^SPLRCS vs. LGAG.L

Last updated Apr 2, 2026

Compare and contrast key facts about S&P 500 Consumer Staples Index (^SPLRCS) and L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L).

LGAG.L is a passively managed fund by Legal & General that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Nov 7, 2018.

Performance

^SPLRCS vs. LGAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Consumer Staples Index (^SPLRCS) and L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L). The values are adjusted to include any dividend payments, if applicable.

^SPLRCS vs. LGAG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
^SPLRCS S&P 500 Consumer Staples Index	7.01%	1.32%	11.98%	-2.16%	-3.17%	15.55%	7.63%	23.97%	-10.67%
LGAG.L L&G Asia Pacific ex Japan Equity UCITS ETF	6.07%	21.05%	4.43%	4.43%	-5.68%	3.20%	8.01%	18.66%	-24.16%

Different Trading Currencies

^SPLRCS is traded in USD, while LGAG.L is traded in GBp. To make them comparable, the LGAG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^SPLRCS achieves a 7.01% return, which is significantly higher than LGAG.L's 6.07% return.

^SPLRCS

• 1D: 0.02%
• 1M: -6.46%
• YTD: 7.01%
• 6M: 6.49%
• 1Y: 3.39%
• 3Y*: 5.85%
• 5Y*: 5.81%
• 10Y*: 5.34%

LGAG.L

• 1D: 2.67%
• 1M: -4.33%
• YTD: 6.07%
• 6M: 4.97%
• 1Y: 25.27%
• 3Y*: 11.34%
• 5Y*: 5.31%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SPLRCS vs. LGAG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SPLRCS

^SPLRCS Risk / Return Rank: 27
^SPLRCS Sharpe Ratio Rank: 27
^SPLRCS Sortino Ratio Rank: 23
^SPLRCS Omega Ratio Rank: 23
^SPLRCS Calmar Ratio Rank: 31
^SPLRCS Martin Ratio Rank: 30

LGAG.L

LGAG.L Risk / Return Rank: 77
LGAG.L Sharpe Ratio Rank: 78
LGAG.L Sortino Ratio Rank: 75
LGAG.L Omega Ratio Rank: 78
LGAG.L Calmar Ratio Rank: 77
LGAG.L Martin Ratio Rank: 75

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.

^SPLRCS vs. LGAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Consumer Staples Index (^SPLRCS) and L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^SPLRCS	LGAG.L	Difference
Sharpe ratio Return per unit of total volatility	0.26	1.47	-1.20
Sortino ratio Return per unit of downside risk	0.48	1.94	-1.46
Omega ratio Gain probability vs. loss probability	1.06	1.30	-0.24
Calmar ratio Return relative to maximum drawdown	0.57	2.04	-1.47
Martin ratio Return relative to average drawdown	1.29	8.36	-7.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SPLRCS vs. LGAG.L - Sharpe Ratio Comparison

The current ^SPLRCS Sharpe Ratio is 0.26, which is lower than the LGAG.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of ^SPLRCS and LGAG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SPLRCS	LGAG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	1.47	-1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.23	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.16	+0.36

Correlation

The correlation between ^SPLRCS and LGAG.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

^SPLRCS vs. LGAG.L - Drawdown Comparison

The maximum ^SPLRCS drawdown since its inception was -40.76%, roughly equal to the maximum LGAG.L drawdown of -42.28%. Use the drawdown chart below to compare losses from any high point for ^SPLRCS and LGAG.L.

Drawdown Indicators

	^SPLRCS	LGAG.L	Difference
Max Drawdown Largest peak-to-trough decline	-40.76%	-35.16%	-5.60%
Max Drawdown (1Y) Largest decline over 1 year	-9.39%	-11.82%	+2.43%
Max Drawdown (5Y) Largest decline over 5 years	-17.69%	-24.83%	+7.14%
Max Drawdown (10Y) Largest decline over 10 years	-24.71%	—	—
Current Drawdown Current decline from peak	-7.73%	-4.43%	-3.30%
Average Drawdown Average peak-to-trough decline	-6.63%	-10.28%	+3.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.15%	2.48%	+1.67%

Volatility

^SPLRCS vs. LGAG.L - Volatility Comparison

The current volatility for S&P 500 Consumer Staples Index (^SPLRCS) is 4.22%, while L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) has a volatility of 5.67%. This indicates that ^SPLRCS experiences smaller price fluctuations and is considered to be less risky than LGAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SPLRCS	LGAG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	5.67%	-1.45%
Volatility (6M) Calculated over the trailing 6-month period	9.38%	10.20%	-0.82%
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	17.24%	-3.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.12%	22.86%	-9.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.72%	24.30%	-9.58%