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LGQI.DE vs. ZPRG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGQI.DE vs. ZPRG.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 SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist
9.35%9.73%15.24%5.20%1.74%20.03%-11.62%20.29%-6.25%2.10%
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
4.09%5.03%13.19%3.49%-1.17%25.19%-17.51%23.62%-5.27%4.22%

Returns By Period

In the year-to-date period, LGQI.DE achieves a 9.35% return, which is significantly higher than ZPRG.DE's 4.09% return. Over the past 10 years, LGQI.DE has outperformed ZPRG.DE with an annualized return of 6.97%, while ZPRG.DE has yielded a comparatively lower 6.27% annualized return.


LGQI.DE

1D
0.34%
1M
-2.65%
YTD
9.35%
6M
11.29%
1Y
11.91%
3Y*
12.11%
5Y*
9.98%
10Y*
6.97%

ZPRG.DE

1D
0.46%
1M
-2.99%
YTD
4.09%
6M
7.58%
1Y
8.41%
3Y*
9.92%
5Y*
6.73%
10Y*
6.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both LGQI.DE and ZPRG.DE have an expense ratio of 0.45%.


Return for Risk

LGQI.DE vs. ZPRG.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: 4848
Overall Rank
LGQI.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LGQI.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
LGQI.DE Omega Ratio Rank: 4949
Omega Ratio Rank
LGQI.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
LGQI.DE Martin Ratio Rank: 4848
Martin Ratio Rank

ZPRG.DE
ZPRG.DE Risk / Return Rank: 3434
Overall Rank
ZPRG.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ZPRG.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZPRG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
ZPRG.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
ZPRG.DE Martin Ratio Rank: 4242
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. ZPRG.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 SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.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.DEZPRG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.67

+0.34

Sortino ratio

Return per unit of downside risk

1.41

0.95

+0.46

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.26

0.96

+0.31

Martin ratio

Return relative to average drawdown

5.35

4.46

+0.89

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

The current LGQI.DE Sharpe Ratio is 1.01, which is higher than the ZPRG.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of LGQI.DE and ZPRG.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.


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Sharpe Ratios by Period


LGQI.DEZPRG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.67

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.54

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.42

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.44

+0.18

Correlation

The correlation between LGQI.DE and ZPRG.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LGQI.DE vs. ZPRG.DE - Dividend Comparison

LGQI.DE's dividend yield for the trailing twelve months is around 3.11%, less than ZPRG.DE's 4.02% yield.


TTM20252024202320222021202020192018201720162015
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist
3.11%3.40%4.18%4.56%5.04%3.60%4.16%4.52%4.72%4.16%4.06%4.37%
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
4.02%4.25%3.73%4.22%4.49%3.57%3.98%3.44%3.95%3.36%3.62%3.80%

Drawdowns

LGQI.DE vs. ZPRG.DE - Drawdown Comparison

The maximum LGQI.DE drawdown since its inception was -33.28%, smaller than the maximum ZPRG.DE drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for LGQI.DE and ZPRG.DE.


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Drawdown Indicators


LGQI.DEZPRG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.28%

-42.08%

+8.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-11.88%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-13.08%

-18.50%

+5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.28%

-42.08%

+8.80%

Current Drawdown

Current decline from peak

-2.67%

-3.61%

+0.94%

Average Drawdown

Average peak-to-trough decline

-4.68%

-6.69%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.04%

+0.52%

Volatility

LGQI.DE vs. ZPRG.DE - Volatility Comparison

Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) has a higher volatility of 3.64% compared to SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) at 2.92%. This indicates that LGQI.DE's price experiences larger fluctuations and is considered to be riskier than ZPRG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGQI.DEZPRG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

2.92%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

6.77%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

12.49%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.78%

12.42%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

15.00%

-2.24%