CRH.L vs. LDEG.L

Last updated Jun 6, 2026

CRH.L (CRH plc) is a stock, while LDEG.L (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF) is Europe Equities fund tracking the MSCI Europe Ex UK NR EUR. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

CRH.L vs. LDEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in CRH plc (CRH.L) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CRH.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LDEG.L

• 1D: -0.91%
• 1M: -1.24%
• YTD: 9.41%
• 6M: 13.12%
• 1Y: 28.97%
• 3Y*: 23.56%
• 5Y*: 15.86%
• 10Y*: —

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

CRH.L vs. LDEG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CRH.L CRH plc	-5.20%	27.27%	39.34%	72.07%	-12.07%	11.83%
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF	9.41%	44.91%	8.81%	14.31%	1.91%	-8.28%

Correlation

The correlation between CRH.L and LDEG.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (All Time) Calculated using the full available price history since Apr 13, 2021	0.54

The correlation between CRH.L and LDEG.L shifts across timeframes, from 0.42 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CRH.L vs. LDEG.L — Risk / Return Rank

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

LDEG.L

LDEG.L Risk / Return Rank: 80
LDEG.L Sharpe Ratio Rank: 83
LDEG.L Sortino Ratio Rank: 81
LDEG.L Omega Ratio Rank: 82
LDEG.L Calmar Ratio Rank: 76
LDEG.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.

CRH.L vs. LDEG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRH plc (CRH.L) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CRH.L	LDEG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.49	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.83	—

Drawdowns

Drawdown Indicators

	CRH.L	LDEG.L	Difference
Max Drawdown Largest peak-to-trough decline	—	-21.96%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.04%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-12.05%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.39%	—
Current Drawdown Current decline from peak	—	-2.22%	—
Average Drawdown Average peak-to-trough decline	—	-5.41%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.21%	—

Volatility

Volatility by Period

	CRH.L	LDEG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.26%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.59%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.19%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.23%	—

Dividends

CRH.L vs. LDEG.L - Dividend Comparison

CRH.L's dividend yield for the trailing twelve months is around 0.96%, less than LDEG.L's 3.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRH.L CRH plc	0.96%	1.18%	1.52%	3.93%	3.70%	2.97%	2.78%	2.38%	3.30%	2.46%	2.22%	3.17%
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF	3.15%	3.42%	4.20%	4.10%	3.69%	3.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CRH.L and LDEG.L in my portfolio?

CRH.L and LDEG.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.