FTAL.L vs. LWDB.L
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (FTAL.L) and Law Debenture Corp (LWDB.L).
FTAL.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012.
Performance
FTAL.L vs. LWDB.L - Performance Comparison
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FTAL.L vs. LWDB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTAL.L SPDR FTSE UK All Share UCITS ETF | 4.77% | 23.19% | 9.03% | 7.92% | 0.55% | 17.18% | -9.96% | 19.29% | -9.71% | 12.99% |
LWDB.L Law Debenture Corp | 4.01% | 22.22% | 15.92% | 8.07% | 0.40% | 20.31% | 13.89% | 24.59% | -11.55% | 22.22% |
Different Trading Currencies
FTAL.L is traded in GBP, while LWDB.L is traded in GBp. To make them comparable, the LWDB.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, FTAL.L achieves a 4.77% return, which is significantly higher than LWDB.L's 4.01% return. Over the past 10 years, FTAL.L has underperformed LWDB.L with an annualized return of 8.70%, while LWDB.L has yielded a comparatively higher 13.30% annualized return.
FTAL.L
- 1D
- 1.98%
- 1M
- -3.41%
- YTD
- 4.77%
- 6M
- 10.51%
- 1Y
- 23.29%
- 3Y*
- 13.91%
- 5Y*
- 11.21%
- 10Y*
- 8.70%
LWDB.L
- 1D
- 2.84%
- 1M
- -6.47%
- YTD
- 4.01%
- 6M
- 4.08%
- 1Y
- 26.36%
- 3Y*
- 14.85%
- 5Y*
- 12.66%
- 10Y*
- 13.30%
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Return for Risk
FTAL.L vs. LWDB.L — Risk / Return Rank
FTAL.L
LWDB.L
FTAL.L vs. LWDB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (FTAL.L) and Law Debenture Corp (LWDB.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.
| FTAL.L | LWDB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.55 | +0.21 |
Sortino ratioReturn per unit of downside risk | 2.24 | 2.10 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.08 | +0.54 |
Martin ratioReturn relative to average drawdown | 10.09 | 8.27 | +1.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTAL.L | LWDB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.55 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.73 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.61 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.29 | +0.28 |
Correlation
The correlation between FTAL.L and LWDB.L is 0.62, 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
FTAL.L vs. LWDB.L - Dividend Comparison
FTAL.L has not paid dividends to shareholders, while LWDB.L's dividend yield for the trailing twelve months is around 3.27%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAL.L SPDR FTSE UK All Share UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LWDB.L Law Debenture Corp | 3.27% | 3.29% | 3.71% | 3.95% | 3.91% | 3.58% | 5.64% | 3.00% | 3.30% | 2.70% | 3.06% | 3.25% |
Drawdowns
FTAL.L vs. LWDB.L - Drawdown Comparison
The maximum FTAL.L drawdown since its inception was -35.26%, smaller than the maximum LWDB.L drawdown of -74.53%. Use the drawdown chart below to compare losses from any high point for FTAL.L and LWDB.L.
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Drawdown Indicators
| FTAL.L | LWDB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.26% | -74.53% | +39.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -12.85% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -13.17% | -19.54% | +6.37% |
Max Drawdown (10Y)Largest decline over 10 years | -35.26% | -40.78% | +5.52% |
Current DrawdownCurrent decline from peak | -4.82% | -8.65% | +3.83% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -10.61% | +6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 3.24% | -0.89% |
Volatility
FTAL.L vs. LWDB.L - Volatility Comparison
The current volatility for SPDR FTSE UK All Share UCITS ETF (FTAL.L) is 5.33%, while Law Debenture Corp (LWDB.L) has a volatility of 7.79%. This indicates that FTAL.L experiences smaller price fluctuations and is considered to be less risky than LWDB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTAL.L | LWDB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 7.79% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 11.79% | -3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.21% | 16.96% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.63% | 17.26% | -4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 21.64% | -6.92% |