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LCUS.DE vs. DELG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCUS.DE vs. DELG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE) and L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%3.40%32.87%22.96%-15.87%37.82%6.84%
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
-4.78%6.14%33.62%26.50%-19.07%38.54%10.87%

Returns By Period


LCUS.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DELG.DE

1D
2.23%
1M
-3.79%
YTD
-4.78%
6M
-1.67%
1Y
11.06%
3Y*
16.67%
5Y*
11.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LCUS.DE has a 0.04% expense ratio, which is lower than DELG.DE's 0.12% 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%.


Return for Risk

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

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

LCUS.DE

DELG.DE
DELG.DE Risk / Return Rank: 3333
Overall Rank
DELG.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DELG.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
DELG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
DELG.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
DELG.DE Martin Ratio Rank: 3838
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE) and L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LCUS.DE vs. DELG.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LCUS.DEDELG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

Correlation

The correlation between LCUS.DE and DELG.DE is 0.83, 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

LCUS.DE vs. DELG.DE - Dividend Comparison

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


TTM20252024202320222021202020192018
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%
DELG.DE
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LCUS.DE vs. DELG.DE - Drawdown Comparison


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Drawdown Indicators


LCUS.DEDELG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

Current Drawdown

Current decline from peak

-6.66%

Average Drawdown

Average peak-to-trough decline

-5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

Volatility

LCUS.DE vs. DELG.DE - Volatility Comparison


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Volatility by Period


LCUS.DEDELG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%