LGGE.DE vs. DGRW
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 3 years, LGGE.DE returned 24.04%/yr vs 13.50%/yr for DGRW. At a 0.26 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
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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 11.27% return, which is significantly higher than DGRW's 9.85% return.
LGGE.DE
- 1D
- 0.15%
- 1M
- -0.22%
- YTD
- 11.27%
- 6M
- 15.32%
- 1Y
- 26.49%
- 3Y*
- 24.04%
- 5Y*
- —
- 10Y*
- —
DGRW
- 1D
- -1.16%
- 1M
- 2.84%
- YTD
- 9.85%
- 6M
- 8.52%
- 1Y
- 18.95%
- 3Y*
- 13.50%
- 5Y*
- 13.11%
- 10Y*
- 13.79%
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 | 11.27% | 38.29% | 14.07% | 17.18% | -3.86% | 7.23% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 9.85% | -1.14% | 24.71% | 15.10% | -0.53% | 13.65% |
Correlation
The correlation between LGGE.DE and DGRW is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.26 |
The correlation between LGGE.DE and DGRW shifts across timeframes, from 0.21 (3 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LGGE.DE vs. DGRW — Risk / Return Rank
LGGE.DE
DGRW
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.
| LGGE.DE | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 3.09 | +0.51 |
| Martin ratioReturn relative to average drawdown | 13.07 | 12.23 | +0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGGE.DE | DGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.82 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.83 | +0.29 |
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.DE | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.09% | -1.16% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -3.71% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.55% | +0.46% |
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 3.60% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.59%. 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.
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Volatility by Period
| LGGE.DE | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 2.59% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 7.74% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 10.45% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 14.23% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 16.98% | -2.38% |
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 3.13%, more than DGRW's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.28% | 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 | 3.13% | 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 0.34, 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.
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