum EXSI.DE drawdown since its inception was -59.71%, 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 EXSI.DE and LGGE.DE.
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Drawdown Indicators
| EXSI.DE | LGGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -20.11% | -39.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -7.28% | -3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -14.71% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -2.09% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -3.23% | -10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.01% | +0.85% |
Volatility
EXSI.DE vs. LGGE.DE - Volatility Comparison
iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) has a higher volatility of 4.42% compared to L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) at 3.60%. This indicates that EXSI.DE's price experiences larger fluctuations and is considered to be riskier 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
| EXSI.DE | LGGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.60% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 9.47% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 11.99% | +2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.60% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 14.60% | +2.60% |
EXSI.DE vs. LGGE.DE - Expense Ratio Comparison
EXSI.DE has a 0.20% 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
EXSI.DE vs. LGGE.DE - Dividend Comparison
EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, less than LGGE.DE's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 2.27% | 2.45% | 2.76% | 2.67% | 2.63% | 2.12% | 1.61% | 2.67% | 2.88% | 3.90% | 3.18% | 2.86% |
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXSI.DE and LGGE.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSI.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSI.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for LGGE.DE.
EXSI.DE tracks EURO STOXX®, while LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.20% for EXSI.DE and 0.25% for LGGE.DE.
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