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LCUK.DE vs. IS3G.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCUK.DE vs. IS3G.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) and iShares MSCI EMU Large Cap UCITS ETF (IS3G.DE). The values are adjusted to include any dividend payments, if applicable.

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LCUK.DE vs. IS3G.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
4.83%19.79%13.71%9.61%-4.22%25.64%-15.89%26.84%-5.66%
IS3G.DE
iShares MSCI EMU Large Cap UCITS ETF
-0.30%22.66%8.54%20.59%-11.41%23.35%-2.21%29.80%-10.88%

Returns By Period

In the year-to-date period, LCUK.DE achieves a 4.83% return, which is significantly higher than IS3G.DE's -0.30% return.


LCUK.DE

1D
2.07%
1M
-3.54%
YTD
4.83%
6M
10.28%
1Y
18.56%
3Y*
14.72%
5Y*
11.19%
10Y*

IS3G.DE

1D
2.99%
1M
-3.87%
YTD
-0.30%
6M
3.89%
1Y
12.39%
3Y*
12.29%
5Y*
9.73%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCUK.DE vs. IS3G.DE - Expense Ratio Comparison

LCUK.DE has a 0.04% expense ratio, which is lower than IS3G.DE's 0.49% expense ratio.


Return for Risk

LCUK.DE vs. IS3G.DE — Risk / Return Rank

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

LCUK.DE
LCUK.DE Risk / Return Rank: 6262
Overall Rank
LCUK.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LCUK.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
LCUK.DE Omega Ratio Rank: 6666
Omega Ratio Rank
LCUK.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
LCUK.DE Martin Ratio Rank: 6767
Martin Ratio Rank

IS3G.DE
IS3G.DE Risk / Return Rank: 3737
Overall Rank
IS3G.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IS3G.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS3G.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IS3G.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
IS3G.DE Martin Ratio Rank: 3939
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.

LCUK.DE vs. IS3G.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) and iShares MSCI EMU Large Cap UCITS ETF (IS3G.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.


LCUK.DEIS3G.DEDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.75

+0.45

Sortino ratio

Return per unit of downside risk

1.57

1.09

+0.48

Omega ratio

Gain probability vs. loss probability

1.26

1.15

+0.11

Calmar ratio

Return relative to maximum drawdown

1.62

1.20

+0.41

Martin ratio

Return relative to average drawdown

7.74

4.30

+3.44

LCUK.DE vs. IS3G.DE - Sharpe Ratio Comparison

The current LCUK.DE Sharpe Ratio is 1.20, which is higher than the IS3G.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of LCUK.DE and IS3G.DE, 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


LCUK.DEIS3G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.75

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.59

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.47

+0.01

Correlation

The correlation between LCUK.DE and IS3G.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LCUK.DE vs. IS3G.DE - Dividend Comparison

LCUK.DE's dividend yield for the trailing twelve months is around 2.89%, while IS3G.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
2.89%3.03%3.73%3.09%4.08%3.76%2.95%3.36%
IS3G.DE
iShares MSCI EMU Large Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LCUK.DE vs. IS3G.DE - Drawdown Comparison

The maximum LCUK.DE drawdown since its inception was -41.10%, which is greater than IS3G.DE's maximum drawdown of -38.66%. Use the drawdown chart below to compare losses from any high point for LCUK.DE and IS3G.DE.


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Drawdown Indicators


LCUK.DEIS3G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.10%

-38.66%

-2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-12.31%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

-24.14%

+7.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.66%

Current Drawdown

Current decline from peak

-4.36%

-6.56%

+2.20%

Average Drawdown

Average peak-to-trough decline

-5.72%

-6.27%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.95%

-0.49%

Volatility

LCUK.DE vs. IS3G.DE - Volatility Comparison

The current volatility for Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) is 5.46%, while iShares MSCI EMU Large Cap UCITS ETF (IS3G.DE) has a volatility of 6.66%. This indicates that LCUK.DE experiences smaller price fluctuations and is considered to be less risky than IS3G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCUK.DEIS3G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

6.66%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

10.55%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

15.43%

16.51%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

16.34%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

17.35%

-0.23%