PortfoliosLab logoPortfoliosLab logo
LGQG.DE vs. EXS2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGQG.DE vs. EXS2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LGQG.DE achieves a 9.48% return, which is significantly lower than EXS2.DE's 15.70% 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*

EXS2.DE

1D
0.52%
1M
10.24%
YTD
15.70%
6M
16.12%
1Y
5.55%
3Y*
8.54%
5Y*
3.72%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGQG.DE vs. EXS2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EXS2.DE
iShares TecDAX UCITS ETF (DE)
15.70%5.33%1.63%13.54%-26.00%21.07%6.12%22.25%-3.77%5.55%

Correlation

The correlation between LGQG.DE and EXS2.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

0.77

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

0.79

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.77

The correlation between LGQG.DE and EXS2.DE has been stable across timeframes, ranging from 0.73 to 0.79 - 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

LGQG.DE vs. EXS2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGQG.DE
LGQG.DE Risk / Return Rank: 3636
Overall Rank
LGQG.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LGQG.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
LGQG.DE Omega Ratio Rank: 3535
Omega Ratio Rank
LGQG.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
LGQG.DE Martin Ratio Rank: 3939
Martin Ratio Rank

EXS2.DE
EXS2.DE Risk / Return Rank: 1414
Overall Rank
EXS2.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXS2.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXS2.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXS2.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS2.DE Martin Ratio Rank: 1313
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.

LGQG.DE vs. EXS2.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 iShares TecDAX UCITS ETF (DE) (EXS2.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.DEEXS2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.23

1.07

+0.15

Calmar ratioReturn relative to maximum drawdown

1.67

0.40

+1.27

Martin ratioReturn relative to average drawdown

6.06

0.80

+5.26

LGQG.DE vs. EXS2.DE - Sharpe Ratio Comparison

The current LGQG.DE Sharpe Ratio is 1.19, which is higher than the EXS2.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of LGQG.DE and EXS2.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.


Loading charts...

Sharpe Ratios by Period


LGQG.DEEXS2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.36

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.20

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.14

+0.38

Drawdowns

LGQG.DE vs. EXS2.DE - Drawdown Comparison

The maximum LGQG.DE drawdown since its inception was -38.07%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for LGQG.DE and EXS2.DE.


Loading charts...

Drawdown Indicators


LGQG.DEEXS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.07%

-84.49%

+46.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-16.12%

+5.45%

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

-17.93%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.54%

-34.97%

+9.43%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-0.43%

-0.81%

+0.38%

Average Drawdown

Average peak-to-trough decline

-5.69%

-39.46%

+33.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

8.07%

-5.13%

Volatility

LGQG.DE vs. EXS2.DE - Volatility Comparison

The current volatility for Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) is 4.76%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that LGQG.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LGQG.DEEXS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

5.29%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

14.25%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

17.83%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

18.80%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

19.47%

-2.01%

LGQG.DE vs. EXS2.DE - Expense Ratio Comparison

LGQG.DE has a 0.12% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.


Dividends

LGQG.DE vs. EXS2.DE - Dividend Comparison

Neither LGQG.DE nor EXS2.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXS2.DE
iShares TecDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.15%0.25%0.36%
LGQG.DE
Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LGQG.DE and EXS2.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, 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 0.51% for EXS2.DE.

LGQG.DE tracks MSCI EMU ESG Broad CTB Select, while EXS2.DE tracks TecDAX®. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for LGQG.DE and 0.51% for EXS2.DE.

Portfolio Optimizer

Find the right allocation for LGQG.DE and EXS2.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