LGWS.DE vs. ASWA.DE
LGWS.DE (Lyxor MSCI EMU Value UCITS ETF Dist) and ASWA.DE (HANetf European Green Deal UCITS ETF Acc) are both Europe Equities funds - LGWS.DE tracks the MSCI EMU Value while ASWA.DE tracks the SGI European Green Deal ESG Screened. Both are passively managed. Over the past year, LGWS.DE returned 21.46% vs 0.26% for ASWA.DE. A 0.66 correlation means they provide meaningful diversification when combined. LGWS.DE charges 0.40%/yr vs 0.60%/yr for ASWA.DE.
Performance
LGWS.DE vs. ASWA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LGWS.DE achieves a 7.09% return, which is significantly higher than ASWA.DE's -10.58% return.
LGWS.DE
- 1D
- 0.43%
- 1M
- 2.56%
- YTD
- 7.09%
- 6M
- 10.63%
- 1Y
- 21.46%
- 3Y*
- 18.49%
- 5Y*
- 12.16%
- 10Y*
- —
ASWA.DE
- 1D
- -0.09%
- 1M
- 0.41%
- YTD
- -10.58%
- 6M
- -9.71%
- 1Y
- 0.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LGWS.DE vs. ASWA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LGWS.DE Lyxor MSCI EMU Value UCITS ETF Dist | 7.09% | 37.06% | 9.12% | -0.11% |
ASWA.DE HANetf European Green Deal UCITS ETF Acc | -10.58% | 26.07% | -11.37% | -2.40% |
Correlation
The correlation between LGWS.DE and ASWA.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.66 |
Over the past year, the correlation between LGWS.DE and ASWA.DE has dropped to 0.44 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
LGWS.DE vs. ASWA.DE — Risk / Return Rank
LGWS.DE
ASWA.DE
LGWS.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.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.
| LGWS.DE | ASWA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.06 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.01 | +2.40 |
| Martin ratioReturn relative to average drawdown | 8.24 | 0.03 | +8.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGWS.DE | ASWA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.01 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | -0.04 | +0.50 |
Drawdowns
LGWS.DE vs. ASWA.DE - Drawdown Comparison
The maximum LGWS.DE drawdown since its inception was -41.73%, which is greater than ASWA.DE's maximum drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for LGWS.DE and ASWA.DE.
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Drawdown Indicators
| LGWS.DE | ASWA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.73% | -30.36% | -11.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -30.36% | +21.48% |
Max Drawdown (3Y)Largest decline over 3 years | -14.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.84% | — | — |
Current DrawdownCurrent decline from peak | -1.49% | -23.85% | +22.36% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -8.15% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 10.54% | -7.94% |
Volatility
LGWS.DE vs. ASWA.DE - Volatility Comparison
The current volatility for Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) is 3.59%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 7.52%. This indicates that LGWS.DE experiences smaller price fluctuations and is considered to be less risky than ASWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGWS.DE | ASWA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 7.52% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 37.06% | -26.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.04% | 33.68% | -20.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 24.72% | -9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 24.72% | -6.79% |
LGWS.DE vs. ASWA.DE - Expense Ratio Comparison
LGWS.DE has a 0.40% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.
Dividends
LGWS.DE vs. ASWA.DE - Dividend Comparison
LGWS.DE's dividend yield for the trailing twelve months is around 3.07%, while ASWA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ASWA.DE HANetf European Green Deal UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LGWS.DE Lyxor MSCI EMU Value UCITS ETF Dist | 3.07% | 3.29% | 4.24% | 0.00% | 4.69% | 2.83% | 2.72% | 4.37% | 4.77% | 0.38% |
Frequently Asked Questions
LGWS.DE and ASWA.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LGWS.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGWS.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for ASWA.DE.
LGWS.DE tracks MSCI EMU Value, while ASWA.DE tracks SGI European Green Deal ESG Screened. They also come from different issuers: Amundi and HANetf. Their fees differ too: 0.40% for LGWS.DE and 0.60% for ASWA.DE.
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