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L&G ESG USD Corporate Bond UCITS ETF (USDG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BLRPRD67
WKNA2QFQ4
IssuerLegal & General
Inception DateJan 15, 2021
CategoryCorporate Bonds
Leveraged1x
Index TrackedBloomberg US Corp Bond TR USD
DomicileIreland
Distribution PolicyDistributing
Asset ClassBond

Expense Ratio

USDG.L has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for USDG.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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 ESG USD Corporate Bond 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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.72%
10.76%
USDG.L (L&G ESG USD Corporate Bond UCITS ETF)
Benchmark (^GSPC)

Returns By Period

L&G ESG USD Corporate Bond UCITS ETF had a return of -1.82% year-to-date (YTD) and 1.14% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.82%25.70%
1 month0.66%3.51%
6 months-0.72%14.80%
1 year1.14%37.91%
5 years (annualized)N/A14.18%
10 years (annualized)N/A11.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.71%-0.45%0.95%-1.19%0.09%1.60%-1.99%-0.40%-0.43%1.67%-1.82%
2023-0.41%-1.05%0.19%-0.67%0.06%-1.95%-2.60%0.97%1.62%-0.75%0.76%3.03%-0.95%
2022-3.53%-1.64%-0.42%-0.06%0.35%1.00%1.81%1.81%-0.26%-4.30%0.07%-0.49%-5.70%
20210.12%-3.76%0.56%0.38%-2.07%4.20%-0.40%0.74%0.81%-1.04%3.29%-1.78%0.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of USDG.L is 7, indicating that it is in the bottom 7% 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 USDG.L is 77
Combined Rank
The Sharpe Ratio Rank of USDG.L is 66Sharpe Ratio Rank
The Sortino Ratio Rank of USDG.L is 77Sortino Ratio Rank
The Omega Ratio Rank of USDG.L is 1212Omega Ratio Rank
The Calmar Ratio Rank of USDG.L is 66Calmar Ratio Rank
The Martin Ratio Rank of USDG.L is 66Martin 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 ESG USD Corporate Bond UCITS ETF (USDG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


USDG.L
Sharpe ratio
The chart of Sharpe ratio for USDG.L, currently valued at 0.01, compared to the broader market-2.000.002.004.000.01
Sortino ratio
The chart of Sortino ratio for USDG.L, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.0010.0012.000.28
Omega ratio
The chart of Omega ratio for USDG.L, currently valued at 1.10, compared to the broader market1.001.502.002.503.001.10
Calmar ratio
The chart of Calmar ratio for USDG.L, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.02
Martin ratio
The chart of Martin ratio for USDG.L, currently valued at 0.02, compared to the broader market0.0020.0040.0060.0080.00100.000.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
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 ESG USD Corporate Bond UCITS ETF Sharpe ratio is 0.01. 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 ESG USD Corporate Bond 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.01
2.11
USDG.L (L&G ESG USD Corporate Bond UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


L&G ESG USD Corporate Bond 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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.46%
-0.39%
USDG.L (L&G ESG USD Corporate Bond UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G ESG USD Corporate Bond 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 ESG USD Corporate Bond UCITS ETF was 22.58%, occurring on Jul 15, 2024. The portfolio has not yet recovered.

The current L&G ESG USD Corporate Bond UCITS ETF drawdown is 20.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.58%Feb 26, 202497Jul 15, 2024
-15.15%Sep 29, 2022225Aug 21, 2023125Feb 16, 2024350
-10.91%Dec 6, 202194Apr 21, 2022109Sep 28, 2022203
-6.31%Jan 26, 202178May 18, 202144Jul 20, 2021122
-3.65%Sep 30, 202116Oct 21, 202111Nov 5, 202127

Volatility

Volatility Chart

The current L&G ESG USD Corporate Bond UCITS ETF volatility is 2.30%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.30%
3.92%
USDG.L (L&G ESG USD Corporate Bond UCITS ETF)
Benchmark (^GSPC)