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L&G Japan Equity UCITS ETF (LGJG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BFXR5T61
WKNA2N4PR
IssuerLegal & General
Inception DateNov 7, 2018
CategoryJapan Equities
Leveraged1x
Index TrackedTOPIX TR JPY
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

LGJG.L has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for LGJG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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: LGJG.L vs. SPPY.DE, LGJG.L vs. MXJP.L, LGJG.L vs. VJPN.L, LGJG.L vs. VJPA.L, LGJG.L vs. LCJP.L, LGJG.L vs. VT, LGJG.L vs. VJPB.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in L&G Japan Equity 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%JuneJulyAugustSeptemberOctoberNovember
1.25%
11.28%
LGJG.L (L&G Japan Equity UCITS ETF)
Benchmark (^GSPC)

Returns By Period

L&G Japan Equity UCITS ETF had a return of 8.40% year-to-date (YTD) and 12.43% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.40%25.45%
1 month-0.99%2.91%
6 months1.25%14.05%
1 year12.43%35.64%
5 years (annualized)5.47%14.13%
10 years (annualized)N/A11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.80%3.95%3.56%-4.24%-0.20%1.30%2.35%-0.71%-1.95%-1.67%8.40%
20234.41%-2.21%2.34%-1.56%2.11%2.93%1.67%-1.57%2.07%-2.23%1.96%3.23%13.64%
2022-4.91%0.57%0.03%-3.21%-0.06%-4.23%5.72%1.18%-4.43%-1.76%5.96%-1.20%-6.84%
2021-1.86%0.23%1.88%-2.15%-0.43%1.34%-0.97%3.04%4.94%-4.58%-0.36%1.07%1.78%
2020-2.07%-6.44%-2.13%2.91%8.68%0.55%-7.31%5.15%5.38%-1.88%8.26%2.92%13.24%
20190.11%1.14%-1.77%4.57%-1.28%2.13%4.81%-1.20%4.17%-1.66%1.79%-1.62%11.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LGJG.L is 24, indicating that it is in the bottom 24% 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 LGJG.L is 2424
Combined Rank
The Sharpe Ratio Rank of LGJG.L is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of LGJG.L is 1818Sortino Ratio Rank
The Omega Ratio Rank of LGJG.L is 2121Omega Ratio Rank
The Calmar Ratio Rank of LGJG.L is 3737Calmar Ratio Rank
The Martin Ratio Rank of LGJG.L is 2121Martin 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 Japan Equity UCITS ETF (LGJG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LGJG.L
Sharpe ratio
The chart of Sharpe ratio for LGJG.L, currently valued at 0.79, compared to the broader market-2.000.002.004.000.79
Sortino ratio
The chart of Sortino ratio for LGJG.L, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.0010.0012.001.14
Omega ratio
The chart of Omega ratio for LGJG.L, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for LGJG.L, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.03
Martin ratio
The chart of Martin ratio for LGJG.L, currently valued at 3.03, compared to the broader market0.0020.0040.0060.0080.00100.003.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.0010.0012.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current L&G Japan Equity UCITS ETF Sharpe ratio is 0.79. 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 Japan Equity 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
0.79
2.07
LGJG.L (L&G Japan Equity UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


L&G Japan Equity 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.91%
0
LGJG.L (L&G Japan Equity UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Japan Equity 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 Japan Equity UCITS ETF was 22.92%, occurring on Mar 16, 2020. Recovery took 118 trading sessions.

The current L&G Japan Equity UCITS ETF drawdown is 3.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.92%Feb 7, 202026Mar 16, 2020118Sep 11, 2020144
-18.2%Sep 22, 2021184Jun 20, 2022393Jan 10, 2024577
-12.06%Mar 25, 202493Aug 6, 2024
-9.55%Feb 16, 202160May 13, 202179Sep 3, 2021139
-5.4%Nov 8, 201950Jan 31, 20203Feb 6, 202053

Volatility

Volatility Chart

The current L&G Japan Equity UCITS ETF volatility is 3.58%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.58%
3.86%
LGJG.L (L&G Japan Equity UCITS ETF)
Benchmark (^GSPC)