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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

LDME.L Performance Chart

L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.L) is up 11.9% since the beginning of the year. LDME.L is currently trading at £10 per share. Investors who bought £1,000 worth of LDME.L shares 5 years ago would now be looking at an investment worth £1,597.


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S&P 500 Index

Returns By Period

L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.L) has returned 11.94% so far this year and 21.67% over the past 12 months.


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

1D
-0.95%
1M
-4.00%
6M
8.40%
YTD
11.94%
1Y
21.67%
3Y*
16.11%
5Y*
9.82%
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDME.L Monthly Returns History

Based on dividend-adjusted daily data since Jul 13, 2021, LDME.L's average daily return is +5.74%, while the average monthly return is +116.30%. At this rate, an investment would double in approximately 0.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jul 2021 with a return of +7,042.2%, while the worst month was Sep 2022 at -5.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LDME.L closed higher 53% of trading days. The best single day was Jul 15, 2021 with a return of +7,203.5%, while the worst single day was Oct 8, 2024 at -4.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.13%6.35%-5.19%4.77%3.35%-0.23%-2.23%11.94%
20251.65%-1.31%-1.75%-2.68%4.14%3.39%5.32%2.13%2.23%4.84%-0.39%-1.72%16.54%
2024-0.41%3.13%1.18%1.35%0.63%1.36%-1.44%-1.16%5.39%1.67%-1.35%0.65%11.33%
20233.52%-1.18%0.12%-0.54%0.16%1.10%5.05%-3.27%3.32%-4.25%3.19%3.39%10.64%
20220.42%-1.45%-0.48%0.34%0.05%-3.70%-0.63%5.35%-5.86%-4.16%9.55%-0.86%-2.34%
20217,042.22%2.98%-0.71%-1.72%1.48%2.40%7,358.59%

Benchmark Metrics

L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis has an annualized alpha of 203366966.98%, beta of -0.71, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 13, 2021.

  • This ETF captured 894.60% of S&P 500 Index gains but only 48.06% of its losses - a favorable profile for investors.
  • Beta of -0.71 may look defensive, but with R2 of 0.00 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 0.00 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
203,366,966.98%
Beta
-0.71
0.00
Upside Capture
894.60%
Downside Capture
48.06%

Expense Ratio

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


Return for Risk

Risk / Return Rank

LDME.L ranks 73 for risk / return — better than 73% 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.


LDME.L Risk / Return Rank: 7373
Overall Rank
LDME.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LDME.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
LDME.L Omega Ratio Rank: 7171
Omega Ratio Rank
LDME.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LDME.L Martin Ratio Rank: 6565
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 (LDME.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.


LDME.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

3.53

2.50

+1.03

Martin ratioReturn relative to average drawdown

9.38

9.11

+0.27

Dividends

Dividend History

L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis provided a 2.85% dividend yield over the last twelve months, with an annual payout of £0.28 per share.


1.00%2.00%3.00%4.00%5.00%£0.00£0.05£0.10£0.15£0.20£0.25£0.30£0.3520212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend£0.28£0.27£0.29£0.26£0.31£0.11

Dividend yield

2.85%3.04%3.67%3.56%4.57%1.55%

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£0.05£0.00£0.00£0.09£0.00£0.14
2025£0.00£0.00£0.03£0.00£0.00£0.10£0.00£0.00£0.14£0.00£0.00£0.00£0.27
2024£0.00£0.00£0.02£0.00£0.00£0.08£0.00£0.00£0.15£0.00£0.00£0.04£0.29
2023£0.00£0.00£0.01£0.00£0.00£0.07£0.00£0.00£0.15£0.00£0.00£0.04£0.26
2022£0.00£0.00£0.02£0.00£0.00£0.08£0.00£0.00£0.18£0.00£0.00£0.03£0.31
2021£0.08£0.00£0.00£0.03£0.11

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 14.82%, occurring on Apr 9, 2025. Recovery took 57 trading sessions.

The current L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis drawdown is 5.29%.


Drawdown

Fall

Recovery

Underwater

Related event

-14.82%Apr 2025
6mo 3d2mo 25d
8mo 28dOct 2024 - Jul 2025
2025 selloff2025
-12.97%Oct 2022
8mo 19d3mo 25d
1y 9dFeb 2022 - Feb 2023
Bear market2022
-7.77%Aug 2024
2mo 17d1mo 23d
4mo 10dMay 2024 - Sep 2024
-6.44%Mar 2026
27d21d
1mo 18dFeb 2026 - Apr 2026
-6.34%Mar 2023
11d4mo 10d
4mo 21dMar 2023 - Jul 2023

Drawdown Indicators


LDME.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.82%

-37.07%

+22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.44%

-8.03%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

-22.15%

+7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-14.82%

-22.15%

+7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-5.29%

-1.42%

-3.87%

Average Drawdown

Average peak-to-trough decline

-3.24%

-5.29%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.20%

+0.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with LDME.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.

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