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Inception Date
May 26, 2021
Leveraged
1x (No leverage)
Index Tracked
Legal & General UCITS ETF PLC - L&G Digital Payments UCITS ETF
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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L&G Digital Payments UCITS ETF

Performance

DPAY.L Performance Chart

L&G Digital Payments UCITS ETF (DPAY.L) is up 2.5% since the beginning of the year. DPAY.L is currently trading at $8 per share. Investors who bought $1,000 worth of DPAY.L shares 5 years ago would now be looking at an investment worth $746.


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S&P 500 Index

Returns By Period

L&G Digital Payments UCITS ETF (DPAY.L) has returned 2.53% so far this year and -5.75% over the past 12 months.


L&G Digital Payments UCITS ETF

1D
2.94%
1M
10.78%
6M
4.05%
YTD
2.53%
1Y
-5.75%
3Y*
3.47%
5Y*
-5.68%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPAY.L Monthly Returns History

Based on dividend-adjusted daily data since May 26, 2021, DPAY.L's average daily return is -0.01%, while the average monthly return is -0.21%.

Historically, 49% of months were positive and 51% were negative. The best month was Nov 2023 with a return of +17.2%, while the worst month was Nov 2021 at -13.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DPAY.L closed higher 49% of trading days. The best single day was Nov 10, 2022 with a return of +6.7%, while the worst single day was Jan 24, 2022 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.39%-4.31%-8.87%11.00%0.14%3.30%7.08%2.53%
20254.33%-9.72%-7.61%2.56%7.06%8.93%-4.75%6.36%-4.10%-5.01%-3.47%0.27%-7.05%
2024-4.09%4.12%5.37%-8.45%-0.73%0.44%4.55%2.25%1.10%2.72%11.64%-4.15%14.10%
202314.68%-4.17%0.62%-0.62%-2.95%6.24%6.78%-7.90%-7.50%-10.99%17.18%12.54%20.99%
2022-9.73%-4.16%-0.00%-9.62%-4.50%-11.46%9.93%-3.55%-5.18%4.94%1.68%-3.14%-31.30%
20211.18%2.73%-1.14%1.15%-4.84%-2.89%-13.66%1.43%-15.88%

Benchmark Metrics

L&G Digital Payments UCITS ETF has an annualized alpha of -11.56%, beta of 0.73, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.

  • This ETF participated in 145.81% of S&P 500 Index downside but only 76.36% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.23 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-11.56%
Beta
0.73
0.23
Upside Capture
76.36%
Downside Capture
145.81%

Expense Ratio

DPAY.L has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DPAY.L ranks 7 for risk / return — in the bottom 7% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DPAY.L Risk / Return Rank: 77
Overall Rank
DPAY.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DPAY.L Sortino Ratio Rank: 77
Sortino Ratio Rank
DPAY.L Omega Ratio Rank: 77
Omega Ratio Rank
DPAY.L Calmar Ratio Rank: 77
Calmar Ratio Rank
DPAY.L Martin Ratio Rank: 77
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for L&G Digital Payments UCITS ETF (DPAY.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DPAY.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

0.98

1.31

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.21

2.35

-2.56

Martin ratioReturn relative to average drawdown

-0.38

10.19

-10.57

Dividends

Dividend History


L&G Digital Payments UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Digital Payments UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the L&G Digital Payments UCITS ETF was 50.59%, occurring on Oct 30, 2023. The portfolio has not yet recovered.

The current L&G Digital Payments UCITS ETF drawdown is 28.35%.


Drawdown

Fall

Recovery

Underwater

Related event

-50.59%Oct 2023
2y 4mo
5y 19dJun 2021 - now
-0.57%Jun 2021
1d1d
2dJun 2021 - Jun 2021
-0.39%Jun 2021
1d4d
5dJun 2021 - Jun 2021
-0.38%Jun 2021
0s3d
3dJun 2021 - Jun 2021
-0.19%Jun 2021
0s1d
1dJun 2021 - Jun 2021

Drawdown Indicators


DPAY.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.59%

-56.78%

+6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-27.54%

-9.10%

-18.44%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

-18.90%

-8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-50.27%

-25.43%

-24.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-28.35%

-0.49%

-27.86%

Average Drawdown

Average peak-to-trough decline

-31.89%

-10.70%

-21.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.23%

2.09%

+13.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DPAY.L

Add L&G Digital Payments UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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