LDAG.L vs. CI2G.L

Last updated Jun 26, 2026

LDAG.L (L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF) and CI2G.L (Amundi MSCI India UCITS ETF USD) are both Asia Pacific Equities funds - LDAG.L tracks the MSCI AC Asia Pac Ex JPN NR USD while CI2G.L tracks the MSCI India NR USD. Both are passively managed. Over the past 5 years, LDAG.L returned 9.22%/yr vs 4.68%/yr for CI2G.L. At a 0.33 correlation, their price movements are largely independent. LDAG.L charges 0.40%/yr vs 0.80%/yr for CI2G.L.

Performance

LDAG.L vs. CI2G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.L) and Amundi MSCI India UCITS ETF USD (CI2G.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDAG.L achieves a 13.10% return, which is significantly higher than CI2G.L's -8.95% return.

LDAG.L

• 1D: -0.20%
• 1M: -2.41%
• YTD: 13.10%
• 6M: 12.53%
• 1Y: 29.43%
• 3Y*: 18.15%
• 5Y*: 9.22%
• 10Y*: —

CI2G.L

• 1D: -1.35%
• 1M: 2.87%
• YTD: -8.95%
• 6M: -8.72%
• 1Y: -9.73%
• 3Y*: 3.97%
• 5Y*: 4.68%
• 10Y*: 7.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDAG.L vs. CI2G.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LDAG.L L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF	13.10%	26.42%	5.50%	3.28%	1.73%	-25.94%
CI2G.L Amundi MSCI India UCITS ETF USD	-8.95%	-5.26%	11.34%	12.20%	2.39%	20.88%

Correlation

The correlation between LDAG.L and CI2G.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	0.32
Correlation (All Time) Calculated using the full available price history since Apr 12, 2021	0.33

LDAG.L vs. CI2G.L - Sectors Allocation Comparison

Sectors	LDAG.L	CI2G.L
Financial Services	33.5%	28.3%
Industrials	12.4%	10.7%
Utilities	11.3%	4.5%
Consumer Cyclical	11.2%	12.5%
Technology	8.2%	8.2%
Consumer Defensive	7.0%	6.0%
Basic Materials	5.7%	8.4%
Communication Services	4.1%	4.7%
Energy	3.6%	9.0%
Healthcare	3.0%	6.3%
Real Estate	0.3%	1.4%

Return for Risk

LDAG.L vs. CI2G.L — Risk / Return Rank

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

LDAG.L

LDAG.L Risk / Return Rank: 67
LDAG.L Sharpe Ratio Rank: 74
LDAG.L Sortino Ratio Rank: 72
LDAG.L Omega Ratio Rank: 68
LDAG.L Calmar Ratio Rank: 69
LDAG.L Martin Ratio Rank: 53

CI2G.L

CI2G.L Risk / Return Rank: 5
CI2G.L Sharpe Ratio Rank: 5
CI2G.L Sortino Ratio Rank: 5
CI2G.L Omega Ratio Rank: 5
CI2G.L Calmar Ratio Rank: 6
CI2G.L Martin Ratio Rank: 5

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.

LDAG.L vs. CI2G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.L) and Amundi MSCI India UCITS ETF USD (CI2G.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.

	LDAG.L	CI2G.L	Difference
Sharpe ratio: Return per unit of total volatility	2.09	-0.57	+2.66
Sortino ratio: Return per unit of downside risk	2.85	-0.73	+3.58
Omega ratio: Gain probability vs. loss probability	1.36	0.92	+0.44
Calmar ratio: Return relative to maximum drawdown	3.06	-0.44	+3.50
Martin ratio: Return relative to average drawdown	8.13	-0.93	+9.06

LDAG.L vs. CI2G.L - Sharpe Ratio Comparison

The current LDAG.L Sharpe Ratio is 2.09, which is higher than the CI2G.L Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of LDAG.L and CI2G.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.

Drawdowns

LDAG.L vs. CI2G.L - Drawdown Comparison

The maximum LDAG.L drawdown since its inception was -33.08%, smaller than the maximum CI2G.L drawdown of -45.02%. Use the drawdown chart below to compare losses from any high point for LDAG.L and CI2G.L.

Drawdown Indicators

	LDAG.L	CI2G.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.08%	-45.02%	+11.94%
Max Drawdown (1Y) Largest decline over 1 year	-9.58%	-19.88%	+10.30%
Max Drawdown (3Y) Largest decline over 3 years	-19.89%	-26.75%	+6.86%
Max Drawdown (5Y) Largest decline over 5 years	-19.89%	-26.75%	+6.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.13%	—
Current Drawdown Current decline from peak	-5.40%	-20.23%	+14.83%
Average Drawdown Average peak-to-trough decline	-19.79%	-13.39%	-6.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	9.49%	-5.88%

Volatility

LDAG.L vs. CI2G.L - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.L) and Amundi MSCI India UCITS ETF USD (CI2G.L) have volatilities of 4.81% and 4.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LDAG.L	CI2G.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	4.88%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	12.85%	-1.81%
Volatility (1Y) Calculated over the trailing 1-year period	14.05%	15.43%	-1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.84%	15.98%	+3.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.66%	19.18%	+3.48%

LDAG.L vs. CI2G.L - Expense Ratio Comparison

LDAG.L has a 0.40% expense ratio, which is lower than CI2G.L's 0.80% expense ratio.

Dividends

LDAG.L vs. CI2G.L - Dividend Comparison

LDAG.L's dividend yield for the trailing twelve months is around 3.98%, while CI2G.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
CI2G.L Amundi MSCI India UCITS ETF USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LDAG.L L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF	3.98%	4.23%	4.75%	5.40%	4.80%	2.19%

Frequently Asked Questions

Can I hold both LDAG.L and CI2G.L in my portfolio?

LDAG.L and CI2G.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.

Which ETF is better, LDAG.L or CI2G.L?

On fees, LDAG.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LDAG.L or CI2G.L?

LDAG.L is cheaper with a 0.40% expense ratio, compared with 0.80% for CI2G.L.

What is the main difference between LDAG.L and CI2G.L?

LDAG.L tracks MSCI AC Asia Pac Ex JPN NR USD, while CI2G.L tracks MSCI India NR USD. They also come from different issuers: Legal & General and Amundi. Their fees differ too: 0.40% for LDAG.L and 0.80% for CI2G.L.