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IDTK.L vs. LGUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDTK.L vs. LGUS.L

Last updated Jul 16, 2026
Documentation

IDTK.L (iShares MSCI Turkey UCITS ETF) and LGUS.L (L&G US Equity UCITS ETF) are both Global Equities funds - IDTK.L tracks the iShares MSCI Turkey UCITS ETF while LGUS.L tracks the L&G US Equity UCITS ETF. Both are passively managed. Over the past 5 years, IDTK.L returned 15.70%/yr vs 12.82%/yr for LGUS.L. At a 0.33 correlation, their price movements are largely independent. IDTK.L charges 0.74%/yr vs 0.05%/yr for LGUS.L.

Performance

IDTK.L vs. LGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Turkey UCITS ETF (IDTK.L) and L&G US Equity UCITS ETF (LGUS.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, IDTK.L achieves a 16.00% return, which is significantly higher than LGUS.L's 10.34% return.

IDTK.L

1D
0.05%
1M
-5.02%
6M
3.96%
YTD
16.00%
1Y
19.11%
3Y*
11.51%
5Y*
15.70%
10Y*
0.13%

LGUS.L

1D
0.00%
1M
0.20%
6M
9.90%
YTD
10.34%
1Y
21.64%
3Y*
20.40%
5Y*
12.82%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTK.L vs. LGUS.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IDTK.L
iShares MSCI Turkey UCITS ETF		16.00%-3.80%17.64%-6.83%89.97%-28.16%-9.47%10.81%0.66%
LGUS.L
L&G US Equity UCITS ETF		10.34%17.98%25.09%28.66%-20.46%27.91%21.16%30.91%-9.25%

Correlation

The correlation between IDTK.L and LGUS.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

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

0.29

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

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.33

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iShares MSCI Turkey UCITS ETF

L&G US Equity UCITS ETF

Return for Risk

IDTK.L vs. LGUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDTK.L
IDTK.L Risk / Return Rank: 2626
Overall Rank
IDTK.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IDTK.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IDTK.L Omega Ratio Rank: 2525
Omega Ratio Rank
IDTK.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
IDTK.L Martin Ratio Rank: 2626
Martin Ratio Rank
LGUS.L
LGUS.L Risk / Return Rank: 6969
Overall Rank
LGUS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LGUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
LGUS.L Omega Ratio Rank: 6767
Omega Ratio Rank
LGUS.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
LGUS.L Martin Ratio Rank: 6969
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.

IDTK.L vs. LGUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey UCITS ETF (IDTK.L) and L&G US Equity UCITS ETF (LGUS.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.

IDTK.LLGUS.LDifference
Sharpe ratioReturn per unit of total volatility
0.71
1.79

-1.08

Sortino ratioReturn per unit of downside risk
1.18
2.69

-1.52

Omega ratioGain probability vs. loss probability

1.15

1.32

-0.17

Calmar ratioReturn relative to maximum drawdown

1.23

2.59

-1.36

Martin ratioReturn relative to average drawdown

2.80

9.99

-7.18

IDTK.L vs. LGUS.L - Sharpe Ratio Comparison

The current IDTK.L Sharpe Ratio is 0.71, which is lower than the LGUS.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of IDTK.L and LGUS.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

IDTK.L vs. LGUS.L - Drawdown Comparison

The maximum IDTK.L drawdown since its inception was -76.41%, which is greater than LGUS.L's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for IDTK.L and LGUS.L.

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Drawdown Indicators

IDTK.LLGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.41%

-34.26%

-42.15%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-8.58%

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-32.38%

-19.46%

-12.92%

Max Drawdown (5Y)

Largest decline over 5 years

-32.38%

-25.64%

-6.74%

Max Drawdown (10Y)

Largest decline over 10 years

-64.70%

—

—

Current Drawdown

Current decline from peak

-39.83%

-0.49%

-39.34%

Average Drawdown

Average peak-to-trough decline

-44.37%

-5.30%

-39.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.81%

2.23%

+4.58%

Volatility

IDTK.L vs. LGUS.L - Volatility Comparison

iShares MSCI Turkey UCITS ETF (IDTK.L) has a higher volatility of 5.59% compared to L&G US Equity UCITS ETF (LGUS.L) at 2.86%. This indicates that IDTK.L's price experiences larger fluctuations and is considered to be riskier than LGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDTK.LLGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

2.86%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

21.48%

9.41%

+12.07%

Volatility (1Y)

Calculated over the trailing 1-year period

26.83%

12.47%

+14.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.62%

16.51%

+18.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.41%

18.10%

+16.31%

IDTK.L vs. LGUS.L - Expense Ratio Comparison

IDTK.L has a 0.74% expense ratio, which is higher than LGUS.L's 0.05% expense ratio.

Dividends

IDTK.L vs. LGUS.L - Dividend Comparison

IDTK.L's dividend yield for the trailing twelve months is around 1.85%, while LGUS.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDTK.L
iShares MSCI Turkey UCITS ETF		1.85%1.75%2.47%3.13%1.97%3.81%0.59%2.45%4.77%1.88%2.07%2.57%
LGUS.L
L&G US Equity 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%

Frequently Asked Questions

IDTK.L and LGUS.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.74% for IDTK.L.

IDTK.L tracks iShares MSCI Turkey UCITS ETF, while LGUS.L tracks L&G US Equity UCITS ETF. They also come from different issuers: iShares and L&G. Their fees differ too: 0.74% for IDTK.L and 0.05% for LGUS.L.

Portfolio Optimizer

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