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

Performance

LGGA.DE vs. IQQK.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 iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
11.26%21.16%9.89%5.48%-3.83%1.07%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
32.39%77.35%-18.08%15.54%-24.11%-9.08%

Returns By Period

In the year-to-date period, LGGA.DE achieves a 11.26% return, which is significantly lower than IQQK.DE's 32.39% return.


LGGA.DE

1D
2.41%
1M
-3.39%
YTD
11.26%
6M
14.49%
1Y
35.99%
3Y*
16.08%
5Y*
10Y*

IQQK.DE

1D
9.19%
1M
-10.95%
YTD
32.39%
6M
64.45%
1Y
126.28%
3Y*
27.90%
5Y*
9.00%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LGGA.DE has a 0.40% expense ratio, which is lower than IQQK.DE's 0.74% expense ratio.


Return for Risk

LGGA.DE vs. IQQK.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: 9393
Omega Ratio Rank
LGGA.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
LGGA.DE Martin Ratio Rank: 8989
Martin Ratio Rank

IQQK.DE
IQQK.DE Risk / Return Rank: 9898
Overall Rank
IQQK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IQQK.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9797
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9898
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. IQQK.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 iShares MSCI Korea UCITS ETF (Dist) (IQQK.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.DEIQQK.DEDifference

Sharpe ratio

Return per unit of total volatility

2.24

3.85

-1.61

Sortino ratio

Return per unit of downside risk

2.86

4.27

-1.41

Omega ratio

Gain probability vs. loss probability

1.43

1.59

-0.16

Calmar ratio

Return relative to maximum drawdown

3.76

6.10

-2.34

Martin ratio

Return relative to average drawdown

12.20

23.54

-11.34

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

The current LGGA.DE Sharpe Ratio is 2.24, which is lower than the IQQK.DE Sharpe Ratio of 3.85. The chart below compares the historical Sharpe Ratios of LGGA.DE and IQQK.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.DEIQQK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

3.85

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.25

+0.43

Correlation

The correlation between LGGA.DE and IQQK.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LGGA.DE vs. IQQK.DE - Dividend Comparison

LGGA.DE's dividend yield for the trailing twelve months is around 3.97%, more than IQQK.DE's 0.56% yield.


TTM20252024202320222021202020192018201720162015
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
3.97%4.29%4.70%5.40%4.98%1.60%0.00%0.00%0.00%0.00%0.00%0.00%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
0.56%0.75%1.17%1.07%1.29%1.11%0.69%1.12%0.89%0.69%0.56%0.39%

Drawdowns

LGGA.DE vs. IQQK.DE - Drawdown Comparison

The maximum LGGA.DE drawdown since its inception was -17.88%, smaller than the maximum IQQK.DE drawdown of -68.13%. Use the drawdown chart below to compare losses from any high point for LGGA.DE and IQQK.DE.


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Drawdown Indicators


LGGA.DEIQQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.88%

-68.13%

+50.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.72%

-20.96%

+8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-41.72%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-6.60%

-13.70%

+7.10%

Average Drawdown

Average peak-to-trough decline

-4.88%

-17.48%

+12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

5.44%

-2.45%

Volatility

LGGA.DE vs. IQQK.DE - Volatility Comparison

The current volatility for L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) is 5.40%, while iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) has a volatility of 16.54%. This indicates that LGGA.DE experiences smaller price fluctuations and is considered to be less risky than IQQK.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.DEIQQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

16.54%

-11.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

28.15%

-17.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

32.64%

-16.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

23.69%

-10.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

23.84%

-10.23%