LGWS.DE vs. LCUK.DE
LGWS.DE (Lyxor MSCI EMU Value UCITS ETF Dist) and LCUK.DE (Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist) are both Europe Equities funds from Amundi - LGWS.DE tracks the MSCI EMU Value while LCUK.DE tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, LGWS.DE returned 12.16%/yr vs 10.57%/yr for LCUK.DE. A 0.78 correlation means they provide meaningful diversification when combined. LGWS.DE charges 0.40%/yr vs 0.04%/yr for LCUK.DE.
Performance
LGWS.DE vs. LCUK.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LGWS.DE achieves a 7.09% return, which is significantly higher than LCUK.DE's 6.49% return.
LGWS.DE
- 1D
- 0.43%
- 1M
- 0.69%
- YTD
- 7.09%
- 6M
- 10.67%
- 1Y
- 20.91%
- 3Y*
- 18.49%
- 5Y*
- 12.16%
- 10Y*
- —
LCUK.DE
- 1D
- 0.13%
- 1M
- -0.44%
- YTD
- 6.49%
- 6M
- 9.65%
- 1Y
- 16.97%
- 3Y*
- 14.46%
- 5Y*
- 10.57%
- 10Y*
- —
LGWS.DE vs. LCUK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -12.53% |
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 6.49% | 19.79% | 13.71% | 9.61% | -4.22% | 25.64% | -15.89% | 26.84% | -5.66% |
Correlation
The correlation between LGWS.DE and LCUK.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 | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.78 |
The correlation between LGWS.DE and LCUK.DE has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LGWS.DE vs. LCUK.DE — Risk / Return Rank
LGWS.DE
LCUK.DE
LGWS.DE vs. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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 | LCUK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.04 | +0.37 |
| Martin ratioReturn relative to average drawdown | 8.24 | 7.27 | +0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LGWS.DE | LCUK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.39 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.74 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.02 |
Drawdowns
LGWS.DE vs. LCUK.DE - Drawdown Comparison
The maximum LGWS.DE drawdown since its inception was -41.73%, roughly equal to the maximum LCUK.DE drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for LGWS.DE and LCUK.DE.
Loading charts...
Drawdown Indicators
| LGWS.DE | LCUK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.73% | -41.10% | -0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -8.31% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -14.65% | -16.69% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -22.84% | -16.69% | -6.15% |
Current DrawdownCurrent decline from peak | -1.49% | -2.84% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -5.66% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.33% | +0.27% |
Volatility
LGWS.DE vs. LCUK.DE - Volatility Comparison
The current volatility for Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) is 3.59%, while Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) has a volatility of 4.62%. This indicates that LGWS.DE experiences smaller price fluctuations and is considered to be less risky than LCUK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LGWS.DE | LCUK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 4.62% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 10.28% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.04% | 12.17% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 14.12% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 17.10% | +0.83% |
LGWS.DE vs. LCUK.DE - Expense Ratio Comparison
LGWS.DE has a 0.40% expense ratio, which is higher than LCUK.DE's 0.04% expense ratio.
Dividends
LGWS.DE vs. LCUK.DE - Dividend Comparison
LGWS.DE's dividend yield for the trailing twelve months is around 3.07%, more than LCUK.DE's 2.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 2.84% | 3.03% | 3.73% | 3.09% | 4.08% | 3.76% | 2.95% | 3.36% | 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 LCUK.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, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.40% for LGWS.DE.
LGWS.DE tracks MSCI EMU Value, while LCUK.DE tracks FTSE AllSh TR GBP. Their fees differ too: 0.40% for LGWS.DE and 0.04% for LCUK.DE.
Find the right allocation for LGWS.DE and LCUK.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer