LGGE.DE vs. SC0D.DE
LGGE.DE (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) 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 SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 3 years, LGGE.DE returned 25.32%/yr vs 16.61%/yr for SC0D.DE. Their correlation of 0.86 suggests significant overlap in exposure. LGGE.DE charges 0.25%/yr vs 0.05%/yr for SC0D.DE.
Performance
LGGE.DE vs. SC0D.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LGGE.DE achieves a 12.88% return, which is significantly higher than SC0D.DE's 10.32% return.
LGGE.DE
- 1D
- 0.00%
- 1M
- 0.04%
- YTD
- 12.88%
- 6M
- 13.57%
- 1Y
- 30.01%
- 3Y*
- 25.32%
- 5Y*
- —
- 10Y*
- —
SC0D.DE
- 1D
- 0.85%
- 1M
- 3.42%
- YTD
- 10.32%
- 6M
- 11.25%
- 1Y
- 22.33%
- 3Y*
- 16.61%
- 5Y*
- 11.80%
- 10Y*
- 11.86%
LGGE.DE vs. SC0D.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 | 12.88% | 38.29% | 14.07% | 17.18% | -3.86% | 6.81% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 10.32% | 22.01% | 10.91% | 22.46% | -9.02% | 5.51% |
Correlation
The correlation between LGGE.DE and SC0D.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2021 | 0.86 |
The correlation between LGGE.DE and SC0D.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LGGE.DE vs. SC0D.DE — Risk / Return Rank
LGGE.DE
SC0D.DE
LGGE.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.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.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 2.03 | +2.11 |
| Martin ratioReturn relative to average drawdown | 15.10 | 7.09 | +8.01 |
Loading charts...
Drawdowns
LGGE.DE vs. SC0D.DE - Drawdown Comparison
The maximum LGGE.DE drawdown since its inception was -20.11%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and SC0D.DE.
Loading charts...
Drawdown Indicators
| LGGE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.11% | -38.50% | +18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -10.93% | +3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -14.71% | -16.54% | +1.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -1.29% | -0.85% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -3.21% | -7.08% | +3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 3.14% | -1.15% |
Volatility
LGGE.DE vs. SC0D.DE - Volatility Comparison
The current volatility for L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) is 2.68%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 3.63%. This indicates that LGGE.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LGGE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 3.63% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 13.20% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 16.04% | -3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 17.55% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 17.97% | -3.40% |
LGGE.DE vs. SC0D.DE - Expense Ratio Comparison
LGGE.DE has a 0.25% expense ratio, which is higher than SC0D.DE's 0.05% 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. SC0D.DE - Dividend Comparison
LGGE.DE's dividend yield for the trailing twelve months is around 3.57%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
LGGE.DE L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 3.57% | 3.47% | 4.37% | 4.43% | 4.18% | 1.52% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LGGE.DE and SC0D.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% 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 SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Legal & General and Invesco. Their fees differ too: 0.25% for LGGE.DE and 0.05% for SC0D.DE.
Find the right allocation for LGGE.DE and SC0D.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer