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EMUG.L vs. LUK2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMUG.L vs. LUK2.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 FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMUG.L achieves a -4.22% return, which is significantly lower than LUK2.L's 12.85% return.


EMUG.L

1D
0.52%
1M
-3.43%
6M
-2.27%
YTD
-4.22%
1Y
-0.74%
3Y*
3.48%
5Y*
1.01%
10Y*

LUK2.L

1D
0.67%
1M
1.34%
6M
6.53%
YTD
12.85%
1Y
36.06%
3Y*
24.04%
5Y*
17.31%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMUG.L vs. LUK2.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMUG.L
L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist)
-4.22%1.10%7.35%1.04%-0.88%-25.37%
LUK2.L
L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc)
12.85%43.73%9.81%6.59%3.75%21.89%

Correlation

The correlation between EMUG.L and LUK2.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 (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2021

-0.06

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Return for Risk

EMUG.L vs. LUK2.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: 99
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

LUK2.L
LUK2.L Risk / Return Rank: 5757
Overall Rank
LUK2.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LUK2.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
LUK2.L Omega Ratio Rank: 6464
Omega Ratio Rank
LUK2.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
LUK2.L Martin Ratio Rank: 4646
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.

EMUG.L vs. LUK2.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 FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.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.LLUK2.LDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

0.99

1.29

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.10

1.94

-2.04

Martin ratioReturn relative to average drawdown

-0.22

5.67

-5.89

EMUG.L vs. LUK2.L - Sharpe Ratio Comparison

The current EMUG.L Sharpe Ratio is -0.11, which is lower than the LUK2.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of EMUG.L and LUK2.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMUG.L vs. LUK2.L - Drawdown Comparison

The maximum EMUG.L drawdown since its inception was -30.45%, smaller than the maximum LUK2.L drawdown of -58.84%. Use the drawdown chart below to compare losses from any high point for EMUG.L and LUK2.L.


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Drawdown Indicators


EMUG.LLUK2.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.45%

-58.84%

+28.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.05%

-18.55%

+11.50%

Max Drawdown (3Y)

Largest decline over 3 years

-8.64%

-25.42%

+16.78%

Max Drawdown (5Y)

Largest decline over 5 years

-11.29%

-25.42%

+14.13%

Max Drawdown (10Y)

Largest decline over 10 years

-58.84%

Current Drawdown

Current decline from peak

-22.35%

-6.16%

-16.19%

Average Drawdown

Average peak-to-trough decline

-24.29%

-10.67%

-13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

6.34%

-2.99%

Volatility

EMUG.L vs. LUK2.L - Volatility Comparison

The current volatility for L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist) (EMUG.L) is 3.34%, while L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L) has a volatility of 5.83%. This indicates that EMUG.L experiences smaller price fluctuations and is considered to be less risky than LUK2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMUG.LLUK2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

5.83%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.34%

19.66%

-14.32%

Volatility (1Y)

Calculated over the trailing 1-year period

6.98%

22.62%

-15.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

25.60%

-17.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

29.65%

-15.72%

EMUG.L vs. LUK2.L - Expense Ratio Comparison

EMUG.L has a 0.35% expense ratio, which is lower than LUK2.L's 0.50% expense ratio.


Dividends

EMUG.L vs. LUK2.L - Dividend Comparison

EMUG.L's dividend yield for the trailing twelve months is around 0.03%, while LUK2.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
EMUG.L
L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist)
0.03%5.99%4.86%4.67%3.61%1.14%
LUK2.L
L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMUG.L and LUK2.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, EMUG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMUG.L is cheaper with a 0.35% expense ratio, compared with 0.50% for LUK2.L.

EMUG.L is categorized as Emerging Markets Bonds, while LUK2.L is Leveraged Equities. EMUG.L tracks J.P. Morgan ESG CEMBI Broad Diversified Custom Maturity Index, while LUK2.L tracks FTSE 100 Daily Leveraged Index. Their fees differ too: 0.35% for EMUG.L and 0.50% for LUK2.L.

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