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

Performance

LGGE.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
6.22%38.29%14.07%17.18%-3.86%7.23%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
8.93%28.58%2.39%15.07%0.05%4.95%

Returns By Period

In the year-to-date period, LGGE.DE achieves a 6.22% return, which is significantly lower than WTEE.DE's 8.93% return.


LGGE.DE

1D
0.19%
1M
2.93%
YTD
6.22%
6M
14.04%
1Y
27.50%
3Y*
23.46%
5Y*
10Y*

WTEE.DE

1D
1.34%
1M
2.10%
YTD
8.93%
6M
15.40%
1Y
24.93%
3Y*
16.03%
5Y*
12.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LGGE.DE has a 0.25% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.


Return for Risk

LGGE.DE vs. WTEE.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: 8888
Overall Rank
LGGE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LGGE.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
LGGE.DE Omega Ratio Rank: 8585
Omega Ratio Rank
LGGE.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
LGGE.DE Martin Ratio Rank: 9393
Martin Ratio Rank

WTEE.DE
WTEE.DE Risk / Return Rank: 8787
Overall Rank
WTEE.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 9494
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. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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.DEWTEE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.77

1.69

+0.08

Sortino ratio

Return per unit of downside risk

2.25

2.12

+0.14

Omega ratio

Gain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

4.25

4.38

-0.13

Martin ratio

Return relative to average drawdown

15.13

16.20

-1.07

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

The current LGGE.DE Sharpe Ratio is 1.77, which is comparable to the WTEE.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of LGGE.DE and WTEE.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.


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Sharpe Ratios by Period


LGGE.DEWTEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.69

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

1.03

+0.05

Correlation

The correlation between LGGE.DE and WTEE.DE is 0.81, 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. WTEE.DE - Dividend Comparison

LGGE.DE's dividend yield for the trailing twelve months is around 3.28%, less than WTEE.DE's 4.81% yield.


TTM20252024202320222021
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
3.28%3.47%4.37%4.43%4.18%1.52%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
4.81%5.37%6.81%5.61%5.35%4.64%

Drawdowns

LGGE.DE vs. WTEE.DE - Drawdown Comparison

The maximum LGGE.DE drawdown since its inception was -20.11%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for LGGE.DE and WTEE.DE.


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Drawdown Indicators


LGGE.DEWTEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-16.45%

-3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-9.73%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

Current Drawdown

Current decline from peak

-2.25%

-2.51%

+0.26%

Average Drawdown

Average peak-to-trough decline

-3.31%

-2.70%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.83%

+0.21%

Volatility

LGGE.DE vs. WTEE.DE - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) has a higher volatility of 5.10% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 4.54%. This indicates that LGGE.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.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.DEWTEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

4.54%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.98%

8.16%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.46%

14.68%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

14.92%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

15.41%

-0.74%