LGWS.DE vs. EUN0.DE
LGWS.DE (Lyxor MSCI EMU Value UCITS ETF Dist) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - LGWS.DE tracks the MSCI EMU Value while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 5 years, LGWS.DE returned 12.16%/yr vs 7.36%/yr for EUN0.DE. A 0.73 correlation means they provide meaningful diversification when combined. LGWS.DE charges 0.40%/yr vs 0.25%/yr for EUN0.DE.
Performance
LGWS.DE vs. EUN0.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 EUN0.DE's 5.60% 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*
- —
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
LGWS.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGWS.DE Lyxor MSCI EMU Value UCITS ETF Dist | 7.09% | 37.06% | 9.12% | 14.07% | -5.04% | 19.93% | -7.89% | 19.62% | -14.49% | 2.66% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 1.66% |
Correlation
The correlation between LGWS.DE and EUN0.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2017 | 0.73 |
The correlation between LGWS.DE and EUN0.DE has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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Return for Risk
LGWS.DE vs. EUN0.DE — Risk / Return Rank
LGWS.DE
EUN0.DE
LGWS.DE vs. EUN0.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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.11 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.76 | +1.65 |
| Martin ratioReturn relative to average drawdown | 8.24 | 1.97 | +6.26 |
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 | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.62 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.66 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.63 | -0.17 |
Drawdowns
LGWS.DE vs. EUN0.DE - Drawdown Comparison
The maximum LGWS.DE drawdown since its inception was -41.73%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for LGWS.DE and EUN0.DE.
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Drawdown Indicators
| LGWS.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.73% | -30.68% | -11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -7.16% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -14.65% | -10.73% | -3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -22.84% | -19.64% | -3.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.68% | — |
Current DrawdownCurrent decline from peak | -1.49% | -3.12% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -4.69% | -2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.76% | -0.16% |
Volatility
LGWS.DE vs. EUN0.DE - Volatility Comparison
Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) has a higher volatility of 3.59% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that LGWS.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 3.03% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 7.20% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.04% | 8.77% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 11.02% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 12.51% | +5.42% |
LGWS.DE vs. EUN0.DE - Expense Ratio Comparison
LGWS.DE has a 0.40% expense ratio, which is higher than EUN0.DE's 0.25% expense ratio.
Dividends
LGWS.DE vs. EUN0.DE - Dividend Comparison
LGWS.DE's dividend yield for the trailing twelve months is around 3.07%, while EUN0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 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 EUN0.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN0.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for LGWS.DE.
LGWS.DE tracks MSCI EMU Value, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.40% for LGWS.DE and 0.25% for EUN0.DE.
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