LDGL.L vs. DRGG.L
LDGL.L (L&G Global Quality Dividends UCITS ETF USD Distributing) and DRGG.L (L&G China CNY Bond UCITS ETF USD (Dist)) are both exchange-traded funds - LDGL.L is a Global Equity Income fund tracking the FTSE Developed All Cap Dividend Growth with Quality Index, while DRGG.L is a Government Bonds fund tracking the J.P. Morgan China Custom Liquid ESG Capped Index. Both are passively managed. At a correlation of -0.05, they often move in opposite directions. LDGL.L charges 0.29%/yr vs 0.30%/yr for DRGG.L.
Performance
LDGL.L vs. DRGG.L - Performance Comparison
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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*
- —
LDGL.L vs. DRGG.L - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing | 12.75% |
DRGG.L L&G China CNY Bond UCITS ETF USD (Dist) | 2.98% |
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
LDGL.L
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DRGG.L
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.L | DRGG.L | Difference | |
|---|---|---|---|
| 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 | — |
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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.L | DRGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -14.02% | +14.02% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -21.38% | +19.05% |
Ulcer IndexDepth 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.L | DRGG.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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.
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