LGGE.DE vs. DGRW

Last updated Jul 18, 2026

LGGE.DE (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - LGGE.DE is a Europe Equities fund tracking the FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 5 years, LGGE.DE returned 17.05%/yr vs 12.27%/yr for DGRW. At a 0.25 correlation, their price movements are largely independent. LGGE.DE charges 0.25%/yr vs 0.28%/yr for DGRW.

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.

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 14.94% return, which is significantly higher than DGRW's 10.73% return.

LGGE.DE

• 1D: 0.00%
• 1M: 0.51%
• 6M: 11.71%
• YTD: 14.94%
• 1Y: 29.23%
• 3Y*: 25.02%
• 5Y*: 17.05%
• 10Y*: —

DGRW

• 1D: -1.06%
• 1M: 1.25%
• 6M: 7.45%
• YTD: 10.73%
• 1Y: 15.63%
• 3Y*: 13.26%
• 5Y*: 12.27%
• 10Y*: 13.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGE.DE vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LGGE.DE L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF	14.94%	38.29%	14.07%	17.18%	-3.86%	6.81%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	10.73%	-1.14%	24.71%	15.10%	-0.53%	13.87%

Correlation

The correlation between LGGE.DE and DGRW is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (All Time) Calculated using the full available price history since Jul 15, 2021	0.25

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: 89
LGGE.DE Sharpe Ratio Rank: 90
LGGE.DE Sortino Ratio Rank: 88
LGGE.DE Omega Ratio Rank: 89
LGGE.DE Calmar Ratio Rank: 88
LGGE.DE Martin Ratio Rank: 88

DGRW

DGRW Risk / Return Rank: 48
DGRW Sharpe Ratio Rank: 49
DGRW Sortino Ratio Rank: 49
DGRW Omega Ratio Rank: 50
DGRW Calmar Ratio Rank: 40
DGRW Martin Ratio Rank: 52

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.DE	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	2.41	1.50	+0.91
Sortino ratio: Return per unit of downside risk	3.22	2.06	+1.17
Omega ratio: Gain probability vs. loss probability	1.44	1.28	+0.16
Calmar ratio: Return relative to maximum drawdown	4.04	2.55	+1.49
Martin ratio: Return relative to average drawdown	14.67	10.10	+4.57

LGGE.DE vs. DGRW - Sharpe Ratio Comparison

The current LGGE.DE Sharpe Ratio is 2.41, which is higher than the DGRW Sharpe Ratio of 1.50. 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.

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.

Drawdown Indicators

	LGGE.DE	DGRW	Difference
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	-20.11%	-20.78%	+0.67%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.38%	—
Current Drawdown Current decline from peak	-0.19%	-1.43%	+1.24%
Average Drawdown Average peak-to-trough decline	-3.17%	-3.69%	+0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	1.56%	+0.44%

Volatility

LGGE.DE vs. DGRW - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) has a higher volatility of 2.74% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.24%. This indicates that LGGE.DE's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGGE.DE	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.74%	2.24%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	9.89%	7.89%	+2.00%
Volatility (1Y) Calculated over the trailing 1-year period	12.19%	10.49%	+1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.52%	14.23%	+0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.51%	16.96%	-2.45%

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 3.51%, more than DGRW's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.27%	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	3.51%	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

Can I hold both LGGE.DE and DGRW in my portfolio?

LGGE.DE and DGRW have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LGGE.DE or DGRW?

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.

Which ETF is cheaper, LGGE.DE or DGRW?

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

What is the main difference between LGGE.DE and 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.