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LDGG.L vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDGG.L vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Global Quality Dividends UCITS ETF USD (Dist) (LDGG.L) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period


LDGG.L

1D
-0.05%
1M
3.04%
YTD
6M
1Y
3Y*
5Y*
10Y*

ACWI

1D
0.00%
1M
5.05%
YTD
12.54%
6M
11.91%
1Y
30.05%
3Y*
18.20%
5Y*
12.47%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDGG.L vs. ACWI - Yearly Performance Comparison


Correlation

The correlation between LDGG.L and ACWI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 21, 2026

0.31

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Return for Risk

LDGG.L vs. ACWI — Risk / Return Rank

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

LDGG.L

ACWI
ACWI Risk / Return Rank: 7070
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7171
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7171
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6262
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7373
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.

LDGG.L vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Global Quality Dividends UCITS ETF USD (Dist) (LDGG.L) and iShares MSCI ACWI ETF (ACWI). 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.


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

LDGG.L vs. ACWI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDGG.LACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

2.43

0.59

+1.83

Drawdowns

LDGG.L vs. ACWI - Drawdown Comparison

The maximum LDGG.L drawdown since its inception was -8.72%, smaller than the maximum ACWI drawdown of -38.18%. Use the drawdown chart below to compare losses from any high point for LDGG.L and ACWI.


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Drawdown Indicators


LDGG.LACWIDifference

Max Drawdown

Largest peak-to-trough decline

-8.72%

-38.18%

+29.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-17.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.98%

Max Drawdown (10Y)

Largest decline over 10 years

-26.56%

Current Drawdown

Current decline from peak

-0.70%

-0.56%

-0.14%

Average Drawdown

Average peak-to-trough decline

-2.58%

-5.14%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

Volatility

LDGG.L vs. ACWI - Volatility Comparison


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Volatility by Period


LDGG.LACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

11.50%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.47%

14.19%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

16.47%

-5.00%

LDGG.L vs. ACWI - Expense Ratio Comparison

LDGG.L has a 0.31% expense ratio, which is lower than ACWI's 0.32% expense ratio.


Dividends

LDGG.L vs. ACWI - Dividend Comparison

LDGG.L's dividend yield for the trailing twelve months is around 1.75%, more than ACWI's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.38%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
LDGG.L
L&G Global Quality Dividends UCITS ETF USD (Dist)
1.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LDGG.L and ACWI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDGG.L is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDGG.L is cheaper with a 0.31% expense ratio, compared with 0.32% for ACWI.

LDGG.L is categorized as Global Equity Income, while ACWI is Global Equities. LDGG.L tracks FTSE Developed All Cap Dividend Growth with Quality Net Tax Index, while ACWI tracks MSCI All Country World Index. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.31% for LDGG.L and 0.32% for ACWI.

Portfolio Optimizer

Find the right allocation for LDGG.L and ACWI

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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