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Issuer
L&G
Inception Date
Jul 13, 2021
Leveraged
1x (No leverage)
Index Tracked
L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

LDEM.L Performance Chart

L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDEM.L) is up 11.7% since the beginning of the year. LDEM.L is currently trading at $13 per share. Investors who bought $1,000 worth of LDEM.L shares 5 years ago would now be looking at an investment worth $1,581.


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S&P 500 Index

Returns By Period

L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDEM.L) has returned 11.68% so far this year and 23.20% over the past 12 months.


L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis

1D
-1.32%
1M
-4.20%
6M
8.15%
YTD
11.68%
1Y
23.20%
3Y*
17.43%
5Y*
9.59%
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)

LDEM.L Monthly Returns History

Based on dividend-adjusted daily data since Jul 13, 2021, LDEM.L's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +13.4%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LDEM.L closed higher 49% of trading days. The best single day was Apr 10, 2025 with a return of +4.8%, while the worst single day was Apr 7, 2025 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.04%4.23%-6.61%7.51%2.55%-1.77%-1.02%11.68%
20250.71%0.00%0.57%1.01%5.08%4.94%1.74%4.32%1.72%2.50%0.42%0.45%25.93%
2024-0.64%2.48%1.24%0.42%2.07%0.78%0.10%1.22%7.62%-2.38%-2.73%-0.64%9.54%
20235.79%-2.85%2.20%1.15%-1.48%3.99%6.28%-4.75%-0.37%-4.77%7.52%4.31%17.25%
2022-0.00%-1.51%-2.43%-4.21%0.33%-6.94%-0.60%0.84%-9.27%-1.08%13.39%0.43%-11.95%
2021-0.60%1.81%-2.61%-0.31%-1.95%4.20%0.39%

Benchmark Metrics

L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis has an annualized alpha of 6.47%, beta of 0.31, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since July 13, 2021.

  • This ETF participated in 59.87% of S&P 500 Index downside but only 59.42% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.31 may look defensive, but with R2 of 0.13 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 0.13 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
6.47%
Beta
0.31
0.13
Upside Capture
59.42%
Downside Capture
59.87%

Expense Ratio

LDEM.L has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LDEM.L ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


LDEM.L Risk / Return Rank: 6262
Overall Rank
LDEM.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
LDEM.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
LDEM.L Omega Ratio Rank: 5858
Omega Ratio Rank
LDEM.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
LDEM.L Martin Ratio Rank: 6161
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 Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDEM.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.


LDEM.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.67

2.35

+0.32

Martin ratioReturn relative to average drawdown

8.52

10.19

-1.67

Dividends

Dividend History

L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis provided a 3.35% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.4020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.44$0.43$0.38$0.35$0.44$0.14

Dividend yield

3.35%3.59%3.85%3.74%5.33%1.41%

Monthly Dividends

The table displays the monthly dividend distributions for L&G Emerging Markets 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$0.06$0.00$0.00$0.13$0.00$0.19
2025$0.00$0.00$0.05$0.00$0.00$0.13$0.00$0.00$0.19$0.00$0.00$0.06$0.43
2024$0.00$0.00$0.03$0.00$0.00$0.11$0.00$0.00$0.19$0.00$0.00$0.06$0.38
2023$0.00$0.00$0.01$0.00$0.00$0.10$0.00$0.00$0.20$0.00$0.00$0.05$0.35
2022$0.00$0.00$0.03$0.00$0.00$0.10$0.00$0.00$0.26$0.00$0.00$0.05$0.44
2021$0.10$0.00$0.00$0.04$0.14

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 Emerging Markets 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 Emerging Markets Quality Dividends Equal Weight ETF USD Dis was 25.82%, occurring on Oct 31, 2022. Recovery took 327 trading sessions.

The current L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis drawdown is 4.73%.


Drawdown

Fall

Recovery

Underwater

Related event

-25.82%Oct 2022
8mo 22d1y 3mo
2y 5dFeb 2022 - Feb 2024
Bear market2022
-17.16%Apr 2025
6mo 3d2mo 2d
8mo 5dOct 2024 - Jun 2025
2025 selloff2025
-8.70%Mar 2026
1mo21d
1mo 21dFeb 2026 - Apr 2026
-7.51%Aug 2024
2mo 18d1mo 19d
4mo 7dMay 2024 - Sep 2024
-6.77%Nov 2021
2mo 20d1mo 25d
4mo 15dSep 2021 - Jan 2022

Drawdown Indicators


LDEM.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.82%

-56.78%

+30.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-9.10%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-17.16%

-18.90%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-25.82%

-25.43%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.73%

-0.49%

-4.24%

Average Drawdown

Average peak-to-trough decline

-6.44%

-10.70%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.09%

+0.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with LDEM.L

Add L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with LDEM.L