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

Performance

LDGL.L vs. LDAP.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 APAC ex-Japan Quality Dividends Equal Weight UCITS ETF USD (Dist) (LDAP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LDGL.L

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

LDAP.L

1D
-0.31%
1M
-1.62%
6M
14.02%
YTD
16.25%
1Y
23.79%
3Y*
19.79%
5Y*
9.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between LDGL.L and LDAP.L is 0.64, 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 12, 2026

0.64

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Return for Risk

LDGL.L vs. LDAP.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.


LDAP.L
LDAP.L Risk / Return Rank: 5656
Overall Rank
LDAP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LDAP.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
LDAP.L Omega Ratio Rank: 5656
Omega Ratio Rank
LDAP.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
LDAP.L Martin Ratio Rank: 4747
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. LDAP.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 APAC ex-Japan Quality Dividends Equal Weight UCITS ETF USD (Dist) (LDAP.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.LLDAP.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.18

Martin ratioReturn relative to average drawdown

5.87

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


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Drawdowns

LDGL.L vs. LDAP.L - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -9.46%, smaller than the maximum LDAP.L drawdown of -99.33%. Use the drawdown chart below to compare losses from any high point for LDGL.L and LDAP.L.


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Drawdown Indicators


LDGL.LLDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.46%

-99.33%

+89.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

Max Drawdown (3Y)

Largest decline over 3 years

-24.47%

Max Drawdown (5Y)

Largest decline over 5 years

-34.61%

Current Drawdown

Current decline from peak

0.00%

-98.39%

+98.39%

Average Drawdown

Average peak-to-trough decline

-2.33%

-98.71%

+96.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

Volatility

LDGL.L vs. LDAP.L - Volatility Comparison


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Volatility by Period


LDGL.LLDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

15.79%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

28.06%

-13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.19%

51.13%

-36.94%

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

LDGL.L has a 0.29% expense ratio, which is lower than LDAP.L's 0.40% expense ratio.


Dividends

LDGL.L vs. LDAP.L - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 1.92%, less than LDAP.L's 3.86% yield.


PositionTTM20252024202320222021
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight UCITS ETF USD (Dist)
3.86%4.23%4.86%5.25%4.92%2.23%
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 LDAP.L have a correlation of 0.64, 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 0.40% for LDAP.L.

LDGL.L is categorized as Global Equity Income, while LDAP.L is Asia Pacific Equities. LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index, while LDAP.L tracks FTSE Developed Asia Pacific ex Japan All Cap ex CW ex TC ex REITS Dividend Growth with Quality Net Tax Index. Their fees differ too: 0.29% for LDGL.L and 0.40% for LDAP.L.

Portfolio Optimizer

Find the right allocation for LDGL.L and LDAP.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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