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L&G Clean Water UCITS ETF (GLGG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BK5BC891
WKNA2PM52
IssuerLegal & General
Inception DateJun 26, 2019
CategoryWater Equities
Index TrackedS&P Global Water TR
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

GLGG.L has a high expense ratio of 0.49%, indicating higher-than-average management fees.


Expense ratio chart for GLGG.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


L&G Clean Water UCITS ETF

Popular comparisons: GLGG.L vs. SPY, GLGG.L vs. CGW

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in L&G Clean Water UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchApril
70.81%
69.89%
GLGG.L (L&G Clean Water UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

L&G Clean Water UCITS ETF had a return of 3.79% year-to-date (YTD) and 17.95% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.79%5.57%
1 month-2.26%-4.16%
6 months18.58%20.07%
1 year17.95%20.82%
5 years (annualized)N/A11.56%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.77%6.97%3.16%
2023-1.07%5.49%8.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GLGG.L is 43, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of GLGG.L is 4343
L&G Clean Water UCITS ETF(GLGG.L)
The Sharpe Ratio Rank of GLGG.L is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of GLGG.L is 3434Sortino Ratio Rank
The Omega Ratio Rank of GLGG.L is 6464Omega Ratio Rank
The Calmar Ratio Rank of GLGG.L is 5656Calmar Ratio Rank
The Martin Ratio Rank of GLGG.L is 3232Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for L&G Clean Water UCITS ETF (GLGG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GLGG.L
Sharpe ratio
The chart of Sharpe ratio for GLGG.L, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.005.000.38
Sortino ratio
The chart of Sortino ratio for GLGG.L, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.000.94
Omega ratio
The chart of Omega ratio for GLGG.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.501.24
Calmar ratio
The chart of Calmar ratio for GLGG.L, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.000.84
Martin ratio
The chart of Martin ratio for GLGG.L, currently valued at 1.53, compared to the broader market0.0020.0040.0060.001.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.005.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market0.0020.0040.0060.006.92

Sharpe Ratio

The current L&G Clean Water UCITS ETF Sharpe ratio is 0.38. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of L&G Clean Water UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchApril
0.38
1.52
GLGG.L (L&G Clean Water UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


L&G Clean Water UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchApril
-19.98%
-3.73%
GLGG.L (L&G Clean Water UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Clean Water 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 Clean Water UCITS ETF was 27.08%, occurring on Mar 23, 2020. Recovery took 138 trading sessions.

The current L&G Clean Water UCITS ETF drawdown is 19.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.08%Feb 20, 202023Mar 23, 2020138Oct 12, 2020161
-21.96%Feb 29, 202433Apr 17, 2024
-19.97%Nov 17, 20233Nov 21, 202360Feb 16, 202463
-18.82%Nov 23, 2021139Jun 16, 2022161Feb 3, 2023300
-11.67%Feb 6, 2023180Oct 23, 202318Nov 16, 2023198

Volatility

Volatility Chart

The current L&G Clean Water UCITS ETF volatility is 3.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchApril
3.54%
4.78%
GLGG.L (L&G Clean Water UCITS ETF)
Benchmark (^GSPC)