PortfoliosLab logoPortfoliosLab logo
LGQI.DE vs. WEBN.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGQI.DE vs. WEBN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LGQI.DE vs. WEBN.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LGQI.DE achieves a 10.35% return, which is significantly higher than WEBN.DE's -0.91% return.


LGQI.DE

1D
0.92%
1M
0.13%
YTD
10.35%
6M
12.72%
1Y
14.26%
3Y*
12.33%
5Y*
10.18%
10Y*
7.03%

WEBN.DE

1D
-0.16%
1M
-2.86%
YTD
-0.91%
6M
2.33%
1Y
14.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LGQI.DE vs. WEBN.DE - Expense Ratio Comparison

LGQI.DE has a 0.45% expense ratio, which is higher than WEBN.DE's 0.07% expense ratio.


Return for Risk

LGQI.DE vs. WEBN.DE — Risk / Return Rank

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

LGQI.DE
LGQI.DE Risk / Return Rank: 5555
Overall Rank
LGQI.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LGQI.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
LGQI.DE Omega Ratio Rank: 6161
Omega Ratio Rank
LGQI.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
LGQI.DE Martin Ratio Rank: 4747
Martin Ratio Rank

WEBN.DE
WEBN.DE Risk / Return Rank: 6060
Overall Rank
WEBN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 4343
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
WEBN.DE Martin Ratio Rank: 8787
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.

LGQI.DE vs. WEBN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.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.


LGQI.DEWEBN.DEDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.87

+0.35

Sortino ratio

Return per unit of downside risk

1.67

1.24

+0.43

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

1.35

2.97

-1.62

Martin ratio

Return relative to average drawdown

5.71

11.85

-6.14

LGQI.DE vs. WEBN.DE - Sharpe Ratio Comparison

The current LGQI.DE Sharpe Ratio is 1.22, which is higher than the WEBN.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of LGQI.DE and WEBN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LGQI.DEWEBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.87

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.64

-0.02

Correlation

The correlation between LGQI.DE and WEBN.DE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LGQI.DE vs. WEBN.DE - Dividend Comparison

LGQI.DE's dividend yield for the trailing twelve months is around 3.08%, while WEBN.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist
3.08%3.40%4.18%4.56%5.04%3.60%4.16%4.52%4.72%4.16%4.06%4.37%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LGQI.DE vs. WEBN.DE - Drawdown Comparison

The maximum LGQI.DE drawdown since its inception was -33.28%, which is greater than WEBN.DE's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for LGQI.DE and WEBN.DE.


Loading graphics...

Drawdown Indicators


LGQI.DEWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.28%

-21.22%

-12.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-8.77%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-13.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.28%

Current Drawdown

Current decline from peak

-1.78%

-4.18%

+2.40%

Average Drawdown

Average peak-to-trough decline

-4.68%

-3.36%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.66%

+0.90%

Volatility

LGQI.DE vs. WEBN.DE - Volatility Comparison

The current volatility for Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) is 3.72%, while Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) has a volatility of 4.50%. This indicates that LGQI.DE experiences smaller price fluctuations and is considered to be less risky than WEBN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LGQI.DEWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

4.50%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

8.74%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

16.13%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.79%

15.10%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

15.10%

-2.34%