AUCO.L vs. LDGL.L
Compare and contrast key facts about L&G Gold Mining UCITS ETF (AUCO.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L).
AUCO.L and LDGL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUCO.L is a passively managed fund by L&G that tracks the performance of the STOXX Global Gold Miners Index. It was launched on Nov 6, 2008. LDGL.L is a passively managed fund by L&G that tracks the performance of the FTSE Developed All Cap Dividend Growth with Quality Index. It was launched on Nov 18, 2025. Both AUCO.L and LDGL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AUCO.L vs. LDGL.L - Performance Comparison
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AUCO.L vs. LDGL.L - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
AUCO.L L&G Gold Mining UCITS ETF | 0.35% |
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing | 3.01% |
Returns By Period
AUCO.L
- 1D
- 7.53%
- 1M
- -14.77%
- YTD
- 12.17%
- 6M
- 28.13%
- 1Y
- 117.52%
- 3Y*
- 55.66%
- 5Y*
- 28.66%
- 10Y*
- 19.80%
LDGL.L
- 1D
- 1.79%
- 1M
- -4.33%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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AUCO.L vs. LDGL.L - Expense Ratio Comparison
AUCO.L has a 0.55% expense ratio, which is higher than LDGL.L's 0.29% expense ratio.
Return for Risk
AUCO.L vs. LDGL.L — Risk / Return Rank
AUCO.L
LDGL.L
AUCO.L vs. LDGL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Gold Mining UCITS ETF (AUCO.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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.
| AUCO.L | LDGL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.50 | — | — |
Sortino ratioReturn per unit of downside risk | 2.76 | — | — |
Omega ratioGain probability vs. loss probability | 1.37 | — | — |
Calmar ratioReturn relative to maximum drawdown | 3.97 | — | — |
Martin ratioReturn relative to average drawdown | 13.97 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUCO.L | LDGL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.91 | -0.61 |
Correlation
The correlation between AUCO.L and LDGL.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AUCO.L vs. LDGL.L - Dividend Comparison
AUCO.L has not paid dividends to shareholders, while LDGL.L's dividend yield for the trailing twelve months is around 0.68%.
| TTM | |
|---|---|
AUCO.L L&G Gold Mining UCITS ETF | 0.00% |
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing | 0.68% |
Drawdowns
AUCO.L vs. LDGL.L - Drawdown Comparison
The maximum AUCO.L drawdown since its inception was -78.40%, which is greater than LDGL.L's maximum drawdown of -10.00%. Use the drawdown chart below to compare losses from any high point for AUCO.L and LDGL.L.
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Drawdown Indicators
| AUCO.L | LDGL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.40% | -10.00% | -68.40% |
Max Drawdown (1Y)Largest decline over 1 year | -30.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -49.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.49% | — | — |
Current DrawdownCurrent decline from peak | -16.34% | -5.96% | -10.38% |
Average DrawdownAverage peak-to-trough decline | -42.76% | -3.08% | -39.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.69% | — | — |
Volatility
AUCO.L vs. LDGL.L - Volatility Comparison
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Volatility by Period
| AUCO.L | LDGL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.73% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 37.69% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 46.79% | 16.52% | +30.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.53% | 16.52% | +21.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.37% | 16.52% | +18.85% |