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Issuer
L&G
Inception Date
Apr 12, 2021
Leveraged
1x (No leverage)
Index Tracked
L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

LDAP.L Performance Chart

L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L) is up 17.1% since the beginning of the year. LDAP.L is currently trading at $13 per share. Investors who bought $1,000 worth of LDAP.L shares 5 years ago would now be looking at an investment worth $1,584.


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S&P 500 Index

Returns By Period

L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L) has returned 17.12% so far this year and 24.38% over the past 12 months.


L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis

1D
1.71%
1M
-1.56%
6M
15.58%
YTD
17.12%
1Y
24.38%
3Y*
20.08%
5Y*
9.64%
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)

LDAP.L Monthly Returns History

Based on dividend-adjusted daily data since Apr 12, 2021, LDAP.L's average daily return is -0.02%, while the average monthly return is -0.70%.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +14.0%, while the worst month was Apr 2021 at -99.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LDAP.L closed higher 50% of trading days. The best single day was Jan 25, 2023 with a return of +23.6%, while the worst single day was Apr 15, 2021 at -99.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.07%7.34%-8.39%6.93%1.88%-4.33%4.77%17.12%
20251.61%-0.23%-0.20%4.48%6.81%7.32%2.64%4.95%0.84%1.72%0.71%0.56%35.59%
2024-2.40%5.03%2.05%-2.32%2.03%1.02%2.00%2.40%4.09%-6.63%2.00%-4.82%3.81%
20238.37%-5.88%-0.59%0.24%-4.37%3.90%4.21%-4.84%-2.10%-4.26%8.12%7.55%9.13%
2022-2.46%2.31%2.35%-3.66%-0.53%-9.30%2.49%-2.66%-12.15%1.51%14.04%1.13%-8.93%
2021-98.98%2.54%-0.32%-3.17%0.30%-3.35%1.76%-5.28%5.44%-99.00%

Benchmark Metrics

L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis has an annualized alpha of -12.19%, beta of 0.38, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 12, 2021.

  • This ETF participated in 89.98% of S&P 500 Index downside but only -117.31% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.38 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 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
-12.19%
Beta
0.38
0.01
Upside Capture
-117.31%
Downside Capture
89.98%

Expense Ratio

LDAP.L has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LDAP.L ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


LDAP.L Risk / Return Rank: 5555
Overall Rank
LDAP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LDAP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
LDAP.L Omega Ratio Rank: 5454
Omega Ratio Rank
LDAP.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
LDAP.L Martin Ratio Rank: 4646
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 APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.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.


LDAP.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

2.31

2.35

-0.04

Martin ratioReturn relative to average drawdown

6.22

10.19

-3.97

Dividends

Dividend History

L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis provided a 3.83% dividend yield over the last twelve months, with an annual payout of $0.49 per share.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%$0.00$0.10$0.20$0.30$0.40$0.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.49$0.48$0.42$0.46$0.42$0.22

Dividend yield

3.83%4.23%4.86%5.25%4.92%2.23%

Monthly Dividends

The table displays the monthly dividend distributions for L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.09$0.00$0.00$0.19$0.00$0.28
2025$0.00$0.00$0.07$0.00$0.00$0.19$0.00$0.00$0.10$0.00$0.00$0.11$0.48
2024$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.11$0.00$0.00$0.08$0.42
2023$0.00$0.00$0.15$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.12$0.46
2022$0.00$0.00$0.13$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.07$0.42
2021$0.06$0.00$0.00$0.09$0.00$0.00$0.07$0.22

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 APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis. 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 APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis was 99.33%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis drawdown is 98.38%.


Drawdown

Fall

Recovery

Underwater

Related event

-99.33%Oct 2022
1y 6mo
5y 3moApr 2021 - now
Bear market2022
-0.40%Apr 2021
0s1d
1dApr 2021 - Apr 2021

Drawdown Indicators


LDAP.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.33%

-56.78%

-42.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-9.10%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.47%

-18.90%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-34.61%

-25.43%

-9.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-98.38%

-0.49%

-97.89%

Average Drawdown

Average peak-to-trough decline

-98.71%

-10.70%

-88.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

2.09%

+1.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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