LGQG.DE vs. FTGE.DE
LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc) and FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) are both Europe Equities funds - LGQG.DE tracks the MSCI EMU ESG Broad CTB Select while FTGE.DE tracks the Nasdaq AlphaDEX® Eurozone. Both are passively managed. Over the past 5 years, LGQG.DE returned 10.31%/yr vs 11.59%/yr for FTGE.DE. Their correlation of 0.89 suggests significant overlap in exposure. LGQG.DE charges 0.12%/yr vs 0.65%/yr for FTGE.DE.
Performance
LGQG.DE vs. FTGE.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 FTGE.DE's 13.73% return.
LGQG.DE
- 1D
- 0.52%
- 1M
- 5.46%
- YTD
- 9.48%
- 6M
- 11.37%
- 1Y
- 17.87%
- 3Y*
- 16.09%
- 5Y*
- 10.31%
- 10Y*
- —
FTGE.DE
- 1D
- 0.51%
- 1M
- 3.08%
- YTD
- 13.73%
- 6M
- 16.86%
- 1Y
- 30.85%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
LGQG.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LGQG.DE Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc | 9.48% | 22.78% | 11.08% | 18.21% | -13.16% | 22.67% | 25.39% |
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.73% | 39.79% | 9.52% | 12.43% | -14.37% | 20.47% | 24.16% |
Correlation
The correlation between LGQG.DE and FTGE.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 19, 2020 | 0.89 |
The correlation between LGQG.DE and FTGE.DE has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
LGQG.DE vs. FTGE.DE — Risk / Return Rank
LGQG.DE
FTGE.DE
LGQG.DE vs. FTGE.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 First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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 | FTGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 3.27 | -1.60 |
| Martin ratioReturn relative to average drawdown | 6.06 | 12.30 | -6.24 |
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 | FTGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.16 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.65 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.88 | -0.36 |
Drawdowns
LGQG.DE vs. FTGE.DE - Drawdown Comparison
The maximum LGQG.DE drawdown since its inception was -38.07%, which is greater than FTGE.DE's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for LGQG.DE and FTGE.DE.
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Drawdown Indicators
| LGQG.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.07% | -26.63% | -11.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -9.38% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -16.12% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.54% | -26.63% | +1.09% |
Current DrawdownCurrent decline from peak | -0.43% | 0.00% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -5.40% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.50% | +0.44% |
Volatility
LGQG.DE vs. FTGE.DE - Volatility Comparison
Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) has a higher volatility of 4.76% compared to First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) at 3.83%. This indicates that LGQG.DE's price experiences larger fluctuations and is considered to be riskier than FTGE.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 | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 3.83% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 11.63% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.03% | 14.23% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 17.58% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 18.41% | -0.95% |
LGQG.DE vs. FTGE.DE - Expense Ratio Comparison
LGQG.DE has a 0.12% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.
Dividends
LGQG.DE vs. FTGE.DE - Dividend Comparison
Neither LGQG.DE nor FTGE.DE has paid dividends to shareholders.
Frequently Asked Questions
LGQG.DE and FTGE.DE have a correlation of 0.87, 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 FTGE.DE.
LGQG.DE tracks MSCI EMU ESG Broad CTB Select, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. They also come from different issuers: Amundi and First Trust. Their fees differ too: 0.12% for LGQG.DE and 0.65% for FTGE.DE.
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