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

Performance

LDGG.L vs. VUSA.L - 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 Vanguard S&P 500 UCITS ETF (VUSA.L). 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 VUSA.L is traded in GBP. To make them comparable, the VUSA.L 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*

VUSA.L

1D
0.03%
1M
5.52%
YTD
10.52%
6M
10.48%
1Y
29.10%
3Y*
19.01%
5Y*
14.94%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDGG.L vs. VUSA.L - Yearly Performance Comparison


Correlation

The correlation between LDGG.L and VUSA.L is 0.42, 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

0.42

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Return for Risk

LDGG.L vs. VUSA.L — Risk / Return Rank

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

LDGG.L

VUSA.L
VUSA.L Risk / Return Rank: 8282
Overall Rank
VUSA.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 8585
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 7878
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. VUSA.L - 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 Vanguard S&P 500 UCITS ETF (VUSA.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.


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

LDGG.L vs. VUSA.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDGG.LVUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

2.43

1.06

+1.37

Drawdowns

LDGG.L vs. VUSA.L - Drawdown Comparison

The maximum LDGG.L drawdown since its inception was -8.72%, smaller than the maximum VUSA.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for LDGG.L and VUSA.L.


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Drawdown Indicators


LDGG.LVUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.72%

-25.47%

+16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

Max Drawdown (3Y)

Largest decline over 3 years

-20.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

-0.70%

-0.23%

-0.47%

Average Drawdown

Average peak-to-trough decline

-2.58%

-3.19%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

LDGG.L vs. VUSA.L - Volatility Comparison


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Volatility by Period


LDGG.LVUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

10.58%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.47%

14.29%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

15.64%

-4.17%

LDGG.L vs. VUSA.L - Expense Ratio Comparison

LDGG.L has a 0.31% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.


Dividends

LDGG.L vs. VUSA.L - Dividend Comparison

LDGG.L's dividend yield for the trailing twelve months is around 1.75%, more than VUSA.L's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VUSA.L
Vanguard S&P 500 UCITS ETF
0.87%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%

Frequently Asked Questions


LDGG.L and VUSA.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.L is cheaper with a 0.07% expense ratio, compared with 0.31% for LDGG.L.

LDGG.L is categorized as Global Equity Income, while VUSA.L is S&P 500. LDGG.L tracks FTSE Developed All Cap Dividend Growth with Quality Net Tax Index, while VUSA.L tracks S&P 500 Index. They also come from different issuers: Legal & General and Vanguard. Their fees differ too: 0.31% for LDGG.L and 0.07% for VUSA.L.

Portfolio Optimizer

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