LGGE.DE vs. IUSZ.DE
LGGE.DE (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF) and IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) are both Europe Equities funds - LGGE.DE tracks the FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality while IUSZ.DE tracks the FTSE 100. Both are passively managed. Over the past 3 years, LGGE.DE returned 24.04%/yr vs 11.63%/yr for IUSZ.DE. A 0.75 correlation means they provide meaningful diversification when combined. LGGE.DE charges 0.25%/yr vs 0.07%/yr for IUSZ.DE.
Performance
LGGE.DE vs. IUSZ.DE - Performance Comparison
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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 IUSZ.DE's 6.50% return.
LGGE.DE
- 1D
- 0.15%
- 1M
- -0.22%
- YTD
- 11.27%
- 6M
- 15.32%
- 1Y
- 26.49%
- 3Y*
- 24.04%
- 5Y*
- —
- 10Y*
- —
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 10Y*
- —
LGGE.DE vs. IUSZ.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 | 11.27% | 38.29% | 14.07% | 17.18% | -3.86% | 7.23% |
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 9.01% |
Correlation
The correlation between LGGE.DE and IUSZ.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.75 |
The correlation between LGGE.DE and IUSZ.DE has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.
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Return for Risk
LGGE.DE vs. IUSZ.DE — Risk / Return Rank
LGGE.DE
IUSZ.DE
LGGE.DE vs. IUSZ.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 Core FTSE 100 UCITS ETF (Dist) (IUSZ.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 | IUSZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.22 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 1.74 | +1.87 |
| Martin ratioReturn relative to average drawdown | 13.07 | 5.71 | +7.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGGE.DE | IUSZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.17 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.44 | +0.68 |
Drawdowns
LGGE.DE vs. IUSZ.DE - Drawdown Comparison
The maximum LGGE.DE drawdown since its inception was -20.11%, smaller than the maximum IUSZ.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and IUSZ.DE.
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Drawdown Indicators
| LGGE.DE | IUSZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.11% | -40.31% | +20.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -8.23% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -14.71% | -17.24% | +2.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.24% | — |
Current DrawdownCurrent decline from peak | -2.09% | -2.94% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -5.25% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.51% | -0.50% |
Volatility
LGGE.DE vs. IUSZ.DE - Volatility Comparison
The current volatility for L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) is 3.60%, while iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) has a volatility of 4.16%. This indicates that LGGE.DE experiences smaller price fluctuations and is considered to be less risky than IUSZ.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.DE | IUSZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.16% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 10.14% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 12.19% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 14.07% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 16.32% | -1.72% |
LGGE.DE vs. IUSZ.DE - Expense Ratio Comparison
LGGE.DE has a 0.25% expense ratio, which is higher than IUSZ.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LGGE.DE vs. IUSZ.DE - Dividend Comparison
LGGE.DE's dividend yield for the trailing twelve months is around 3.13%, while IUSZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
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 IUSZ.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for LGGE.DE.
LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality, while IUSZ.DE tracks FTSE 100. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.25% for LGGE.DE and 0.07% for IUSZ.DE.
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