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

Performance

LDGL.L vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LDGL.L

1D
-0.30%
1M
0.66%
YTD
6M
1Y
3Y*
5Y*
10Y*

DGRO

1D
-0.28%
1M
3.14%
YTD
8.76%
6M
8.75%
1Y
22.54%
3Y*
16.99%
5Y*
10.54%
10Y*
13.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDGL.L vs. DGRO - Yearly Performance Comparison


Correlation

The correlation between LDGL.L and DGRO is 0.53, 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 16, 2026

0.53

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Return for Risk

LDGL.L vs. DGRO — Risk / Return Rank

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

LDGL.L

DGRO
DGRO Risk / Return Rank: 7171
Overall Rank
DGRO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7070
Omega Ratio Rank
DGRO Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L) and iShares Core Dividend Growth ETF (DGRO). 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.

LDGL.L vs. DGRO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDGL.LDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

0.76

+0.71

Drawdowns

LDGL.L vs. DGRO - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -9.46%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for LDGL.L and DGRO.


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Drawdown Indicators


LDGL.LDGRODifference

Max Drawdown

Largest peak-to-trough decline

-9.46%

-35.10%

+25.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-1.58%

-0.28%

-1.30%

Average Drawdown

Average peak-to-trough decline

-2.89%

-3.44%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

Volatility

LDGL.L vs. DGRO - Volatility Comparison


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Volatility by Period


LDGL.LDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

9.48%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

13.82%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

16.62%

-1.60%

LDGL.L vs. DGRO - Expense Ratio Comparison

LDGL.L has a 0.29% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

LDGL.L vs. DGRO - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 1.31%, less than DGRO's 1.96% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
LDGL.L
L&G Global Quality Dividends UCITS ETF USD Distributing
1.31%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


LDGL.L and DGRO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.29% for LDGL.L.

LDGL.L is categorized as Global Equity Income, while DGRO is Large Cap Growth Equities. LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: L&G and iShares. Their fees differ too: 0.29% for LDGL.L and 0.08% for DGRO.

Portfolio Optimizer

Find the right allocation for LDGL.L and DGRO

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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