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

Performance

EMUG.L vs. LDGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist) (EMUG.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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Different Trading Currencies

EMUG.L is traded in GBp, while LDGL.L is traded in USD. To make them comparable, the LDGL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


EMUG.L

1D
-2.86%
1M
-3.42%
6M
-4.66%
YTD
-4.61%
1Y
-0.64%
3Y*
3.42%
5Y*
0.93%
10Y*

LDGL.L

1D
0.00%
1M
0.70%
6M
11.58%
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between EMUG.L and LDGL.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 12, 2026

-0.01

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Return for Risk

EMUG.L vs. LDGL.L — Risk / Return Rank

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

EMUG.L
EMUG.L Risk / Return Rank: 99
Overall Rank
EMUG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMUG.L Sortino Ratio Rank: 88
Sortino Ratio Rank
EMUG.L Omega Ratio Rank: 88
Omega Ratio Rank
EMUG.L Calmar Ratio Rank: 99
Calmar Ratio Rank
EMUG.L Martin Ratio Rank: 99
Martin Ratio Rank

LDGL.L

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

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.

EMUG.L vs. LDGL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist) (EMUG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMUG.LLDGL.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.01

Calmar ratioReturn relative to maximum drawdown

0.00

Martin ratioReturn relative to average drawdown

0.01

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


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Drawdowns

EMUG.L vs. LDGL.L - Drawdown Comparison

The maximum EMUG.L drawdown since its inception was -30.45%, which is greater than LDGL.L's maximum drawdown of -8.76%. Use the drawdown chart below to compare losses from any high point for EMUG.L and LDGL.L.


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Drawdown Indicators


EMUG.LLDGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.45%

-8.76%

-21.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-11.29%

Current Drawdown

Current decline from peak

-22.67%

-0.40%

-22.27%

Average Drawdown

Average peak-to-trough decline

-24.29%

-2.20%

-22.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

Volatility

EMUG.L vs. LDGL.L - Volatility Comparison


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Volatility by Period


EMUG.LLDGL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

Volatility (6M)

Calculated over the trailing 6-month period

5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

13.76%

-6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.08%

13.76%

-5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

13.76%

+0.17%

EMUG.L vs. LDGL.L - Expense Ratio Comparison

EMUG.L has a 0.35% expense ratio, which is higher than LDGL.L's 0.29% expense ratio.


Dividends

EMUG.L vs. LDGL.L - Dividend Comparison

EMUG.L's dividend yield for the trailing twelve months is around 3.27%, more than LDGL.L's 1.60% yield.


PositionTTM20252024202320222021
EMUG.L
L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist)
3.27%5.99%4.86%4.67%3.61%1.14%
LDGL.L
L&G Global Quality Dividends UCITS ETF USD Distributing
1.60%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMUG.L and LDGL.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDGL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDGL.L is cheaper with a 0.29% expense ratio, compared with 0.35% for EMUG.L.

EMUG.L is categorized as Emerging Markets Bonds, while LDGL.L is Global Equity Income. EMUG.L tracks J.P. Morgan ESG CEMBI Broad Diversified Custom Maturity Index, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. Their fees differ too: 0.35% for EMUG.L and 0.29% for LDGL.L.

Portfolio Optimizer

Find the right allocation for EMUG.L and LDGL.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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