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LGWS.DE vs. FLXD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGWS.DE vs. FLXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and Franklin European Quality Dividend UCITS ETF (FLXD.DE). The values are adjusted to include any dividend payments, if applicable.

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LGWS.DE vs. FLXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGWS.DE
Lyxor MSCI EMU Value UCITS ETF Dist
1.50%37.06%9.12%14.07%-5.04%19.93%-7.89%19.62%-14.49%2.66%
FLXD.DE
Franklin European Quality Dividend UCITS ETF
10.07%24.53%12.30%10.31%-0.48%16.07%-3.54%23.52%-7.81%0.20%

Returns By Period

In the year-to-date period, LGWS.DE achieves a 1.50% return, which is significantly lower than FLXD.DE's 10.07% return.


LGWS.DE

1D
-0.07%
1M
1.45%
YTD
1.50%
6M
9.27%
1Y
20.81%
3Y*
16.91%
5Y*
12.05%
10Y*

FLXD.DE

1D
0.14%
1M
3.01%
YTD
10.07%
6M
14.25%
1Y
21.75%
3Y*
18.58%
5Y*
12.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGWS.DE vs. FLXD.DE - Expense Ratio Comparison

LGWS.DE has a 0.40% expense ratio, which is higher than FLXD.DE's 0.25% expense ratio.


Return for Risk

LGWS.DE vs. FLXD.DE — Risk / Return Rank

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

LGWS.DE
LGWS.DE Risk / Return Rank: 7171
Overall Rank
LGWS.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LGWS.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
LGWS.DE Omega Ratio Rank: 6969
Omega Ratio Rank
LGWS.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
LGWS.DE Martin Ratio Rank: 7171
Martin Ratio Rank

FLXD.DE
FLXD.DE Risk / Return Rank: 9090
Overall Rank
FLXD.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FLXD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLXD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
FLXD.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLXD.DE Martin Ratio Rank: 9292
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.

LGWS.DE vs. FLXD.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 Franklin European Quality Dividend UCITS ETF (FLXD.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.DEFLXD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.84

-0.51

Sortino ratio

Return per unit of downside risk

1.73

2.37

-0.64

Omega ratio

Gain probability vs. loss probability

1.27

1.40

-0.13

Calmar ratio

Return relative to maximum drawdown

2.64

5.39

-2.75

Martin ratio

Return relative to average drawdown

9.06

14.52

-5.46

LGWS.DE vs. FLXD.DE - Sharpe Ratio Comparison

The current LGWS.DE Sharpe Ratio is 1.34, which is comparable to the FLXD.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of LGWS.DE and FLXD.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


LGWS.DEFLXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.84

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.10

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.66

-0.23

Correlation

The correlation between LGWS.DE and FLXD.DE is 0.78, 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

LGWS.DE vs. FLXD.DE - Dividend Comparison

LGWS.DE's dividend yield for the trailing twelve months is around 3.24%, less than FLXD.DE's 3.78% yield.


TTM202520242023202220212020201920182017
LGWS.DE
Lyxor MSCI EMU Value UCITS ETF Dist
3.24%3.29%4.24%0.00%4.69%2.83%2.72%4.37%4.77%0.38%
FLXD.DE
Franklin European Quality Dividend UCITS ETF
3.78%4.28%4.31%4.99%5.20%4.61%3.48%4.38%5.45%0.72%

Drawdowns

LGWS.DE vs. FLXD.DE - Drawdown Comparison

The maximum LGWS.DE drawdown since its inception was -41.73%, which is greater than FLXD.DE's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for LGWS.DE and FLXD.DE.


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Drawdown Indicators


LGWS.DEFLXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.73%

-35.10%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-8.92%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.84%

-14.19%

-8.65%

Current Drawdown

Current decline from peak

-4.33%

0.00%

-4.33%

Average Drawdown

Average peak-to-trough decline

-7.07%

-3.93%

-3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.57%

+1.02%

Volatility

LGWS.DE vs. FLXD.DE - Volatility Comparison

Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) has a higher volatility of 5.29% compared to Franklin European Quality Dividend UCITS ETF (FLXD.DE) at 3.49%. This indicates that LGWS.DE's price experiences larger fluctuations and is considered to be riskier than FLXD.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.DEFLXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

3.49%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

6.29%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

11.75%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

11.64%

+3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

14.17%

+3.82%