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

Performance

LDGL.L vs. DRGG.L - 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 L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period


LDGL.L

1D
0.00%
1M
0.79%
6M
11.03%
YTD
1Y
3Y*
5Y*
10Y*

DRGG.L

1D
0.04%
1M
-0.21%
6M
3.57%
YTD
3.01%
1Y
6.22%
3Y*
4.74%
5Y*
2.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between LDGL.L and DRGG.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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Return for Risk

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

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

LDGL.L

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


DRGG.L
DRGG.L Risk / Return Rank: 3939
Overall Rank
DRGG.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DRGG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
DRGG.L Omega Ratio Rank: 3535
Omega Ratio Rank
DRGG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
DRGG.L Martin Ratio Rank: 4343
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. DRGG.L - 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 L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.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.


LDGL.LDRGG.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

3.76

Martin ratioReturn relative to average drawdown

13.54

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


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Drawdowns

LDGL.L vs. DRGG.L - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -9.46%, smaller than the maximum DRGG.L drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for LDGL.L and DRGG.L.


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Drawdown Indicators


LDGL.LDRGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.46%

-27.95%

+18.49%

Max Drawdown (1Y)

Largest decline over 1 year

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-12.16%

Current Drawdown

Current decline from peak

0.00%

-14.02%

+14.02%

Average Drawdown

Average peak-to-trough decline

-2.33%

-21.38%

+19.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

Volatility

LDGL.L vs. DRGG.L - Volatility Comparison


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Volatility by Period


LDGL.LDRGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

5.16%

+9.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

6.53%

+7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.19%

12.45%

+1.74%

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

LDGL.L has a 0.29% expense ratio, which is lower than DRGG.L's 0.30% expense ratio.


Dividends

LDGL.L vs. DRGG.L - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 1.92%, more than DRGG.L's 0.01% yield.


PositionTTM20252024202320222021
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
0.01%2.04%2.27%2.48%2.61%1.40%
LDGL.L
L&G Global Quality Dividends UCITS ETF USD Distributing
1.92%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LDGL.L and DRGG.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDGL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDGL.L is cheaper with a 0.29% expense ratio, compared with 0.30% for DRGG.L.

LDGL.L is categorized as Global Equity Income, while DRGG.L is Government Bonds. LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index, while DRGG.L tracks J.P. Morgan China Custom Liquid ESG Capped Index. Their fees differ too: 0.29% for LDGL.L and 0.30% for DRGG.L.

Portfolio Optimizer

Find the right allocation for LDGL.L and DRGG.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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