LGGE.DE vs. EXSH.DE

Last updated Apr 2, 2026

Compare and contrast key facts about L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE).

LGGE.DE and EXSH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LGGE.DE is a passively managed fund by Legal & General that tracks the performance of the FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality. It was launched on Apr 12, 2021. EXSH.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe Select Dividend 30. It was launched on May 3, 2005. Both LGGE.DE and EXSH.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LGGE.DE vs. EXSH.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 STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE). The values are adjusted to include any dividend payments, if applicable.

LGGE.DE vs. EXSH.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LGGE.DE L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF	6.02%	38.29%	14.07%	17.18%	-3.86%	7.23%
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)	4.95%	44.94%	5.72%	10.87%	-9.92%	5.65%

Returns By Period

In the year-to-date period, LGGE.DE achieves a 6.02% return, which is significantly higher than EXSH.DE's 4.95% return.

LGGE.DE

• 1D: 1.77%
• 1M: -1.12%
• YTD: 6.02%
• 6M: 13.59%
• 1Y: 26.83%
• 3Y*: 23.23%
• 5Y*: —
• 10Y*: —

EXSH.DE

• 1D: 2.22%
• 1M: -1.18%
• YTD: 4.95%
• 6M: 14.32%
• 1Y: 30.02%
• 3Y*: 20.92%
• 5Y*: 11.88%
• 10Y*: 9.95%

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

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

LGGE.DE has a 0.25% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.

EXSH.DE

iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)

LGGE.DE

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF

Return for Risk

LGGE.DE vs. EXSH.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: 85
LGGE.DE Sharpe Ratio Rank: 84
LGGE.DE Sortino Ratio Rank: 82
LGGE.DE Omega Ratio Rank: 85
LGGE.DE Calmar Ratio Rank: 85
LGGE.DE Martin Ratio Rank: 88

EXSH.DE

EXSH.DE Risk / Return Rank: 90
EXSH.DE Sharpe Ratio Rank: 90
EXSH.DE Sortino Ratio Rank: 88
EXSH.DE Omega Ratio Rank: 91
EXSH.DE Calmar Ratio Rank: 89
EXSH.DE Martin Ratio Rank: 92

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. EXSH.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 STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.DE	EXSH.DE	Difference
Sharpe ratio Return per unit of total volatility	1.73	2.04	-0.31
Sortino ratio Return per unit of downside risk	2.21	2.51	-0.31
Omega ratio Gain probability vs. loss probability	1.35	1.40	-0.06
Calmar ratio Return relative to maximum drawdown	2.66	3.03	-0.38
Martin ratio Return relative to average drawdown	11.51	13.44	-1.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LGGE.DE Sharpe Ratio is 1.73, which is comparable to the EXSH.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of LGGE.DE and EXSH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LGGE.DE	EXSH.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.73	2.04	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.08	0.30	+0.78

Correlation

The correlation between LGGE.DE and EXSH.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LGGE.DE vs. EXSH.DE - Dividend Comparison

LGGE.DE's dividend yield for the trailing twelve months is around 3.29%, less than EXSH.DE's 4.77% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LGGE.DE L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF	3.29%	3.47%	4.37%	4.43%	4.18%	1.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)	4.77%	5.15%	5.86%	6.39%	6.06%	3.77%	3.58%	4.50%	4.42%	5.03%	4.99%	3.96%

Drawdowns

LGGE.DE vs. EXSH.DE - Drawdown Comparison

The maximum LGGE.DE drawdown since its inception was -20.11%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and EXSH.DE.

Drawdown Indicators

	LGGE.DE	EXSH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.11%	-70.20%	+50.09%
Max Drawdown (1Y) Largest decline over 1 year	-12.58%	-12.67%	+0.09%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.98%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.34%	—
Current Drawdown Current decline from peak	-2.44%	-2.28%	-0.16%
Average Drawdown Average peak-to-trough decline	-3.31%	-22.32%	+19.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	2.28%	+0.09%

Volatility

LGGE.DE vs. EXSH.DE - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) have volatilities of 5.50% and 5.26%, 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.

Volatility by Period

	LGGE.DE	EXSH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.50%	5.26%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	9.08%	8.89%	+0.19%
Volatility (1Y) Calculated over the trailing 1-year period	15.49%	14.68%	+0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.68%	14.48%	+0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.68%	17.14%	-2.46%