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LGGE.DE vs. EUN0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGGE.DE vs. EUN0.DE - 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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGGE.DE achieves a 11.27% return, which is significantly higher than EUN0.DE's 5.60% return.


LGGE.DE

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

EUN0.DE

1D
0.54%
1M
-0.19%
YTD
5.60%
6M
7.10%
1Y
5.26%
3Y*
10.39%
5Y*
7.36%
10Y*
6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGE.DE vs. EUN0.DE - 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%
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
5.60%12.27%11.42%10.79%-13.21%7.89%

Correlation

The correlation between LGGE.DE and EUN0.DE 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

0.69

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

0.72

The correlation between LGGE.DE and EUN0.DE has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

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Return for Risk

LGGE.DE vs. EUN0.DE — 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

EUN0.DE
EUN0.DE Risk / Return Rank: 1919
Overall Rank
EUN0.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EUN0.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUN0.DE Omega Ratio Rank: 1919
Omega Ratio Rank
EUN0.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EUN0.DE Martin Ratio Rank: 1919
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. EUN0.DE - 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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE). 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.DEEUN0.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.40

1.11

+0.28

Calmar ratioReturn relative to maximum drawdown

3.61

0.76

+2.85

Martin ratioReturn relative to average drawdown

13.07

1.97

+11.10

LGGE.DE vs. EUN0.DE - Sharpe Ratio Comparison

The current LGGE.DE Sharpe Ratio is 2.19, which is higher than the EUN0.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of LGGE.DE and EUN0.DE, 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.DEEUN0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

0.62

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

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

0.63

+0.49

Drawdowns

LGGE.DE vs. EUN0.DE - Drawdown Comparison

The maximum LGGE.DE drawdown since its inception was -20.11%, smaller than the maximum EUN0.DE drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and EUN0.DE.


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Drawdown Indicators


LGGE.DEEUN0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-30.68%

+10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-7.16%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-14.71%

-10.73%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

Current Drawdown

Current decline from peak

-2.09%

-3.12%

+1.03%

Average Drawdown

Average peak-to-trough decline

-3.23%

-4.69%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.76%

-0.75%

Volatility

LGGE.DE vs. EUN0.DE - 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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that LGGE.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGGE.DEEUN0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

3.03%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

7.20%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

8.77%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

11.02%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

12.51%

+2.09%

LGGE.DE vs. EUN0.DE - Expense Ratio Comparison

Both LGGE.DE and EUN0.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LGGE.DE vs. EUN0.DE - Dividend Comparison

LGGE.DE's dividend yield for the trailing twelve months is around 3.13%, while EUN0.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


LGGE.DE and EUN0.DE 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.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LGGE.DE and EUN0.DE have the same expense ratio: 0.25% per year.

LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Legal & General and iShares.

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