LDEG.L vs. EQDS.L
Compare and contrast key facts about L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L).
LDEG.L and EQDS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDEG.L is a passively managed fund by Legal & General that tracks the performance of the MSCI Europe Ex UK NR EUR. It was launched on Apr 12, 2021. EQDS.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Jun 12, 2017. Both LDEG.L and EQDS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LDEG.L vs. EQDS.L - Performance Comparison
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LDEG.L vs. EQDS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 6.14% | 45.02% | 8.90% | 14.41% | 3.49% | 2.89% |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 0.77% | 16.53% | 6.00% | 12.95% | 7.23% | 3.40% |
Returns By Period
In the year-to-date period, LDEG.L achieves a 6.14% return, which is significantly higher than EQDS.L's 0.77% return.
LDEG.L
- 1D
- 1.77%
- 1M
- -1.27%
- YTD
- 6.14%
- 6M
- 14.03%
- 1Y
- 32.36%
- 3Y*
- 22.95%
- 5Y*
- —
- 10Y*
- —
EQDS.L
- 1D
- 1.42%
- 1M
- -4.38%
- YTD
- 0.77%
- 6M
- 2.93%
- 1Y
- 11.22%
- 3Y*
- 9.40%
- 5Y*
- 10.48%
- 10Y*
- —
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LDEG.L vs. EQDS.L - Expense Ratio Comparison
LDEG.L has a 0.25% expense ratio, which is lower than EQDS.L's 0.28% expense ratio.
Return for Risk
LDEG.L vs. EQDS.L — Risk / Return Rank
LDEG.L
EQDS.L
LDEG.L vs. EQDS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.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.
| LDEG.L | EQDS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.37 | 0.90 | +1.47 |
Sortino ratioReturn per unit of downside risk | 2.95 | 1.24 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.18 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 4.08 | 1.19 | +2.89 |
Martin ratioReturn relative to average drawdown | 13.87 | 4.16 | +9.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDEG.L | EQDS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 0.90 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.55 | +0.66 |
Correlation
The correlation between LDEG.L and EQDS.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LDEG.L vs. EQDS.L - Dividend Comparison
LDEG.L's dividend yield for the trailing twelve months is around 3.31%, which matches EQDS.L's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 3.31% | 3.48% | 4.28% | 4.18% | 3.76% | 3.16% | 0.00% | 0.00% | 0.00% | 0.00% |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.34% | 2.96% | 3.16% | 3.58% | 4.14% | 4.63% | 3.23% | 4.52% | 5.06% | 0.76% |
Drawdowns
LDEG.L vs. EQDS.L - Drawdown Comparison
The maximum LDEG.L drawdown since its inception was -15.97%, smaller than the maximum EQDS.L drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for LDEG.L and EQDS.L.
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Drawdown Indicators
| LDEG.L | EQDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.97% | -32.52% | +16.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -9.60% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.74% | — |
Current DrawdownCurrent decline from peak | -3.09% | -6.11% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -4.02% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.74% | -0.38% |
Volatility
LDEG.L vs. EQDS.L - Volatility Comparison
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L) has a higher volatility of 5.28% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) at 4.46%. This indicates that LDEG.L's price experiences larger fluctuations and is considered to be riskier than EQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDEG.L | EQDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 4.46% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 8.12% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.62% | 12.49% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 12.36% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 15.83% | +0.35% |