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LGGA.DE vs. FVSJ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGGA.DE vs. FVSJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE). The values are adjusted to include any dividend payments, if applicable.

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LGGA.DE vs. FVSJ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
10.23%21.16%9.89%5.48%-3.83%1.07%
FVSJ.DE
Franklin FTSE Asia ex China ex Japan UCITS ETF
9.25%15.41%14.01%8.23%-7.58%3.62%

Returns By Period

In the year-to-date period, LGGA.DE achieves a 10.23% return, which is significantly higher than FVSJ.DE's 9.25% return.


LGGA.DE

1D
-0.92%
1M
-1.40%
YTD
10.23%
6M
13.27%
1Y
35.16%
3Y*
15.86%
5Y*
10Y*

FVSJ.DE

1D
-1.84%
1M
-3.06%
YTD
9.25%
6M
17.23%
1Y
35.32%
3Y*
14.87%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGGA.DE vs. FVSJ.DE - Expense Ratio Comparison

LGGA.DE has a 0.40% expense ratio, which is higher than FVSJ.DE's 0.14% expense ratio.


Return for Risk

LGGA.DE vs. FVSJ.DE — Risk / Return Rank

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

LGGA.DE
LGGA.DE Risk / Return Rank: 9292
Overall Rank
LGGA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LGGA.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
LGGA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
LGGA.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
LGGA.DE Martin Ratio Rank: 9191
Martin Ratio Rank

FVSJ.DE
FVSJ.DE Risk / Return Rank: 8585
Overall Rank
FVSJ.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FVSJ.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
FVSJ.DE Omega Ratio Rank: 8181
Omega Ratio Rank
FVSJ.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
FVSJ.DE Martin Ratio Rank: 9090
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.

LGGA.DE vs. FVSJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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.


LGGA.DEFVSJ.DEDifference

Sharpe ratio

Return per unit of total volatility

2.19

1.75

+0.44

Sortino ratio

Return per unit of downside risk

2.80

2.34

+0.46

Omega ratio

Gain probability vs. loss probability

1.42

1.33

+0.09

Calmar ratio

Return relative to maximum drawdown

4.49

3.43

+1.07

Martin ratio

Return relative to average drawdown

14.23

13.35

+0.88

LGGA.DE vs. FVSJ.DE - Sharpe Ratio Comparison

The current LGGA.DE Sharpe Ratio is 2.19, which is comparable to the FVSJ.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of LGGA.DE and FVSJ.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


LGGA.DEFVSJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.75

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.43

+0.23

Correlation

The correlation between LGGA.DE and FVSJ.DE is 0.71, 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

LGGA.DE vs. FVSJ.DE - Dividend Comparison

LGGA.DE's dividend yield for the trailing twelve months is around 4.01%, while FVSJ.DE has not paid dividends to shareholders.


TTM20252024202320222021
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
4.01%4.29%4.70%5.40%4.98%1.60%
FVSJ.DE
Franklin FTSE Asia ex China ex Japan UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LGGA.DE vs. FVSJ.DE - Drawdown Comparison

The maximum LGGA.DE drawdown since its inception was -17.88%, smaller than the maximum FVSJ.DE drawdown of -26.95%. Use the drawdown chart below to compare losses from any high point for LGGA.DE and FVSJ.DE.


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Drawdown Indicators


LGGA.DEFVSJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.88%

-26.95%

+9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-11.93%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

Current Drawdown

Current decline from peak

-7.46%

-9.85%

+2.39%

Average Drawdown

Average peak-to-trough decline

-4.88%

-5.24%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

3.06%

-0.26%

Volatility

LGGA.DE vs. FVSJ.DE - Volatility Comparison

The current volatility for L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) is 5.39%, while Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a volatility of 8.27%. This indicates that LGGA.DE experiences smaller price fluctuations and is considered to be less risky than FVSJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGGA.DEFVSJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

8.27%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

14.61%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

20.12%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

14.53%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

16.71%

-3.10%