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LDGL.L vs. TDIV.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LDGL.L vs. TDIV.AS - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). The values are adjusted to include any dividend payments, if applicable.

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LDGL.L vs. TDIV.AS - Yearly Performance Comparison


Different Trading Currencies

LDGL.L is traded in USD, while TDIV.AS is traded in EUR. To make them comparable, the TDIV.AS values have been converted to USD using the latest available exchange rates.

Returns By Period


LDGL.L

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

TDIV.AS

1D
0.88%
1M
-2.78%
YTD
7.98%
6M
18.23%
1Y
33.89%
3Y*
23.09%
5Y*
17.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LDGL.L vs. TDIV.AS - Expense Ratio Comparison

LDGL.L has a 0.29% expense ratio, which is lower than TDIV.AS's 0.38% expense ratio.


Return for Risk

LDGL.L vs. TDIV.AS — Risk / Return Rank

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

LDGL.L

TDIV.AS
TDIV.AS Risk / Return Rank: 9292
Overall Rank
TDIV.AS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TDIV.AS Sortino Ratio Rank: 8686
Sortino Ratio Rank
TDIV.AS Omega Ratio Rank: 9393
Omega Ratio Rank
TDIV.AS Calmar Ratio Rank: 9797
Calmar Ratio Rank
TDIV.AS Martin Ratio Rank: 9797
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. TDIV.AS - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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. TDIV.AS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDGL.LTDIV.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.80

-0.44

Correlation

The correlation between LDGL.L and TDIV.AS is 0.64, 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. TDIV.AS - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 0.69%, less than TDIV.AS's 3.32% yield.


TTM2025202420232022202120202019201820172016
LDGL.L
L&G Global Quality Dividends UCITS ETF USD Distributing
0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.32%3.58%4.19%4.98%4.55%3.98%4.12%4.40%4.93%3.95%1.11%

Drawdowns

LDGL.L vs. TDIV.AS - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -10.00%, smaller than the maximum TDIV.AS drawdown of -37.90%. Use the drawdown chart below to compare losses from any high point for LDGL.L and TDIV.AS.


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Drawdown Indicators


LDGL.LTDIV.ASDifference

Max Drawdown

Largest peak-to-trough decline

-10.00%

-36.06%

+26.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

Current Drawdown

Current decline from peak

-7.61%

-0.73%

-6.88%

Average Drawdown

Average peak-to-trough decline

-3.03%

-3.98%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

Volatility

LDGL.L vs. TDIV.AS - Volatility Comparison


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Volatility by Period


LDGL.LTDIV.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.23%

15.63%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

14.40%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

15.74%

+0.49%