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

Performance

LDGL.L vs. JEGP.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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 JEGP.L is traded in GBp. To make them comparable, the JEGP.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*

JEGP.L

1D
0.54%
1M
0.12%
YTD
-2.11%
6M
-0.35%
1Y
1.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between LDGL.L and JEGP.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 16, 2026

0.40

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Return for Risk

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

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

LDGL.L

JEGP.L
JEGP.L Risk / Return Rank: 1313
Overall Rank
JEGP.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1212
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1313
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. JEGP.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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. JEGP.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDGL.LJEGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

0.79

+0.73

Drawdowns

LDGL.L vs. JEGP.L - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -9.46%, which is greater than JEGP.L's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for LDGL.L and JEGP.L.


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Drawdown Indicators


LDGL.LJEGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.46%

-8.54%

-0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

Current Drawdown

Current decline from peak

-1.32%

-7.69%

+6.37%

Average Drawdown

Average peak-to-trough decline

-2.88%

-1.59%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

Volatility

LDGL.L vs. JEGP.L - Volatility Comparison


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Volatility by Period


LDGL.LJEGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

8.52%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

9.97%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

9.97%

+5.00%

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

LDGL.L has a 0.29% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.


Dividends

LDGL.L vs. JEGP.L - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 1.30%, less than JEGP.L's 8.82% yield.


Frequently Asked Questions


LDGL.L and JEGP.L have a correlation of 0.40, 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 0.35% for JEGP.L.

They also come from different issuers: L&G and JPMorgan. Their fees differ too: 0.29% for LDGL.L and 0.35% for JEGP.L.

Portfolio Optimizer

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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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