LGQG.DE vs. XESP.DE
LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc) and XESP.DE (Xtrackers Spanish Equity UCITS ETF) are both Europe Equities funds - LGQG.DE tracks the MSCI EMU ESG Broad CTB Select while XESP.DE tracks the Solactive Spain 40. Both are passively managed. Over the past 5 years, LGQG.DE returned 10.31%/yr vs 18.91%/yr for XESP.DE. Their correlation of 0.82 suggests significant overlap in exposure. LGQG.DE charges 0.12%/yr vs 0.30%/yr for XESP.DE.
Performance
LGQG.DE vs. XESP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LGQG.DE achieves a 9.48% return, which is significantly higher than XESP.DE's 7.33% 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*
- —
XESP.DE
- 1D
- 0.58%
- 1M
- 1.35%
- YTD
- 7.33%
- 6M
- 11.94%
- 1Y
- 34.69%
- 3Y*
- 29.44%
- 5Y*
- 18.91%
- 10Y*
- —
LGQG.DE vs. XESP.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% |
XESP.DE Xtrackers Spanish Equity UCITS ETF | 7.33% | 58.64% | 14.65% | 26.79% | -1.62% | 10.88% | -10.20% | 15.86% | -12.41% | -1.20% |
Correlation
The correlation between LGQG.DE and XESP.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.82 |
The correlation between LGQG.DE and XESP.DE has been stable across timeframes, ranging from 0.78 to 0.84 - 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. XESP.DE — Risk / Return Rank
LGQG.DE
XESP.DE
LGQG.DE vs. XESP.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 Xtrackers Spanish Equity UCITS ETF (XESP.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 | XESP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 3.51 | -1.84 |
| Martin ratioReturn relative to average drawdown | 6.06 | 12.31 | -6.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LGQG.DE | XESP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.12 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 1.12 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.55 | -0.03 |
Drawdowns
LGQG.DE vs. XESP.DE - Drawdown Comparison
The maximum LGQG.DE drawdown since its inception was -38.07%, roughly equal to the maximum XESP.DE drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for LGQG.DE and XESP.DE.
Loading charts...
Drawdown Indicators
| LGQG.DE | XESP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.07% | -39.02% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -10.17% | -0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -12.93% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.54% | -18.59% | -6.95% |
Current DrawdownCurrent decline from peak | -0.43% | -0.54% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -7.37% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.91% | +0.03% |
Volatility
LGQG.DE vs. XESP.DE - Volatility Comparison
Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) has a higher volatility of 4.76% compared to Xtrackers Spanish Equity UCITS ETF (XESP.DE) at 4.48%. This indicates that LGQG.DE's price experiences larger fluctuations and is considered to be riskier than XESP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LGQG.DE | XESP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 4.48% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 14.04% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.03% | 16.86% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 16.68% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 18.78% | -1.32% |
LGQG.DE vs. XESP.DE - Expense Ratio Comparison
LGQG.DE has a 0.12% expense ratio, which is lower than XESP.DE's 0.30% expense ratio.
Dividends
LGQG.DE vs. XESP.DE - Dividend Comparison
Neither LGQG.DE nor XESP.DE has paid dividends to shareholders.
Frequently Asked Questions
LGQG.DE and XESP.DE have a correlation of 0.84, 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 0.30% for XESP.DE.
LGQG.DE tracks MSCI EMU ESG Broad CTB Select, while XESP.DE tracks Solactive Spain 40. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.12% for LGQG.DE and 0.30% for XESP.DE.
Find the right allocation for LGQG.DE and XESP.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