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

Performance

LDGL.L vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LDGL.L

1D
0.00%
1M
0.54%
6M
11.10%
YTD
1Y
3Y*
5Y*
10Y*

VTI

1D
0.34%
1M
0.26%
6M
9.87%
YTD
11.75%
1Y
23.09%
3Y*
20.04%
5Y*
12.43%
10Y*
14.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDGL.L vs. VTI - Yearly Performance Comparison


Correlation

The correlation between LDGL.L and VTI is 0.43, 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 12, 2026

0.43

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Return for Risk

LDGL.L vs. VTI — 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.


VTI
VTI Risk / Return Rank: 7070
Overall Rank
VTI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6969
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7777
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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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.LVTIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.60

Martin ratioReturn relative to average drawdown

11.39

LDGL.L vs. VTI - Sharpe Ratio Comparison


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Drawdowns

LDGL.L vs. VTI - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -9.46%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LDGL.L and VTI.


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Drawdown Indicators


LDGL.LVTIDifference

Max Drawdown

Largest peak-to-trough decline

-9.46%

-55.45%

+45.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

0.00%

-0.23%

+0.23%

Average Drawdown

Average peak-to-trough decline

-2.37%

-8.00%

+5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

LDGL.L vs. VTI - Volatility Comparison


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Volatility by Period


LDGL.LVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

12.83%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.29%

17.51%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

18.28%

-3.99%

LDGL.L vs. VTI - Expense Ratio Comparison

LDGL.L has a 0.29% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

LDGL.L vs. VTI - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 1.60%, more than VTI's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
LDGL.L
L&G Global Quality Dividends UCITS ETF USD Distributing
1.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.05%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


LDGL.L and VTI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.29% for LDGL.L.

LDGL.L is categorized as Global Equity Income, while VTI is Large Cap Blend Equities. LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: L&G and Vanguard. Their fees differ too: 0.29% for LDGL.L and 0.03% for VTI.

Portfolio Optimizer

Find the right allocation for LDGL.L and VTI

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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