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LCUK.L vs. EGRW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCUK.L vs. EGRW.L - 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.L) and WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LCUK.L is traded in GBP, while EGRW.L is traded in EUR. To make them comparable, the EGRW.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, LCUK.L achieves a 5.93% return, which is significantly higher than EGRW.L's 5.46% return.


LCUK.L

1D
0.54%
1M
1.88%
YTD
5.93%
6M
5.05%
1Y
16.53%
3Y*
13.40%
5Y*
10.01%
10Y*

EGRW.L

1D
0.22%
1M
5.86%
YTD
5.46%
6M
6.78%
1Y
13.10%
3Y*
7.32%
5Y*
4.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCUK.L vs. EGRW.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
5.93%21.01%9.05%7.25%2.15%18.06%-11.83%18.73%-0.85%
EGRW.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
5.46%18.91%-6.80%18.08%-15.26%15.24%13.07%26.23%-14.87%

Correlation

The correlation between LCUK.L and EGRW.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2018

0.33

Over the past year, LCUK.L and EGRW.L have become more correlated (0.56) than their long-term average of 0.33, meaning their price movements have been converging.

LCUK.L vs. EGRW.L - Sectors Allocation Comparison


Sectors
LCUK.L
EGRW.L

Financial Services

24.2%
17.0%

Industrials

13.9%
24.4%

Consumer Defensive

13.7%
0.9%

Healthcare

13.2%
2.9%

Energy

11.1%
1.2%

Basic Materials

8.3%
2.7%

Consumer Cyclical

5.2%
23.1%

Utilities

5.1%
0.2%

Communication Services

3.0%
9.3%

Real Estate

1.4%
0.3%

Technology

0.9%
9.6%

Financial Services

LCUK.L
24.2%
EGRW.L
17.0%

Industrials

LCUK.L
13.9%
EGRW.L
24.4%

Consumer Defensive

LCUK.L
13.7%
EGRW.L
0.9%

Healthcare

LCUK.L
13.2%
EGRW.L
2.9%

Energy

LCUK.L
11.1%
EGRW.L
1.2%

Basic Materials

LCUK.L
8.3%
EGRW.L
2.7%

Consumer Cyclical

LCUK.L
5.2%
EGRW.L
23.1%

Utilities

LCUK.L
5.1%
EGRW.L
0.2%

Communication Services

LCUK.L
3.0%
EGRW.L
9.3%

Real Estate

LCUK.L
1.4%
EGRW.L
0.3%

Technology

LCUK.L
0.9%
EGRW.L
9.6%

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Return for Risk

LCUK.L vs. EGRW.L — Risk / Return Rank

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

LCUK.L
LCUK.L Risk / Return Rank: 3838
Overall Rank
LCUK.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LCUK.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
LCUK.L Omega Ratio Rank: 4040
Omega Ratio Rank
LCUK.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
LCUK.L Martin Ratio Rank: 3838
Martin Ratio Rank

EGRW.L
EGRW.L Risk / Return Rank: 2121
Overall Rank
EGRW.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EGRW.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
EGRW.L Omega Ratio Rank: 2020
Omega Ratio Rank
EGRW.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
EGRW.L Martin Ratio Rank: 2323
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.L vs. EGRW.L - 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.L) and WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.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.


LCUK.LEGRW.LDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratioReturn relative to maximum drawdown

1.80

1.13

+0.67

Martin ratioReturn relative to average drawdown

5.79

3.64

+2.14

LCUK.L vs. EGRW.L - Sharpe Ratio Comparison

The current LCUK.L Sharpe Ratio is 1.38, which is higher than the EGRW.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LCUK.L and EGRW.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LCUK.LEGRW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.84

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.33

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.59

-0.08

Drawdowns

LCUK.L vs. EGRW.L - Drawdown Comparison

The maximum LCUK.L drawdown since its inception was -35.54%, which is greater than EGRW.L's maximum drawdown of -27.45%. Use the drawdown chart below to compare losses from any high point for LCUK.L and EGRW.L.


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Drawdown Indicators


LCUK.LEGRW.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-27.45%

-8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.13%

-12.17%

+3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-14.93%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

-27.45%

+14.80%

Current Drawdown

Current decline from peak

-3.98%

-0.47%

-3.51%

Average Drawdown

Average peak-to-trough decline

-4.97%

-5.86%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.69%

-0.84%

Volatility

LCUK.L vs. EGRW.L - Volatility Comparison

The current volatility for Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) is 3.76%, while WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) has a volatility of 5.48%. This indicates that LCUK.L experiences smaller price fluctuations and is considered to be less risky than EGRW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCUK.LEGRW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

5.48%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

13.40%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

16.40%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

20.72%

-7.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

24.07%

-8.38%

LCUK.L vs. EGRW.L - Expense Ratio Comparison

LCUK.L has a 0.04% expense ratio, which is lower than EGRW.L's 0.29% expense ratio.


Dividends

LCUK.L vs. EGRW.L - Dividend Comparison

LCUK.L has not paid dividends to shareholders, while EGRW.L's dividend yield for the trailing twelve months is around 2.09%.


PositionTTM202520242023202220212020201920182017
EGRW.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
2.09%2.15%2.28%2.00%2.30%1.72%1.04%1.61%1.94%1.37%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
0.00%0.00%3.68%3.05%3.94%3.86%3.00%3.48%0.00%0.00%

Frequently Asked Questions


LCUK.L and EGRW.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LCUK.L is cheaper with a 0.04% expense ratio, compared with 0.29% for EGRW.L.

LCUK.L tracks FTSE AllSh TR GBP, while EGRW.L tracks MSCI EMU NR EUR. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.04% for LCUK.L and 0.29% for EGRW.L.

Portfolio Optimizer

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