PortfoliosLab logoPortfoliosLab logo
DAGB.L vs. LGGG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAGB.L vs. LGGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L) and L&G Global Equity UCITS ETF (LGGG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DAGB.L vs. LGGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DAGB.L
VanEck Digital Assets Equity UCITS ETF A USD Acc
-9.88%2.77%31.18%325.83%-85.21%-24.14%
LGGG.L
L&G Global Equity UCITS ETF
-1.44%12.92%21.13%18.08%-8.24%14.10%
Different Trading Currencies

DAGB.L is traded in GBP, while LGGG.L is traded in GBp. To make them comparable, the LGGG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DAGB.L achieves a -9.88% return, which is significantly lower than LGGG.L's -1.44% return.


DAGB.L

1D
2.99%
1M
-9.44%
YTD
-9.88%
6M
-32.68%
1Y
53.86%
3Y*
44.43%
5Y*
10Y*

LGGG.L

1D
1.83%
1M
-3.39%
YTD
-1.44%
6M
1.96%
1Y
16.98%
3Y*
14.96%
5Y*
11.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DAGB.L vs. LGGG.L - Expense Ratio Comparison

DAGB.L has a 0.65% expense ratio, which is higher than LGGG.L's 0.10% expense ratio.


Return for Risk

DAGB.L vs. LGGG.L — Risk / Return Rank

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

DAGB.L
DAGB.L Risk / Return Rank: 4141
Overall Rank
DAGB.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DAGB.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
DAGB.L Omega Ratio Rank: 4242
Omega Ratio Rank
DAGB.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
DAGB.L Martin Ratio Rank: 2525
Martin Ratio Rank

LGGG.L
LGGG.L Risk / Return Rank: 7272
Overall Rank
LGGG.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LGGG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
LGGG.L Omega Ratio Rank: 6666
Omega Ratio Rank
LGGG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LGGG.L Martin Ratio Rank: 8181
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.

DAGB.L vs. LGGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L) and L&G Global Equity UCITS ETF (LGGG.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.


DAGB.LLGGG.LDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.20

-0.33

Sortino ratio

Return per unit of downside risk

1.47

1.69

-0.22

Omega ratio

Gain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratio

Return relative to maximum drawdown

1.02

2.56

-1.53

Martin ratio

Return relative to average drawdown

2.05

9.54

-7.49

DAGB.L vs. LGGG.L - Sharpe Ratio Comparison

The current DAGB.L Sharpe Ratio is 0.87, which is comparable to the LGGG.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DAGB.L and LGGG.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.


Loading graphics...

Sharpe Ratios by Period


DAGB.LLGGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.20

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.82

-0.96

Correlation

The correlation between DAGB.L and LGGG.L is 0.50, 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

DAGB.L vs. LGGG.L - Dividend Comparison

Neither DAGB.L nor LGGG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DAGB.L vs. LGGG.L - Drawdown Comparison

The maximum DAGB.L drawdown since its inception was -91.23%, which is greater than LGGG.L's maximum drawdown of -25.38%. Use the drawdown chart below to compare losses from any high point for DAGB.L and LGGG.L.


Loading graphics...

Drawdown Indicators


DAGB.LLGGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-91.23%

-25.38%

-65.85%

Max Drawdown (1Y)

Largest decline over 1 year

-45.63%

-10.16%

-35.47%

Max Drawdown (5Y)

Largest decline over 5 years

-18.68%

Current Drawdown

Current decline from peak

-53.64%

-3.71%

-49.93%

Average Drawdown

Average peak-to-trough decline

-58.23%

-3.27%

-54.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.82%

1.79%

+21.03%

Volatility

DAGB.L vs. LGGG.L - Volatility Comparison

VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L) has a higher volatility of 14.91% compared to L&G Global Equity UCITS ETF (LGGG.L) at 4.32%. This indicates that DAGB.L's price experiences larger fluctuations and is considered to be riskier than LGGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DAGB.LLGGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.91%

4.32%

+10.59%

Volatility (6M)

Calculated over the trailing 6-month period

46.14%

8.17%

+37.97%

Volatility (1Y)

Calculated over the trailing 1-year period

61.33%

14.13%

+47.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.25%

13.26%

+58.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.25%

15.19%

+57.06%