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QDVX.DE vs. LGGE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVX.DE vs. LGGE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDVX.DE achieves a 4.78% return, which is significantly lower than LGGE.DE's 11.27% return.


QDVX.DE

1D
0.51%
1M
-0.32%
YTD
4.78%
6M
6.26%
1Y
7.42%
3Y*
10.77%
5Y*
10.16%
10Y*

LGGE.DE

1D
0.15%
1M
-0.22%
YTD
11.27%
6M
15.32%
1Y
26.49%
3Y*
24.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVX.DE vs. LGGE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
4.78%11.35%10.70%15.30%0.75%7.08%
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
11.27%38.29%14.07%17.18%-3.86%7.23%

Correlation

The correlation between QDVX.DE and LGGE.DE is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

0.83

The correlation between QDVX.DE and LGGE.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

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Return for Risk

QDVX.DE vs. LGGE.DE — Risk / Return Rank

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

QDVX.DE
QDVX.DE Risk / Return Rank: 2121
Overall Rank
QDVX.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2121
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 2323
Martin Ratio Rank

LGGE.DE
LGGE.DE Risk / Return Rank: 6969
Overall Rank
LGGE.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LGGE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
LGGE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
LGGE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LGGE.DE Martin Ratio Rank: 7171
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.

QDVX.DE vs. LGGE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.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.


QDVX.DELGGE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.13

1.40

-0.27

Calmar ratioReturn relative to maximum drawdown

0.94

3.61

-2.67

Martin ratioReturn relative to average drawdown

2.94

13.07

-10.13

QDVX.DE vs. LGGE.DE - Sharpe Ratio Comparison

The current QDVX.DE Sharpe Ratio is 0.69, which is lower than the LGGE.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of QDVX.DE and LGGE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QDVX.DELGGE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

2.19

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.13

-0.62

Drawdowns

QDVX.DE vs. LGGE.DE - Drawdown Comparison

The maximum QDVX.DE drawdown since its inception was -38.46%, which is greater than LGGE.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and LGGE.DE.


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Drawdown Indicators


QDVX.DELGGE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-20.11%

-18.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-7.28%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-14.71%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

Current Drawdown

Current decline from peak

-2.25%

-2.09%

-0.16%

Average Drawdown

Average peak-to-trough decline

-4.70%

-3.23%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.01%

+0.62%

Volatility

QDVX.DE vs. LGGE.DE - Volatility Comparison

iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LGGE.DE) have volatilities of 3.58% and 3.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVX.DELGGE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

3.60%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

9.47%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

11.99%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

14.60%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

14.60%

+0.75%

QDVX.DE vs. LGGE.DE - Expense Ratio Comparison

QDVX.DE has a 0.28% expense ratio, which is higher than LGGE.DE's 0.25% expense ratio.


Dividends

QDVX.DE vs. LGGE.DE - Dividend Comparison

QDVX.DE's dividend yield for the trailing twelve months is around 3.21%, more than LGGE.DE's 3.13% yield.


PositionTTM202520242023202220212020201920182017
LGGE.DE
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
3.13%3.47%4.37%4.43%4.18%1.52%0.00%0.00%0.00%0.00%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.21%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.19%1.56%

Frequently Asked Questions


QDVX.DE and LGGE.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGGE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGGE.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for QDVX.DE.

QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while LGGE.DE tracks FTSE Developed Europe ex UK All Cap ex CW ex TC ex REITS Dividend Growth with Quality. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.28% for QDVX.DE and 0.25% for LGGE.DE.

Portfolio Optimizer

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