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LDGL.L vs. EHDV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDGL.L vs. EHDV.DE - 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 Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE). 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 EHDV.DE is traded in EUR. To make them comparable, the EHDV.DE values have been converted to USD using the latest available exchange rates.

Returns By Period


LDGL.L

1D
0.27%
1M
1.58%
YTD
6M
1Y
3Y*
5Y*
10Y*

EHDV.DE

1D
0.02%
1M
0.14%
YTD
8.91%
6M
11.79%
1Y
22.86%
3Y*
23.40%
5Y*
11.68%
10Y*
6.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDGL.L vs. EHDV.DE - Yearly Performance Comparison


Correlation

The correlation between LDGL.L and EHDV.DE is 0.74, 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

0.74

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Return for Risk

LDGL.L vs. EHDV.DE — Risk / Return Rank

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

LDGL.L

EHDV.DE
EHDV.DE Risk / Return Rank: 6262
Overall Rank
EHDV.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 6262
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. EHDV.DE - 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 Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE). 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. EHDV.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDGL.LEHDV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

0.42

+1.10

Drawdowns

LDGL.L vs. EHDV.DE - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -9.46%, smaller than the maximum EHDV.DE drawdown of -48.10%. Use the drawdown chart below to compare losses from any high point for LDGL.L and EHDV.DE.


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Drawdown Indicators


LDGL.LEHDV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.46%

-48.10%

+38.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.97%

Max Drawdown (5Y)

Largest decline over 5 years

-34.24%

Max Drawdown (10Y)

Largest decline over 10 years

-48.10%

Current Drawdown

Current decline from peak

-1.32%

-3.00%

+1.68%

Average Drawdown

Average peak-to-trough decline

-2.88%

-13.05%

+10.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

Volatility

LDGL.L vs. EHDV.DE - Volatility Comparison


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Volatility by Period


LDGL.LEHDV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

12.38%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

17.18%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

18.30%

-3.33%

LDGL.L vs. EHDV.DE - Expense Ratio Comparison

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


Dividends

LDGL.L vs. EHDV.DE - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 1.30%, less than EHDV.DE's 3.98% yield.


PositionTTM202520242023202220212020
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
3.98%4.70%5.79%5.57%5.62%4.18%2.66%
LDGL.L
L&G Global Quality Dividends UCITS ETF USD Distributing
1.30%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LDGL.L and EHDV.DE have a correlation of 0.74, 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 EHDV.DE.

LDGL.L is categorized as Global Equity Income, while EHDV.DE is Large Cap Value Equities. LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index, while EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index. They also come from different issuers: L&G and Invesco. Their fees differ too: 0.29% for LDGL.L and 0.30% for EHDV.DE.

Portfolio Optimizer

Find the right allocation for LDGL.L and EHDV.DE

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