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

Performance

LGGE.DE vs. EUHD.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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.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 EUHD.L is traded in GBp. To make them comparable, the EUHD.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 EUHD.L's 10.27% return.


LGGE.DE

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

EUHD.L

1D
0.15%
1M
1.04%
YTD
10.27%
6M
12.21%
1Y
21.20%
3Y*
20.04%
5Y*
12.74%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGE.DE vs. EUHD.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%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
10.28%35.43%10.31%13.74%-8.25%6.01%

Correlation

The correlation between LGGE.DE and EUHD.L is 0.66, 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

0.66

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

0.78

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

0.81

The correlation between LGGE.DE and EUHD.L shifts across timeframes, from 0.66 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LGGE.DE vs. EUHD.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

EUHD.L
EUHD.L Risk / Return Rank: 6666
Overall Rank
EUHD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 6666
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 6666
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. EUHD.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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.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.DEEUHD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.40

1.34

+0.05

Calmar ratioReturn relative to maximum drawdown

3.61

3.41

+0.19

Martin ratioReturn relative to average drawdown

13.07

11.34

+1.73

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

The current LGGE.DE Sharpe Ratio is 2.19, which is comparable to the EUHD.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of LGGE.DE and EUHD.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.DEEUHD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.90

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.51

+0.61

Drawdowns

LGGE.DE vs. EUHD.L - Drawdown Comparison

The maximum LGGE.DE drawdown since its inception was -20.11%, smaller than the maximum EUHD.L drawdown of -40.29%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and EUHD.L.


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Drawdown Indicators


LGGE.DEEUHD.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-40.29%

+20.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-6.19%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.71%

-12.22%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-22.56%

Max Drawdown (10Y)

Largest decline over 10 years

-40.29%

Current Drawdown

Current decline from peak

-2.09%

-2.12%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.23%

-5.70%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.86%

+0.15%

Volatility

LGGE.DE vs. EUHD.L - Volatility Comparison

The current volatility for L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) is 3.60%, while PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) has a volatility of 3.82%. This indicates that LGGE.DE experiences smaller price fluctuations and is considered to be less risky than EUHD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGGE.DEEUHD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

3.82%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

8.66%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

11.09%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

13.63%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

15.83%

-1.23%

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

LGGE.DE has a 0.25% expense ratio, which is lower than EUHD.L's 0.30% expense ratio.


Dividends

LGGE.DE vs. EUHD.L - Dividend Comparison

LGGE.DE's dividend yield for the trailing twelve months is around 3.13%, less than EUHD.L's 3.95% yield.


PositionTTM2025202420232022202120202019201820172016
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
3.95%4.61%5.86%5.50%5.44%4.28%3.06%4.66%4.34%3.41%3.51%
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 EUHD.L have a correlation of 0.66, 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 0.30% for EUHD.L.

LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality, while EUHD.L tracks MSCI EMU NR EUR. They also come from different issuers: Legal & General and Invesco. Their fees differ too: 0.25% for LGGE.DE and 0.30% for EUHD.L.

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