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LGQG.DE vs. PRAZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGQG.DE vs. PRAZ.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 Eurozone UCITS ETF (PRAZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LGQG.DE having a 9.48% return and PRAZ.DE slightly lower at 9.30%.


LGQG.DE

1D
0.52%
1M
2.75%
YTD
9.48%
6M
11.21%
1Y
18.07%
3Y*
16.09%
5Y*
10.31%
10Y*

PRAZ.DE

1D
0.60%
1M
2.10%
YTD
9.30%
6M
10.97%
1Y
18.30%
3Y*
16.37%
5Y*
10.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
LGQG.DE
Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc
9.48%22.78%11.08%18.21%-13.16%22.67%-0.18%
PRAZ.DE
Amundi Prime Eurozone UCITS ETF
9.30%24.75%9.66%19.29%-11.83%26.38%-4.68%

Correlation

The correlation between LGQG.DE and PRAZ.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2020

0.84

The correlation between LGQG.DE and PRAZ.DE shifts across timeframes, from 0.84 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LGQG.DE vs. PRAZ.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

PRAZ.DE
PRAZ.DE Risk / Return Rank: 3737
Overall Rank
PRAZ.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PRAZ.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRAZ.DE Omega Ratio Rank: 3737
Omega Ratio Rank
PRAZ.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PRAZ.DE Martin Ratio Rank: 4141
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. PRAZ.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 Eurozone UCITS ETF (PRAZ.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.DEPRAZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.23

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.67

1.78

-0.12

Martin ratioReturn relative to average drawdown

6.06

6.54

-0.48

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

The current LGQG.DE Sharpe Ratio is 1.19, which is comparable to the PRAZ.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of LGQG.DE and PRAZ.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.


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Sharpe Ratios by Period


LGQG.DEPRAZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.25

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.64

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.55

-0.03

Drawdowns

LGQG.DE vs. PRAZ.DE - Drawdown Comparison

The maximum LGQG.DE drawdown since its inception was -38.07%, which is greater than PRAZ.DE's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for LGQG.DE and PRAZ.DE.


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Drawdown Indicators


LGQG.DEPRAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.07%

-29.52%

-8.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-10.45%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

-15.46%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.54%

-24.09%

-1.45%

Current Drawdown

Current decline from peak

-0.43%

-0.37%

-0.06%

Average Drawdown

Average peak-to-trough decline

-5.69%

-6.18%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.86%

+0.08%

Volatility

LGQG.DE vs. PRAZ.DE - Volatility Comparison

Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE) have volatilities of 4.76% and 4.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGQG.DEPRAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.69%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

12.25%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

14.95%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

16.99%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

19.16%

-1.70%

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

LGQG.DE has a 0.12% expense ratio, which is higher than PRAZ.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. PRAZ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, LGQG.DE and PRAZ.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.

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

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

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

Portfolio Optimizer

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