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

Performance

LDGL.L vs. WINC.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 iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LDGL.L

1D
-0.30%
1M
0.66%
YTD
6M
1Y
3Y*
5Y*
10Y*

WINC.AS

1D
-0.54%
1M
3.21%
YTD
8.19%
6M
9.90%
1Y
25.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between LDGL.L and WINC.AS is 0.75, 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 16, 2026

0.75

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Return for Risk

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

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

LDGL.L

WINC.AS
WINC.AS Risk / Return Rank: 7474
Overall Rank
WINC.AS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7878
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7070
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7373
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 7979
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. WINC.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 iShares World Equity High Income UCITS ETF USD Inc (WINC.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. WINC.AS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDGL.LWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

1.58

-0.10

Drawdowns

LDGL.L vs. WINC.AS - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -9.46%, smaller than the maximum WINC.AS drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for LDGL.L and WINC.AS.


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Drawdown Indicators


LDGL.LWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-9.46%

-14.81%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

Current Drawdown

Current decline from peak

-1.58%

-0.98%

-0.60%

Average Drawdown

Average peak-to-trough decline

-2.89%

-1.54%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

LDGL.L vs. WINC.AS - Volatility Comparison


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Volatility by Period


LDGL.LWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

10.58%

+4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

13.85%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

13.85%

+1.17%

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

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


Dividends

LDGL.L vs. WINC.AS - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 1.31%, less than WINC.AS's 9.70% yield.


Frequently Asked Questions


LDGL.L and WINC.AS have a correlation of 0.75, 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 WINC.AS.

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

Portfolio Optimizer

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