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LGGE.DE vs. EMHD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGGE.DE vs. EMHD.L - 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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L). 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 EMHD.L is traded in USD. To make them comparable, the EMHD.L 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 EMHD.L's 9.36% return.


LGGE.DE

1D
0.15%
1M
-0.22%
YTD
11.27%
6M
15.32%
1Y
26.49%
3Y*
24.04%
5Y*
10Y*

EMHD.L

1D
-0.17%
1M
-3.32%
YTD
9.36%
6M
7.63%
1Y
22.26%
3Y*
11.92%
5Y*
6.66%
10Y*
6.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGE.DE vs. EMHD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%
EMHD.L
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist
9.37%11.87%9.03%7.56%-12.13%9.87%

Correlation

The correlation between LGGE.DE and EMHD.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.41

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

0.38

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Return for Risk

LGGE.DE vs. EMHD.L — 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: 6969
Overall Rank
LGGE.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LGGE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
LGGE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
LGGE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LGGE.DE Martin Ratio Rank: 7171
Martin Ratio Rank

EMHD.L
EMHD.L Risk / Return Rank: 6363
Overall Rank
EMHD.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EMHD.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
EMHD.L Omega Ratio Rank: 5555
Omega Ratio Rank
EMHD.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
EMHD.L Martin Ratio Rank: 6161
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. EMHD.L - 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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L). 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.DEEMHD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.40

1.32

+0.08

Calmar ratioReturn relative to maximum drawdown

3.61

4.25

-0.65

Martin ratioReturn relative to average drawdown

13.07

12.46

+0.61

LGGE.DE vs. EMHD.L - Sharpe Ratio Comparison

The current LGGE.DE Sharpe Ratio is 2.19, which is comparable to the EMHD.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of LGGE.DE and EMHD.L, 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


LGGE.DEEMHD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.85

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.42

+0.71

Drawdowns

LGGE.DE vs. EMHD.L - Drawdown Comparison

The maximum LGGE.DE drawdown since its inception was -20.11%, smaller than the maximum EMHD.L drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and EMHD.L.


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Drawdown Indicators


LGGE.DEEMHD.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-35.84%

+15.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-5.19%

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.71%

-13.64%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.84%

Current Drawdown

Current decline from peak

-2.09%

-3.50%

+1.41%

Average Drawdown

Average peak-to-trough decline

-3.23%

-7.80%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.78%

+0.23%

Volatility

LGGE.DE vs. EMHD.L - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L) have volatilities of 3.60% and 3.45%, 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.DEEMHD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

3.45%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

9.00%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

11.94%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

14.29%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

16.62%

-2.02%

LGGE.DE vs. EMHD.L - Expense Ratio Comparison

LGGE.DE has a 0.25% expense ratio, which is lower than EMHD.L's 0.49% expense ratio.


Dividends

LGGE.DE vs. EMHD.L - Dividend Comparison

LGGE.DE's dividend yield for the trailing twelve months is around 3.13%, less than EMHD.L's 4.89% yield.


PositionTTM2025202420232022202120202019201820172016
EMHD.L
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist
4.89%5.17%5.78%5.99%9.02%6.08%4.02%5.04%5.51%4.92%2.37%
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%

Frequently Asked Questions


LGGE.DE and EMHD.L have a correlation of 0.32, 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 0.49% for EMHD.L.

LGGE.DE is categorized as Europe Equities, while EMHD.L is Emerging Markets Equities. LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality, while EMHD.L tracks FTSE Emerging High Dividend Low Volatility Net Tax Index. They also come from different issuers: Legal & General and Invesco. Their fees differ too: 0.25% for LGGE.DE and 0.49% for EMHD.L.

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