LGQG.DE vs. EUPE.DE
LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - LGQG.DE tracks the MSCI EMU ESG Broad CTB Select while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 5 years, LGQG.DE returned 10.31%/yr vs 8.60%/yr for EUPE.DE. Their correlation of 0.84 suggests significant overlap in exposure. LGQG.DE charges 0.12%/yr vs 0.65%/yr for EUPE.DE.
Performance
LGQG.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LGQG.DE achieves a 9.48% return, which is significantly lower than EUPE.DE's 15.44% return.
LGQG.DE
- 1D
- 0.52%
- 1M
- 2.75%
- YTD
- 9.48%
- 6M
- 11.21%
- 1Y
- 18.07%
- 3Y*
- 16.09%
- 5Y*
- 10.31%
- 10Y*
- —
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
LGQG.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGQG.DE Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc | 9.48% | 22.78% | 11.08% | 18.21% | -13.16% | 22.67% | 0.69% | 28.06% | -12.94% | 1.10% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | -0.80% |
Correlation
The correlation between LGQG.DE and EUPE.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.84 |
Over the past year, the correlation between LGQG.DE and EUPE.DE has dropped to 0.62 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
LGQG.DE vs. EUPE.DE — Risk / Return Rank
LGQG.DE
EUPE.DE
LGQG.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.
| LGQG.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 4.19 | -2.52 |
| Martin ratioReturn relative to average drawdown | 6.06 | 11.50 | -5.44 |
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
| LGQG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.17 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.65 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.46 | +0.05 |
Drawdowns
LGQG.DE vs. EUPE.DE - Drawdown Comparison
The maximum LGQG.DE drawdown since its inception was -38.07%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for LGQG.DE and EUPE.DE.
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Drawdown Indicators
| LGQG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.07% | -32.64% | -5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -5.82% | -4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -15.63% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.54% | -15.63% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -0.43% | -3.04% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -4.95% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.13% | +0.81% |
Volatility
LGQG.DE vs. EUPE.DE - Volatility Comparison
Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) has a higher volatility of 4.76% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that LGQG.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGQG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 3.64% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 8.56% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.03% | 11.27% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 13.17% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 14.99% | +2.47% |
LGQG.DE vs. EUPE.DE - Expense Ratio Comparison
LGQG.DE has a 0.12% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
LGQG.DE vs. EUPE.DE - Dividend Comparison
Neither LGQG.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
LGQG.DE and EUPE.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LGQG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGQG.DE is cheaper with a 0.12% expense ratio, compared with 0.65% for EUPE.DE.
LGQG.DE tracks MSCI EMU ESG Broad CTB Select, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.12% for LGQG.DE and 0.65% for EUPE.DE.
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