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

Performance

LGGE.DE vs. DGRW - 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 WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LGGE.DE is traded in EUR, while DGRW is traded in USD. To make them comparable, the DGRW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LGGE.DE achieves a 12.88% return, which is significantly higher than DGRW's 9.99% return.


LGGE.DE

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

DGRW

1D
0.05%
1M
0.68%
YTD
9.99%
6M
9.15%
1Y
19.33%
3Y*
13.54%
5Y*
12.79%
10Y*
14.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGE.DE vs. DGRW - 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%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
9.99%-1.14%24.71%15.10%-0.53%13.87%

Correlation

The correlation between LGGE.DE and DGRW is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

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

0.21

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

0.26

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Return for Risk

LGGE.DE vs. DGRW — 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

DGRW
DGRW Risk / Return Rank: 5353
Overall Rank
DGRW Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 5555
Sortino Ratio Rank
DGRW Omega Ratio Rank: 5454
Omega Ratio Rank
DGRW Calmar Ratio Rank: 4646
Calmar Ratio Rank
DGRW Martin Ratio Rank: 5454
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. DGRW - 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 WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.DEDGRWDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.45

1.35

+0.10

Calmar ratioReturn relative to maximum drawdown

4.14

3.15

+0.99

Martin ratioReturn relative to average drawdown

15.10

12.51

+2.59

LGGE.DE vs. DGRW - Sharpe Ratio Comparison

The current LGGE.DE Sharpe Ratio is 2.47, which is higher than the DGRW Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of LGGE.DE and DGRW, 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. DGRW - Drawdown Comparison

The maximum LGGE.DE drawdown since its inception was -20.11%, smaller than the maximum DGRW drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and DGRW.


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Drawdown Indicators


LGGE.DEDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-31.38%

+11.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-6.16%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-14.71%

-20.78%

+6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.78%

Max Drawdown (10Y)

Largest decline over 10 years

-31.38%

Current Drawdown

Current decline from peak

-1.29%

-1.03%

-0.26%

Average Drawdown

Average peak-to-trough decline

-3.21%

-3.71%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.55%

+0.44%

Volatility

LGGE.DE vs. DGRW - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW) have volatilities of 2.68% and 2.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGGE.DEDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.81%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

7.88%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

10.46%

+1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

14.24%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

16.98%

-2.41%

LGGE.DE vs. DGRW - Expense Ratio Comparison

LGGE.DE has a 0.25% expense ratio, which is lower than DGRW's 0.28% expense ratio.


Dividends

LGGE.DE vs. DGRW - Dividend Comparison

LGGE.DE's dividend yield for the trailing twelve months is around 3.57%, more than DGRW's 1.29% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
1.29%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
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%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LGGE.DE and DGRW have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGGE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGGE.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for DGRW.

LGGE.DE is categorized as Europe Equities, while DGRW is Dividend. LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Legal & General and WisdomTree. Their fees differ too: 0.25% for LGGE.DE and 0.28% for DGRW.

Portfolio Optimizer

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