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

ETF Info

ISINIE00BMYDMB35
WKNA2QK9W
IssuerLegal & General
Inception DateApr 12, 2021
CategoryAsia Pacific Equities
Leveraged1x
Index TrackedFTSE Developed Asia Pacific ex Japan All Cap ex CW ex TC ex REITS Dividend Growth with Quality
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Expense Ratio

LGGA.DE features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for LGGA.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan 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.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
0.37%
5.62%
LGGA.DE (L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF)
Benchmark (^GSPC)

Returns By Period

L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF had a return of 5.46% year-to-date (YTD) and 9.32% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.46%17.79%
1 month-0.80%0.18%
6 months0.36%7.53%
1 year9.32%26.42%
5 years (annualized)N/A13.48%
10 years (annualized)N/A10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.52%5.48%1.08%-1.10%0.52%0.47%0.92%0.21%5.46%
20236.80%-3.85%-4.40%-1.40%-0.93%0.22%3.10%-3.26%-0.82%-3.99%4.70%4.50%-0.13%
2022-1.62%1.98%2.12%1.66%-2.41%-8.10%5.07%-1.44%-11.02%0.60%9.49%-3.25%-8.27%
2021-2.40%0.91%-2.72%2.20%-2.90%4.60%-0.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LGGA.DE is 25, indicating that it is in the bottom 25% 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 LGGA.DE is 2525
LGGA.DE (L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF)
The Sharpe Ratio Rank of LGGA.DE is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of LGGA.DE is 2424Sortino Ratio Rank
The Omega Ratio Rank of LGGA.DE is 2323Omega Ratio Rank
The Calmar Ratio Rank of LGGA.DE is 2626Calmar Ratio Rank
The Martin Ratio Rank of LGGA.DE is 2727Martin 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 Asia Pacific ex-Japan UCITS ETF (LGGA.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LGGA.DE
Sharpe ratio
The chart of Sharpe ratio for LGGA.DE, currently valued at 0.77, compared to the broader market0.002.004.000.77
Sortino ratio
The chart of Sortino ratio for LGGA.DE, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.0010.0012.001.13
Omega ratio
The chart of Omega ratio for LGGA.DE, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for LGGA.DE, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.47
Martin ratio
The chart of Martin ratio for LGGA.DE, currently valued at 3.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.09

Sharpe Ratio

The current L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF Sharpe ratio is 0.77. 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 Asia Pacific ex-Japan 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 Ratio0.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.77
1.71
LGGA.DE (L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan 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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-8.11%
-2.87%
LGGA.DE (L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan 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 Asia Pacific ex-Japan UCITS ETF was 20.44%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF drawdown is 8.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.44%Apr 6, 2022402Oct 27, 2023
-6.42%Jul 16, 202147Sep 20, 202170Dec 28, 2021117
-5.12%Feb 18, 202218Mar 15, 20228Mar 25, 202226
-4.9%Jan 21, 20226Jan 28, 202214Feb 17, 202220
-1.46%Jan 5, 20223Jan 7, 20222Jan 11, 20225

Volatility

Volatility Chart

The current L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF volatility is 3.27%, 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%AprilMayJuneJulyAugustSeptember
3.27%
3.93%
LGGA.DE (L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF)
Benchmark (^GSPC)