PortfoliosLab logoPortfoliosLab logo
LDGL.L vs. ISPY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDGL.L vs. ISPY.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 Cyber Security UCITS ETF (ISPY.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LDGL.L is traded in USD, while ISPY.L is traded in GBp. To make them comparable, the ISPY.L 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*

ISPY.L

1D
-2.03%
1M
27.31%
YTD
39.20%
6M
33.60%
1Y
36.01%
3Y*
28.99%
5Y*
11.92%
10Y*
16.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between LDGL.L and ISPY.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 16, 2026

0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

LDGL.L

ISPY.L
ISPY.L Risk / Return Rank: 4040
Overall Rank
ISPY.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ISPY.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
ISPY.L Omega Ratio Rank: 4545
Omega Ratio Rank
ISPY.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
ISPY.L Martin Ratio Rank: 3232
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. ISPY.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 Cyber Security UCITS ETF (ISPY.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.

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


Loading charts...

Sharpe Ratios by Period


LDGL.LISPY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

0.66

+0.87

Drawdowns

LDGL.L vs. ISPY.L - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -9.46%, smaller than the maximum ISPY.L drawdown of -39.42%. Use the drawdown chart below to compare losses from any high point for LDGL.L and ISPY.L.


Loading charts...

Drawdown Indicators


LDGL.LISPY.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.46%

-39.42%

+29.96%

Max Drawdown (1Y)

Largest decline over 1 year

-18.30%

Max Drawdown (3Y)

Largest decline over 3 years

-27.67%

Max Drawdown (5Y)

Largest decline over 5 years

-39.42%

Max Drawdown (10Y)

Largest decline over 10 years

-39.42%

Current Drawdown

Current decline from peak

-1.32%

-2.04%

+0.72%

Average Drawdown

Average peak-to-trough decline

-2.88%

-9.92%

+7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.88%

Volatility

LDGL.L vs. ISPY.L - Volatility Comparison


Loading charts...

Volatility by Period


LDGL.LISPY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

Volatility (6M)

Calculated over the trailing 6-month period

22.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

25.54%

-10.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

25.22%

-10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

23.22%

-8.25%

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

LDGL.L has a 0.29% expense ratio, which is lower than ISPY.L's 0.69% expense ratio.


Dividends

LDGL.L vs. ISPY.L - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 1.30%, while ISPY.L has not paid dividends to shareholders.


Frequently Asked Questions


LDGL.L and ISPY.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 0.69% for ISPY.L.

LDGL.L is categorized as Global Equity Income, while ISPY.L is Cybersecurity. LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index, while ISPY.L tracks ISE Cyber Security UCITS Index. Their fees differ too: 0.29% for LDGL.L and 0.69% for ISPY.L.

Portfolio Optimizer

Find the right allocation for LDGL.L and ISPY.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer