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CU1.L vs. LGUG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CU1.L vs. LGUG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and L&G US Equity UCITS ETF (LGUG.L). The values are adjusted to include any dividend payments, if applicable.

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CU1.L vs. LGUG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CU1.L
iShares MSCI USA UCITS ETF USD (Acc)
-3.31%9.22%27.38%20.66%-10.62%28.72%16.30%24.03%
LGUG.L
L&G US Equity UCITS ETF
-3.44%9.75%27.44%21.53%-10.98%29.52%15.44%26.42%

Returns By Period

The year-to-date returns for both stocks are quite close, with CU1.L having a -3.31% return and LGUG.L slightly lower at -3.44%.


CU1.L

1D
1.58%
1M
-3.24%
YTD
-3.31%
6M
-0.20%
1Y
14.71%
3Y*
15.83%
5Y*
12.11%
10Y*
14.42%

LGUG.L

1D
1.53%
1M
-3.26%
YTD
-3.44%
6M
-0.44%
1Y
14.93%
3Y*
16.10%
5Y*
12.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CU1.L vs. LGUG.L - Expense Ratio Comparison

CU1.L has a 0.33% expense ratio, which is higher than LGUG.L's 0.05% expense ratio.


Return for Risk

CU1.L vs. LGUG.L — Risk / Return Rank

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

CU1.L
CU1.L Risk / Return Rank: 5454
Overall Rank
CU1.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CU1.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
CU1.L Omega Ratio Rank: 5050
Omega Ratio Rank
CU1.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CU1.L Martin Ratio Rank: 5858
Martin Ratio Rank

LGUG.L
LGUG.L Risk / Return Rank: 5555
Overall Rank
LGUG.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LGUG.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
LGUG.L Omega Ratio Rank: 5050
Omega Ratio Rank
LGUG.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
LGUG.L Martin Ratio Rank: 5858
Martin Ratio Rank
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.

CU1.L vs. LGUG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and L&G US Equity UCITS ETF (LGUG.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.


CU1.LLGUG.LDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.95

-0.01

Sortino ratio

Return per unit of downside risk

1.37

1.39

-0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.89

1.84

+0.05

Martin ratio

Return relative to average drawdown

6.33

6.07

+0.26

CU1.L vs. LGUG.L - Sharpe Ratio Comparison

The current CU1.L Sharpe Ratio is 0.94, which is comparable to the LGUG.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of CU1.L and LGUG.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.


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Sharpe Ratios by Period


CU1.LLGUG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.95

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.86

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

1.07

-0.02

Correlation

The correlation between CU1.L and LGUG.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CU1.L vs. LGUG.L - Dividend Comparison

Neither CU1.L nor LGUG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CU1.L vs. LGUG.L - Drawdown Comparison

The maximum CU1.L drawdown since its inception was -25.87%, roughly equal to the maximum LGUG.L drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for CU1.L and LGUG.L.


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Drawdown Indicators


CU1.LLGUG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.87%

-24.75%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-10.82%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-21.49%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-25.87%

Current Drawdown

Current decline from peak

-5.30%

-5.66%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.46%

-3.86%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.43%

-0.14%

Volatility

CU1.L vs. LGUG.L - Volatility Comparison

iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and L&G US Equity UCITS ETF (LGUG.L) have volatilities of 3.75% and 3.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU1.LLGUG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

3.84%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

8.56%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

15.73%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

14.91%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

17.53%

-1.74%