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

Performance

LDGL.L vs. RTWO.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 Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.L). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period


LDGL.L

1D
1.21%
1M
-7.61%
YTD
6M
1Y
3Y*
5Y*
10Y*

RTWO.L

1D
0.39%
1M
-6.50%
YTD
-0.96%
6M
2.12%
1Y
20.99%
3Y*
11.66%
5Y*
4.24%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

LDGL.L

RTWO.L
RTWO.L Risk / Return Rank: 5757
Overall Rank
RTWO.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RTWO.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
RTWO.L Omega Ratio Rank: 5252
Omega Ratio Rank
RTWO.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
RTWO.L Martin Ratio Rank: 5656
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. RTWO.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 Russell 2000 US Small Cap Quality UCITS ETF USD Acc (RTWO.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. RTWO.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDGL.LRTWO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.55

-0.19

Correlation

The correlation between LDGL.L and RTWO.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LDGL.L vs. RTWO.L - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 0.69%, while RTWO.L has not paid dividends to shareholders.


Drawdowns

LDGL.L vs. RTWO.L - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -10.00%, smaller than the maximum RTWO.L drawdown of -42.35%. Use the drawdown chart below to compare losses from any high point for LDGL.L and RTWO.L.


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Drawdown Indicators


LDGL.LRTWO.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.00%

-42.35%

+32.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-7.61%

-8.72%

+1.11%

Average Drawdown

Average peak-to-trough decline

-3.03%

-7.96%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

Volatility

LDGL.L vs. RTWO.L - Volatility Comparison


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Volatility by Period


LDGL.LRTWO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.23%

19.18%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

21.03%

-4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

21.39%

-5.16%