LGQG.DE vs. PR1E.DE

Last updated Jun 5, 2026

LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds from Amundi - LGQG.DE tracks the MSCI EMU ESG Broad CTB Select while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, LGQG.DE returned 10.31%/yr vs 10.02%/yr for PR1E.DE. Their correlation of 0.95 suggests significant overlap in exposure. LGQG.DE charges 0.12%/yr vs 0.05%/yr for PR1E.DE.

Performance

LGQG.DE vs. PR1E.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 Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGQG.DE achieves a 9.48% return, which is significantly higher than PR1E.DE's 7.72% 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*: —

PR1E.DE

• 1D: 0.46%
• 1M: 0.90%
• YTD: 7.72%
• 6M: 10.13%
• 1Y: 16.32%
• 3Y*: 13.86%
• 5Y*: 10.02%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LGQG.DE vs. PR1E.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%	14.93%
PR1E.DE Amundi Prime Europe UCITS ETF DR (D)	7.72%	20.48%	8.42%	15.89%	-9.34%	25.39%	-3.59%	15.15%

Correlation

The correlation between LGQG.DE and PR1E.DE is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019	0.95

The correlation between LGQG.DE and PR1E.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

Return for Risk

LGQG.DE vs. PR1E.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: 36
LGQG.DE Sharpe Ratio Rank: 34
LGQG.DE Sortino Ratio Rank: 36
LGQG.DE Omega Ratio Rank: 35
LGQG.DE Calmar Ratio Rank: 34
LGQG.DE Martin Ratio Rank: 39

PR1E.DE

PR1E.DE Risk / Return Rank: 39
PR1E.DE Sharpe Ratio Rank: 38
PR1E.DE Sortino Ratio Rank: 38
PR1E.DE Omega Ratio Rank: 38
PR1E.DE Calmar Ratio Rank: 37
PR1E.DE Martin Ratio Rank: 42

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. PR1E.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 Amundi Prime Europe UCITS ETF DR (D) (PR1E.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	PR1E.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.19	1.32	-0.13
Sortino ratio: Return per unit of downside risk	1.81	1.94	-0.13
Omega ratio: Gain probability vs. loss probability	1.23	1.25	-0.02
Calmar ratio: Return relative to maximum drawdown	1.67	1.81	-0.15
Martin ratio: Return relative to average drawdown	6.06	6.80	-0.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LGQG.DE vs. PR1E.DE - Sharpe Ratio Comparison

The current LGQG.DE Sharpe Ratio is 1.19, which is comparable to the PR1E.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of LGQG.DE and PR1E.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.

Sharpe Ratios by Period

	LGQG.DE	PR1E.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	1.32	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.68	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.62	-0.11

Drawdowns

LGQG.DE vs. PR1E.DE - Drawdown Comparison

The maximum LGQG.DE drawdown since its inception was -38.07%, which is greater than PR1E.DE's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for LGQG.DE and PR1E.DE.

Drawdown Indicators

	LGQG.DE	PR1E.DE	Difference
Max Drawdown Largest peak-to-trough decline	-38.07%	-35.98%	-2.09%
Max Drawdown (1Y) Largest decline over 1 year	-10.67%	-9.39%	-1.28%
Max Drawdown (3Y) Largest decline over 3 years	-15.63%	-16.84%	+1.21%
Max Drawdown (5Y) Largest decline over 5 years	-25.54%	-19.66%	-5.88%
Current Drawdown Current decline from peak	-0.43%	-1.61%	+1.18%
Average Drawdown Average peak-to-trough decline	-5.69%	-4.90%	-0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	2.51%	+0.43%

Volatility

LGQG.DE vs. PR1E.DE - Volatility Comparison

Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) has a higher volatility of 4.76% compared to Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) at 4.33%. This indicates that LGQG.DE's price experiences larger fluctuations and is considered to be riskier than PR1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGQG.DE	PR1E.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	4.33%	+0.43%
Volatility (6M) Calculated over the trailing 6-month period	12.30%	10.60%	+1.70%
Volatility (1Y) Calculated over the trailing 1-year period	15.03%	12.88%	+2.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.34%	14.48%	+1.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.46%	16.68%	+0.78%

LGQG.DE vs. PR1E.DE - Expense Ratio Comparison

LGQG.DE has a 0.12% expense ratio, which is higher than PR1E.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

LGQG.DE vs. PR1E.DE - Dividend Comparison

LGQG.DE has not paid dividends to shareholders, while PR1E.DE's dividend yield for the trailing twelve months is around 2.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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%
PR1E.DE Amundi Prime Europe UCITS ETF DR (D)	2.38%	2.56%	2.87%	2.91%	3.15%	2.25%	2.17%	2.73%

Frequently Asked Questions

Can I hold both LGQG.DE and PR1E.DE in my portfolio?

With a correlation of 0.94, LGQG.DE and PR1E.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, LGQG.DE or PR1E.DE?

On fees, PR1E.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LGQG.DE or PR1E.DE?

PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for LGQG.DE.

What is the main difference between LGQG.DE and PR1E.DE?

LGQG.DE tracks MSCI EMU ESG Broad CTB Select, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. Their fees differ too: 0.12% for LGQG.DE and 0.05% for PR1E.DE.