PortfoliosLab logoPortfoliosLab logo
LDAG.L vs. LGAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDAG.L vs. LGAP.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 L&G Asia Pacific ex Japan Equity UCITS ETF USD (Acc) (LGAP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LDAG.L is traded in GBp, while LGAP.L is traded in USD. To make them comparable, the LGAP.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 16.26% return, which is significantly higher than LGAP.L's 8.82% return.


LDAG.L

1D
-0.08%
1M
-1.91%
6M
13.46%
YTD
16.26%
1Y
23.47%
3Y*
18.72%
5Y*
10.04%
10Y*

LGAP.L

1D
-0.79%
1M
-2.17%
6M
5.38%
YTD
8.82%
1Y
13.02%
3Y*
10.73%
5Y*
5.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
LDAG.L
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
16.26%26.42%5.50%3.28%1.73%-25.94%
LGAP.L
L&G Asia Pacific ex Japan Equity UCITS ETF USD (Acc)
8.82%12.35%6.50%-0.42%5.57%-2.18%

Correlation

The correlation between LDAG.L and LGAP.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.71

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2021

0.72

The correlation between LDAG.L and LGAP.L shifts across timeframes, from 0.58 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

LDAG.L vs. LGAP.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: 6161
Overall Rank
LDAG.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LDAG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
LDAG.L Omega Ratio Rank: 6161
Omega Ratio Rank
LDAG.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
LDAG.L Martin Ratio Rank: 4848
Martin Ratio Rank

LGAP.L
LGAP.L Risk / Return Rank: 3636
Overall Rank
LGAP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LGAP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
LGAP.L Omega Ratio Rank: 3232
Omega Ratio Rank
LGAP.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
LGAP.L Martin Ratio Rank: 3636
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. LGAP.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 L&G Asia Pacific ex Japan Equity UCITS ETF USD (Acc) (LGAP.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.LLGAP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.29

1.19

+0.10

Calmar ratioReturn relative to maximum drawdown

2.44

1.84

+0.60

Martin ratioReturn relative to average drawdown

6.23

4.79

+1.44

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

The current LDAG.L Sharpe Ratio is 1.67, which is higher than the LGAP.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of LDAG.L and LGAP.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.


Loading charts...

Drawdowns

LDAG.L vs. LGAP.L - Drawdown Comparison

The maximum LDAG.L drawdown since its inception was -33.08%, roughly equal to the maximum LGAP.L drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for LDAG.L and LGAP.L.


Loading charts...

Drawdown Indicators


LDAG.LLGAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.08%

-32.02%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-7.06%

-2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-17.57%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-18.59%

-1.30%

Current Drawdown

Current decline from peak

-2.75%

-2.86%

+0.11%

Average Drawdown

Average peak-to-trough decline

-19.60%

-5.98%

-13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

2.71%

+1.05%

Volatility

LDAG.L vs. LGAP.L - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF (LDAG.L) has a higher volatility of 3.84% compared to L&G Asia Pacific ex Japan Equity UCITS ETF USD (Acc) (LGAP.L) at 3.00%. This indicates that LDAG.L's price experiences larger fluctuations and is considered to be riskier than LGAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LDAG.LLGAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

3.00%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

10.48%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

12.70%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

15.20%

+4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.57%

17.53%

+5.04%

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

LDAG.L has a 0.40% expense ratio, which is higher than LGAP.L's 0.10% expense ratio.


Dividends

LDAG.L vs. LGAP.L - Dividend Comparison

LDAG.L's dividend yield for the trailing twelve months is around 3.87%, while LGAP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
LDAG.L
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF
3.87%4.23%4.75%5.40%4.80%2.19%
LGAP.L
L&G Asia Pacific ex Japan Equity UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LDAG.L and LGAP.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGAP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGAP.L is cheaper with a 0.10% expense ratio, compared with 0.40% for LDAG.L.

LDAG.L tracks MSCI AC Asia Pac Ex JPN NR USD, while LGAP.L tracks Solactive Core Developed Markets Pacific ex Japan Large & Mid Cap USD Index NTR. They also come from different issuers: Legal & General and L&G. Their fees differ too: 0.40% for LDAG.L and 0.10% for LGAP.L.

Portfolio Optimizer

Find the right allocation for LDAG.L and LGAP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer