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L&G Quality Equity Dividends ESG Exclusions Europe...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BMYDM919
WKNA2QK9U
IssuerLegal & General
Inception DateApr 12, 2021
CategoryEurope Equities
Leveraged1x
Index TrackedMSCI Europe Ex UK NR EUR
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

LDEG.L has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for LDEG.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


Popular comparisons: LDEG.L vs. LDUK.L, LDEG.L vs. EUDV, LDEG.L vs. FLXD.L, LDEG.L vs. VUSA.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in L&G Quality Equity Dividends ESG Exclusions Europe ex-UK 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.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-5.80%
10.77%
LDEG.L (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF)
Benchmark (^GSPC)

Returns By Period

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF had a return of 3.79% year-to-date (YTD) and 11.32% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.79%25.70%
1 month-2.12%3.51%
6 months-5.70%14.80%
1 year11.32%37.91%
5 years (annualized)N/A14.18%
10 years (annualized)N/A11.41%

Monthly Returns

The table below presents the monthly returns of LDEG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.03%2.28%3.48%0.10%5.01%-5.37%1.74%0.89%-0.75%-1.31%3.79%
20234.71%2.63%-4.16%2.66%-4.03%-0.76%3.41%-1.89%0.42%-2.52%4.80%4.45%9.46%
2022-0.82%-4.82%2.64%-0.61%2.24%-10.49%1.18%-0.44%-4.69%6.03%7.69%1.44%-2.00%
2021-0.04%1.21%-2.24%1.10%2.26%-2.06%2.22%-2.07%2.49%2.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LDEG.L is 18, indicating that it is in the bottom 18% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of LDEG.L is 1818
Combined Rank
The Sharpe Ratio Rank of LDEG.L is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of LDEG.L is 1313Sortino Ratio Rank
The Omega Ratio Rank of LDEG.L is 2424Omega Ratio Rank
The Calmar Ratio Rank of LDEG.L is 3131Calmar Ratio Rank
The Martin Ratio Rank of LDEG.L is 1212Martin 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 Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LDEG.L
Sharpe ratio
The chart of Sharpe ratio for LDEG.L, currently valued at 0.45, compared to the broader market-2.000.002.004.006.000.45
Sortino ratio
The chart of Sortino ratio for LDEG.L, currently valued at 0.86, compared to the broader market0.005.0010.000.86
Omega ratio
The chart of Omega ratio for LDEG.L, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for LDEG.L, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.81
Martin ratio
The chart of Martin ratio for LDEG.L, currently valued at 1.29, compared to the broader market0.0020.0040.0060.0080.00100.001.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF Sharpe ratio is 0.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of L&G Quality Equity Dividends ESG Exclusions Europe ex-UK 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.45
2.11
LDEG.L (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


L&G Quality Equity Dividends ESG Exclusions Europe ex-UK 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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.03%
-0.39%
LDEG.L (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Quality Equity Dividends ESG Exclusions Europe ex-UK 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 Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF was 18.70%, occurring on Oct 13, 2022. Recovery took 70 trading sessions.

The current L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF drawdown is 12.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.7%Nov 12, 2021229Oct 13, 202270Jan 24, 2023299
-14.39%Feb 29, 2024109Aug 5, 2024
-11.27%Mar 7, 202383Jul 6, 2023157Feb 16, 2024240
-5.45%Aug 16, 202125Sep 20, 202130Nov 1, 202155
-5.03%Jun 8, 202130Jul 19, 202119Aug 13, 202149

Volatility

Volatility Chart

The current L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF volatility is 2.62%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
2.62%
3.92%
LDEG.L (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF)
Benchmark (^GSPC)