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LCUS.L vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCUS.L and VUG is 0.58, 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.


-0.50.00.51.00.6

Performance

LCUS.L vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Core Morningstar US (DR) UCITS ETF (LCUS.L) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
9.84%
14.18%
LCUS.L
VUG

Key characteristics

Sharpe Ratio

LCUS.L:

0.89

VUG:

1.61

Sortino Ratio

LCUS.L:

1.42

VUG:

2.16

Omega Ratio

LCUS.L:

1.36

VUG:

1.29

Calmar Ratio

LCUS.L:

1.48

VUG:

2.18

Martin Ratio

LCUS.L:

6.91

VUG:

8.29

Ulcer Index

LCUS.L:

3.57%

VUG:

3.41%

Daily Std Dev

LCUS.L:

27.55%

VUG:

17.63%

Max Drawdown

LCUS.L:

-26.00%

VUG:

-50.68%

Current Drawdown

LCUS.L:

-16.60%

VUG:

-0.51%

Returns By Period

The year-to-date returns for both investments are quite close, with LCUS.L having a 3.57% return and VUG slightly higher at 3.65%.


LCUS.L

YTD

3.57%

1M

-0.14%

6M

14.24%

1Y

24.63%

5Y*

29.42%

10Y*

N/A

VUG

YTD

3.65%

1M

1.68%

6M

14.18%

1Y

29.99%

5Y*

17.45%

10Y*

15.66%

*Annualized

Compare stocks, funds, or ETFs

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


LCUS.L vs. VUG - Expense Ratio Comparison

Both LCUS.L and VUG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


LCUS.L
Lyxor Core Morningstar US (DR) UCITS ETF
Expense ratio chart for LCUS.L: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

LCUS.L vs. VUG — Risk-Adjusted Performance Rank

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

LCUS.L
The Risk-Adjusted Performance Rank of LCUS.L is 5353
Overall Rank
The Sharpe Ratio Rank of LCUS.L is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of LCUS.L is 3737
Sortino Ratio Rank
The Omega Ratio Rank of LCUS.L is 8080
Omega Ratio Rank
The Calmar Ratio Rank of LCUS.L is 5353
Calmar Ratio Rank
The Martin Ratio Rank of LCUS.L is 6161
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6767
Overall Rank
The Sharpe Ratio Rank of VUG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LCUS.L vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core Morningstar US (DR) UCITS ETF (LCUS.L) and Vanguard Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for LCUS.L, currently valued at 0.76, compared to the broader market0.002.004.000.761.54
The chart of Sortino ratio for LCUS.L, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.0012.001.262.06
The chart of Omega ratio for LCUS.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.28
The chart of Calmar ratio for LCUS.L, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.262.06
The chart of Martin ratio for LCUS.L, currently valued at 5.56, compared to the broader market0.0020.0040.0060.0080.00100.005.567.77
LCUS.L
VUG

The current LCUS.L Sharpe Ratio is 0.89, which is lower than the VUG Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of LCUS.L and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
0.76
1.54
LCUS.L
VUG

Dividends

LCUS.L vs. VUG - Dividend Comparison

LCUS.L's dividend yield for the trailing twelve months is around 0.80%, more than VUG's 0.45% yield.


TTM20242023202220212020201920182017201620152014
LCUS.L
Lyxor Core Morningstar US (DR) UCITS ETF
0.80%0.83%0.77%0.69%0.48%0.02%0.01%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.45%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

LCUS.L vs. VUG - Drawdown Comparison

The maximum LCUS.L drawdown since its inception was -26.00%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for LCUS.L and VUG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.60%
-0.51%
LCUS.L
VUG

Volatility

LCUS.L vs. VUG - Volatility Comparison

Lyxor Core Morningstar US (DR) UCITS ETF (LCUS.L) has a higher volatility of 26.21% compared to Vanguard Growth ETF (VUG) at 4.57%. This indicates that LCUS.L's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
26.21%
4.57%
LCUS.L
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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