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

Performance

LGGA.DE vs. IQQX.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 Asia Pacific Dividend UCITS ETF (IQQX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGGA.DE achieves a 17.67% return, which is significantly higher than IQQX.DE's 13.33% return.


LGGA.DE

1D
-0.60%
1M
0.57%
YTD
17.67%
6M
17.01%
1Y
34.87%
3Y*
18.10%
5Y*
10Y*

IQQX.DE

1D
-0.33%
1M
0.04%
YTD
13.33%
6M
13.82%
1Y
34.41%
3Y*
17.75%
5Y*
10.09%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
17.67%21.16%9.89%5.48%-3.83%1.07%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
13.33%14.78%12.48%8.98%2.81%-1.77%

Correlation

The correlation between LGGA.DE and IQQX.DE is 0.68, 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

0.68

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

0.74

The correlation between LGGA.DE and IQQX.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

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Return for Risk

LGGA.DE vs. IQQX.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: 7373
Overall Rank
LGGA.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LGGA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
LGGA.DE Omega Ratio Rank: 7474
Omega Ratio Rank
LGGA.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
LGGA.DE Martin Ratio Rank: 6363
Martin Ratio Rank

IQQX.DE
IQQX.DE Risk / Return Rank: 9191
Overall Rank
IQQX.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQX.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
IQQX.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IQQX.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
IQQX.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. IQQX.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 Asia Pacific Dividend UCITS ETF (IQQX.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.DEIQQX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.43

1.57

-0.14

Calmar ratioReturn relative to maximum drawdown

3.91

5.55

-1.63

Martin ratioReturn relative to average drawdown

11.16

20.94

-9.78

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

The current LGGA.DE Sharpe Ratio is 2.39, which is comparable to the IQQX.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of LGGA.DE and IQQX.DE, 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


LGGA.DEIQQX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

3.10

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.21

+0.52

Drawdowns

LGGA.DE vs. IQQX.DE - Drawdown Comparison

The maximum LGGA.DE drawdown since its inception was -17.88%, smaller than the maximum IQQX.DE drawdown of -69.45%. Use the drawdown chart below to compare losses from any high point for LGGA.DE and IQQX.DE.


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Drawdown Indicators


LGGA.DEIQQX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.88%

-69.45%

+51.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-6.18%

-2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-20.28%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

Max Drawdown (10Y)

Largest decline over 10 years

-42.78%

Current Drawdown

Current decline from peak

-1.58%

-2.62%

+1.04%

Average Drawdown

Average peak-to-trough decline

-4.82%

-14.55%

+9.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

1.64%

+1.48%

Volatility

LGGA.DE vs. IQQX.DE - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LGGA.DE) has a higher volatility of 4.89% compared to iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) at 2.93%. This indicates that LGGA.DE's price experiences larger fluctuations and is considered to be riskier than IQQX.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.DEIQQX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

2.93%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

8.61%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.58%

11.06%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.77%

13.01%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.77%

15.75%

-1.98%

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

LGGA.DE has a 0.40% expense ratio, which is lower than IQQX.DE's 0.59% expense ratio.


Dividends

LGGA.DE vs. IQQX.DE - Dividend Comparison

LGGA.DE's dividend yield for the trailing twelve months is around 3.76%, more than IQQX.DE's 3.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
3.12%3.64%4.84%5.36%6.66%4.62%3.16%4.85%5.09%4.16%4.03%4.88%
LGGA.DE
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
3.76%4.29%4.70%5.40%4.98%1.60%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LGGA.DE and IQQX.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGGA.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGGA.DE is cheaper with a 0.40% expense ratio, compared with 0.59% for IQQX.DE.

LGGA.DE tracks FTSE Developed Asia Pacific ex Japan All Cap ex CW ex TC ex REITS Dividend Growth with Quality, while IQQX.DE tracks Dow Jones Asia/Pacific Select Dividend 50. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.40% for LGGA.DE and 0.59% for IQQX.DE.

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