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LDAG.L vs. CP9U.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LDAG.L vs. CP9U.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 Pacific ex Japan UCITS DR (CP9U.L). The values are adjusted to include any dividend payments, if applicable.

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LDAG.L vs. CP9U.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LDAG.L
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
11.09%26.41%5.50%3.28%1.73%-0.75%
CP9U.L
Amundi MSCI Pacific ex Japan UCITS DR
4.29%5.38%1.15%-0.06%-2.40%4.63%
Different Trading Currencies

LDAG.L is traded in GBp, while CP9U.L is traded in USD. To make them comparable, the CP9U.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LDAG.L achieves a 11.09% return, which is significantly higher than CP9U.L's 4.29% return.


LDAG.L

1D
1.71%
1M
-4.03%
YTD
11.09%
6M
14.32%
1Y
41.30%
3Y*
15.68%
5Y*
10Y*

CP9U.L

1D
2.64%
1M
-3.10%
YTD
4.29%
6M
3.25%
1Y
11.48%
3Y*
3.31%
5Y*
3.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LDAG.L vs. CP9U.L - Expense Ratio Comparison

LDAG.L has a 0.40% expense ratio, which is higher than CP9U.L's 0.35% expense ratio.


Return for Risk

LDAG.L vs. CP9U.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: 9595
Overall Rank
LDAG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LDAG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
LDAG.L Omega Ratio Rank: 9696
Omega Ratio Rank
LDAG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
LDAG.L Martin Ratio Rank: 9191
Martin Ratio Rank

CP9U.L
CP9U.L Risk / Return Rank: 4747
Overall Rank
CP9U.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CP9U.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
CP9U.L Omega Ratio Rank: 4343
Omega Ratio Rank
CP9U.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
CP9U.L Martin Ratio Rank: 5050
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.

LDAG.L vs. CP9U.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 Pacific ex Japan UCITS DR (CP9U.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.


LDAG.LCP9U.LDifference

Sharpe ratio

Return per unit of total volatility

2.83

0.80

+2.03

Sortino ratio

Return per unit of downside risk

3.55

1.15

+2.40

Omega ratio

Gain probability vs. loss probability

1.52

1.16

+0.36

Calmar ratio

Return relative to maximum drawdown

4.33

1.57

+2.75

Martin ratio

Return relative to average drawdown

13.11

4.96

+8.15

LDAG.L vs. CP9U.L - Sharpe Ratio Comparison

The current LDAG.L Sharpe Ratio is 2.83, which is higher than the CP9U.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of LDAG.L and CP9U.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LDAG.LCP9U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

0.80

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.24

+0.48

Correlation

The correlation between LDAG.L and CP9U.L is 0.41, 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

LDAG.L vs. CP9U.L - Dividend Comparison

LDAG.L's dividend yield for the trailing twelve months is around 3.94%, while CP9U.L has not paid dividends to shareholders.


TTM20252024202320222021
LDAG.L
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
3.94%4.23%4.75%5.40%4.80%2.19%
CP9U.L
Amundi MSCI Pacific ex Japan UCITS DR
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LDAG.L vs. CP9U.L - Drawdown Comparison

The maximum LDAG.L drawdown since its inception was -14.68%, smaller than the maximum CP9U.L drawdown of -29.43%. Use the drawdown chart below to compare losses from any high point for LDAG.L and CP9U.L.


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Drawdown Indicators


LDAG.LCP9U.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.68%

-38.03%

+23.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-10.30%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

Current Drawdown

Current decline from peak

-7.07%

-5.35%

-1.72%

Average Drawdown

Average peak-to-trough decline

-4.34%

-7.43%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.94%

+0.22%

Volatility

LDAG.L vs. CP9U.L - Volatility Comparison

The current volatility for L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.L) is 4.89%, while Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L) has a volatility of 5.80%. This indicates that LDAG.L experiences smaller price fluctuations and is considered to be less risky than CP9U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDAG.LCP9U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

5.80%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

9.33%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

14.46%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.80%

17.97%

-5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.80%

20.99%

-8.19%