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LDEU.L vs. LDGL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDEU.L vs. LDGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Europe ex-UK Quality Dividends Equal Weight ETF EUR Dis (LDEU.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LDEU.L is traded in EUR, while LDGL.L is traded in USD. To make them comparable, the LDGL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period


LDEU.L

1D
-0.31%
1M
0.93%
6M
11.68%
YTD
14.76%
1Y
29.16%
3Y*
25.18%
5Y*
17.00%
10Y*

LDGL.L

1D
0.00%
1M
2.05%
6M
13.31%
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDEU.L vs. LDGL.L - Yearly Performance Comparison


Correlation

The correlation between LDEU.L and LDGL.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 12, 2026

0.79

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Return for Risk

LDEU.L vs. LDGL.L — Risk / Return Rank

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

LDEU.L
LDEU.L Risk / Return Rank: 9090
Overall Rank
LDEU.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LDEU.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
LDEU.L Omega Ratio Rank: 8989
Omega Ratio Rank
LDEU.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
LDEU.L Martin Ratio Rank: 8888
Martin Ratio Rank

LDGL.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

LDEU.L vs. LDGL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Europe ex-UK Quality Dividends Equal Weight ETF EUR Dis (LDEU.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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.


LDEU.LLDGL.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

4.32

Martin ratioReturn relative to average drawdown

15.11

LDEU.L vs. LDGL.L - Sharpe Ratio Comparison


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Drawdowns

LDEU.L vs. LDGL.L - Drawdown Comparison

The maximum LDEU.L drawdown since its inception was -20.16%, which is greater than LDGL.L's maximum drawdown of -7.52%. Use the drawdown chart below to compare losses from any high point for LDEU.L and LDGL.L.


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Drawdown Indicators


LDEU.LLDGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.16%

-7.52%

-12.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.80%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

Max Drawdown (5Y)

Largest decline over 5 years

-20.16%

Current Drawdown

Current decline from peak

-0.54%

-0.03%

-0.51%

Average Drawdown

Average peak-to-trough decline

-3.03%

-1.64%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

Volatility

LDEU.L vs. LDGL.L - Volatility Comparison


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Volatility by Period


LDEU.LLDGL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

13.39%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

13.39%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.25%

13.39%

+0.86%

LDEU.L vs. LDGL.L - Expense Ratio Comparison

LDEU.L has a 0.25% expense ratio, which is lower than LDGL.L's 0.29% expense ratio.


Dividends

LDEU.L vs. LDGL.L - Dividend Comparison

LDEU.L's dividend yield for the trailing twelve months is around 3.52%, more than LDGL.L's 1.60% yield.


PositionTTM20252024202320222021
LDEU.L
L&G Europe ex-UK Quality Dividends Equal Weight ETF EUR Dis
3.52%3.47%4.36%4.44%4.17%2.93%
LDGL.L
L&G Global Quality Dividends UCITS ETF USD Distributing
1.60%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LDEU.L and LDGL.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDEU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDEU.L is cheaper with a 0.25% expense ratio, compared with 0.29% for LDGL.L.

LDEU.L is categorized as Europe Equities, while LDGL.L is Global Equity Income. LDEU.L tracks L&G Europe ex-UK Quality Dividends Equal Weight ETF EUR Dis, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. Their fees differ too: 0.25% for LDEU.L and 0.29% for LDGL.L.

Portfolio Optimizer

Find the right allocation for LDEU.L and LDGL.L

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

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