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LCPE.L vs. EDIV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCPE.L vs. EDIV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) and Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
LCPE.L
Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS
8.92%18.88%-2.83%10.70%0.29%3.54%
EDIV.L
Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc
4.32%22.12%4.15%13.54%-8.59%-2.44%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, LCPE.L achieves a 8.92% return, which is significantly higher than EDIV.L's 4.32% return.


LCPE.L

1D
-0.57%
1M
-1.17%
YTD
8.92%
6M
15.49%
1Y
23.45%
3Y*
10.24%
5Y*
9.22%
10Y*
9.68%

EDIV.L

1D
1.86%
1M
-1.69%
YTD
4.32%
6M
6.74%
1Y
14.87%
3Y*
11.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LCPE.L has a 0.65% expense ratio, which is higher than EDIV.L's 0.30% expense ratio.


Return for Risk

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

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

LCPE.L
LCPE.L Risk / Return Rank: 8080
Overall Rank
LCPE.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LCPE.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
LCPE.L Omega Ratio Rank: 8686
Omega Ratio Rank
LCPE.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
LCPE.L Martin Ratio Rank: 7474
Martin Ratio Rank

EDIV.L
EDIV.L Risk / Return Rank: 5858
Overall Rank
EDIV.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EDIV.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
EDIV.L Omega Ratio Rank: 5858
Omega Ratio Rank
EDIV.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
EDIV.L Martin Ratio Rank: 5353
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.

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

This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) and Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.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.


LCPE.LEDIV.LDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.17

+0.69

Sortino ratio

Return per unit of downside risk

2.40

1.56

+0.83

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratio

Return relative to maximum drawdown

2.00

1.71

+0.29

Martin ratio

Return relative to average drawdown

8.53

5.83

+2.70

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

The current LCPE.L Sharpe Ratio is 1.86, which is higher than the EDIV.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of LCPE.L and EDIV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LCPE.LEDIV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.17

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.47

+0.48

Correlation

The correlation between LCPE.L and EDIV.L is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LCPE.L vs. EDIV.L - Dividend Comparison

Neither LCPE.L nor EDIV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LCPE.L vs. EDIV.L - Drawdown Comparison

The maximum LCPE.L drawdown since its inception was -27.05%, which is greater than EDIV.L's maximum drawdown of -22.80%. Use the drawdown chart below to compare losses from any high point for LCPE.L and EDIV.L.


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Drawdown Indicators


LCPE.LEDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

-22.80%

-4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-8.91%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-12.39%

Max Drawdown (10Y)

Largest decline over 10 years

-27.05%

Current Drawdown

Current decline from peak

-1.95%

-3.68%

+1.73%

Average Drawdown

Average peak-to-trough decline

-3.61%

-5.35%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.61%

-0.24%

Volatility

LCPE.L vs. EDIV.L - Volatility Comparison

The current volatility for Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) is 4.11%, while Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) has a volatility of 4.60%. This indicates that LCPE.L experiences smaller price fluctuations and is considered to be less risky than EDIV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCPE.LEDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.60%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

8.62%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

12.63%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

14.12%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

14.12%

+6.71%