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AUCO.L vs. LDGL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUCO.L vs. LDGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Gold Mining UCITS ETF (AUCO.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L). The values are adjusted to include any dividend payments, if applicable.

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AUCO.L vs. LDGL.L - Yearly Performance Comparison


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

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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

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

AUCO.L
AUCO.L Risk / Return Rank: 9292
Overall Rank
AUCO.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AUCO.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
AUCO.L Omega Ratio Rank: 8787
Omega Ratio Rank
AUCO.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
AUCO.L Martin Ratio Rank: 9292
Martin Ratio Rank

LDGL.L
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.

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.LLDGL.LDifference

Sharpe ratio

Return per unit of total volatility

2.50

Sortino ratio

Return per unit of downside risk

2.76

Omega ratio

Gain probability vs. loss probability

1.37

Calmar ratio

Return relative to maximum drawdown

3.97

Martin ratio

Return relative to average drawdown

13.97

AUCO.L vs. LDGL.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AUCO.LLDGL.LDifference

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%.


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.LLDGL.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.34%

-5.96%

-10.38%

Average Drawdown

Average peak-to-trough decline

-42.76%

-3.08%

-39.68%

Ulcer Index

Depth 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.LLDGL.LDifference

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%