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LGGE.DE vs. AMES.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGGE.DE vs. AMES.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.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, LGGE.DE achieves a 12.88% return, which is significantly lower than AMES.DE's 14.53% return.


LGGE.DE

1D
0.00%
1M
0.04%
YTD
12.88%
6M
13.57%
1Y
30.01%
3Y*
25.32%
5Y*
10Y*

AMES.DE

1D
0.72%
1M
7.06%
YTD
14.53%
6M
15.44%
1Y
46.37%
3Y*
32.90%
5Y*
20.69%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGE.DE vs. AMES.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
12.88%38.29%14.07%17.18%-3.86%6.81%
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
14.53%55.41%19.00%26.86%-0.71%0.73%

Correlation

The correlation between LGGE.DE and AMES.DE is 0.78, 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

0.78

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2021

0.79

The correlation between LGGE.DE and AMES.DE has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

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Return for Risk

LGGE.DE vs. AMES.DE — Risk / Return Rank

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

LGGE.DE
LGGE.DE Risk / Return Rank: 8585
Overall Rank
LGGE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LGGE.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
LGGE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
LGGE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
LGGE.DE Martin Ratio Rank: 8484
Martin Ratio Rank

AMES.DE
AMES.DE Risk / Return Rank: 9090
Overall Rank
AMES.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AMES.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
AMES.DE Omega Ratio Rank: 9090
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 8787
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.

LGGE.DE vs. AMES.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LGGE.DEAMES.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.45

1.50

-0.06

Calmar ratioReturn relative to maximum drawdown

4.14

4.64

-0.49

Martin ratioReturn relative to average drawdown

15.10

16.40

-1.30

LGGE.DE vs. AMES.DE - Sharpe Ratio Comparison

The current LGGE.DE Sharpe Ratio is 2.47, which is comparable to the AMES.DE Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of LGGE.DE and AMES.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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Drawdowns

LGGE.DE vs. AMES.DE - Drawdown Comparison

The maximum LGGE.DE drawdown since its inception was -20.11%, smaller than the maximum AMES.DE drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and AMES.DE.


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Drawdown Indicators


LGGE.DEAMES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-40.98%

+20.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-9.95%

+2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-14.71%

-12.58%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

Current Drawdown

Current decline from peak

-1.29%

-0.10%

-1.19%

Average Drawdown

Average peak-to-trough decline

-3.21%

-10.09%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.82%

-0.83%

Volatility

LGGE.DE vs. AMES.DE - Volatility Comparison

The current volatility for L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) is 2.68%, while Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) has a volatility of 4.04%. This indicates that LGGE.DE experiences smaller price fluctuations and is considered to be less risky than AMES.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGGE.DEAMES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

4.04%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

13.99%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

16.47%

-4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

16.97%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

18.42%

-3.85%

LGGE.DE vs. AMES.DE - Expense Ratio Comparison

Both LGGE.DE and AMES.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LGGE.DE vs. AMES.DE - Dividend Comparison

LGGE.DE's dividend yield for the trailing twelve months is around 3.57%, while AMES.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
3.57%3.47%4.37%4.43%4.18%1.52%

Frequently Asked Questions


LGGE.DE and AMES.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LGGE.DE and AMES.DE have the same expense ratio: 0.25% per year.

LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality, while AMES.DE tracks MSCI Spain. They also come from different issuers: Legal & General and Amundi.

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