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LGGE.DE vs. EXW3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGGE.DE vs. EXW3.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 50 UCITS ETF (DE) (EXW3.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 14.94% return, which is significantly higher than EXW3.DE's 13.53% return.


LGGE.DE

1D
0.00%
1M
0.51%
6M
11.71%
YTD
14.94%
1Y
29.23%
3Y*
25.02%
5Y*
17.05%
10Y*

EXW3.DE

1D
-0.53%
1M
-0.34%
6M
7.74%
YTD
13.53%
1Y
24.57%
3Y*
14.51%
5Y*
12.14%
10Y*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGE.DE vs. EXW3.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
14.94%38.29%14.07%17.18%-3.86%6.81%
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
13.53%18.18%7.34%14.18%-1.79%8.60%

Correlation

The correlation between LGGE.DE and EXW3.DE is 0.73, 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

0.73

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

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2021

0.80

The correlation between LGGE.DE and EXW3.DE has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.

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Return for Risk

LGGE.DE vs. EXW3.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: 8989
Overall Rank
LGGE.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LGGE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
LGGE.DE Omega Ratio Rank: 8989
Omega Ratio Rank
LGGE.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
LGGE.DE Martin Ratio Rank: 8888
Martin Ratio Rank

EXW3.DE
EXW3.DE Risk / Return Rank: 7171
Overall Rank
EXW3.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EXW3.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EXW3.DE Omega Ratio Rank: 6969
Omega Ratio Rank
EXW3.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
EXW3.DE Martin Ratio Rank: 7070
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. EXW3.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 50 UCITS ETF (DE) (EXW3.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LGGE.DEEXW3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.44

1.31

+0.13

Calmar ratioReturn relative to maximum drawdown

4.04

2.57

+1.46

Martin ratioReturn relative to average drawdown

14.67

9.49

+5.18

LGGE.DE vs. EXW3.DE - Sharpe Ratio Comparison

The current LGGE.DE Sharpe Ratio is 2.41, which is higher than the EXW3.DE Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of LGGE.DE and EXW3.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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Drawdowns

LGGE.DE vs. EXW3.DE - Drawdown Comparison

The maximum LGGE.DE drawdown since its inception was -20.11%, smaller than the maximum EXW3.DE drawdown of -57.13%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and EXW3.DE.


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Drawdown Indicators


LGGE.DEEXW3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-57.13%

+37.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-9.51%

+2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.71%

-17.29%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-17.29%

-2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

Current Drawdown

Current decline from peak

-0.19%

-2.81%

+2.62%

Average Drawdown

Average peak-to-trough decline

-3.17%

-12.66%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.58%

-0.58%

Volatility

LGGE.DE vs. EXW3.DE - Volatility Comparison

The current volatility for L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) is 2.74%, while iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) has a volatility of 3.68%. This indicates that LGGE.DE experiences smaller price fluctuations and is considered to be less risky than EXW3.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.DEEXW3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

3.68%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

11.94%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

14.20%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

14.13%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

15.06%

-0.55%

LGGE.DE vs. EXW3.DE - Expense Ratio Comparison

LGGE.DE has a 0.25% expense ratio, which is lower than EXW3.DE's 0.52% expense ratio.


Dividends

LGGE.DE vs. EXW3.DE - Dividend Comparison

LGGE.DE's dividend yield for the trailing twelve months is around 3.51%, more than EXW3.DE's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
2.28%2.22%2.44%2.10%2.52%2.04%2.16%2.79%2.83%5.17%4.31%3.43%
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
3.51%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 EXW3.DE have a correlation of 0.73, 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 0.52% for EXW3.DE.

LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality, while EXW3.DE tracks STOXX® Europe 50. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.25% for LGGE.DE and 0.52% for EXW3.DE.

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