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LDME.L vs. EMGU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDME.L vs. EMGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Emerging Markets Quality Dividends Equal Weight UCITS ETF USD (Dist) (LDME.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (EMGU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LDME.L is traded in GBp, while EMGU.L is traded in GBP. To make them comparable, the EMGU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LDME.L achieves a 10.73% return, which is significantly lower than EMGU.L's 15.00% return.


LDME.L

1D
-0.96%
1M
-5.18%
6M
6.28%
YTD
10.73%
1Y
20.08%
3Y*
15.53%
5Y*
9.58%
10Y*

EMGU.L

1D
-1.52%
1M
-9.42%
6M
9.23%
YTD
15.00%
1Y
28.57%
3Y*
17.14%
5Y*
7.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDME.L vs. EMGU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LDME.L
L&G Emerging Markets Quality Dividends Equal Weight UCITS ETF USD (Dist)
10.73%16.54%11.33%10.64%-2.34%7,358.59%
EMGU.L
iShares Core MSCI Emerging Markets IMI UCITS ETF
15.00%23.04%9.04%4.99%-9.96%-2.36%

Correlation

The correlation between LDME.L and EMGU.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.80

The correlation between LDME.L and EMGU.L has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

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Return for Risk

LDME.L vs. EMGU.L — Risk / Return Rank

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

LDME.L
LDME.L Risk / Return Rank: 6868
Overall Rank
LDME.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LDME.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
LDME.L Omega Ratio Rank: 6565
Omega Ratio Rank
LDME.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
LDME.L Martin Ratio Rank: 6262
Martin Ratio Rank

EMGU.L
EMGU.L Risk / Return Rank: 5858
Overall Rank
EMGU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EMGU.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
EMGU.L Omega Ratio Rank: 6060
Omega Ratio Rank
EMGU.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
EMGU.L Martin Ratio Rank: 5757
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.

LDME.L vs. EMGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Emerging Markets Quality Dividends Equal Weight UCITS ETF USD (Dist) (LDME.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (EMGU.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.


LDME.LEMGU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratioReturn relative to maximum drawdown

3.11

2.39

+0.71

Martin ratioReturn relative to average drawdown

8.15

7.54

+0.61

LDME.L vs. EMGU.L - Sharpe Ratio Comparison

The current LDME.L Sharpe Ratio is 1.65, which is comparable to the EMGU.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of LDME.L and EMGU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LDME.L vs. EMGU.L - Drawdown Comparison

The maximum LDME.L drawdown since its inception was -14.82%, smaller than the maximum EMGU.L drawdown of -44.79%. Use the drawdown chart below to compare losses from any high point for LDME.L and EMGU.L.


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Drawdown Indicators


LDME.LEMGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.82%

-44.79%

+29.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.44%

-11.88%

+5.44%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

-15.53%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-14.82%

-20.90%

+6.08%

Current Drawdown

Current decline from peak

-6.32%

-11.88%

+5.56%

Average Drawdown

Average peak-to-trough decline

-3.25%

-17.58%

+14.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.78%

-1.32%

Volatility

LDME.L vs. EMGU.L - Volatility Comparison

The current volatility for L&G Emerging Markets Quality Dividends Equal Weight UCITS ETF USD (Dist) (LDME.L) is 3.98%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (EMGU.L) has a volatility of 8.40%. This indicates that LDME.L experiences smaller price fluctuations and is considered to be less risky than EMGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDME.LEMGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

8.40%

-4.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

17.16%

-7.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

19.12%

-6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

16.31%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,215.14%

18.80%

+3,196.34%

LDME.L vs. EMGU.L - Expense Ratio Comparison

LDME.L has a 0.45% expense ratio, which is higher than EMGU.L's 0.18% expense ratio.


Dividends

LDME.L vs. EMGU.L - Dividend Comparison

LDME.L's dividend yield for the trailing twelve months is around 2.88%, more than EMGU.L's 1.74% yield.


PositionTTM20252024202320222021202020192018
EMGU.L
iShares Core MSCI Emerging Markets IMI UCITS ETF
1.74%1.93%2.26%2.51%3.16%1.86%1.81%2.81%1.39%
LDME.L
L&G Emerging Markets Quality Dividends Equal Weight UCITS ETF USD (Dist)
2.88%3.04%3.67%3.56%4.57%1.55%0.00%0.00%0.00%

Frequently Asked Questions


LDME.L and EMGU.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMGU.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMGU.L is cheaper with a 0.18% expense ratio, compared with 0.45% for LDME.L.

LDME.L tracks FTSE Emerging All Cap ex CW ex TC ex REITS Dividend Growth with Quality Index, while EMGU.L tracks MSCI EM NR USD. They also come from different issuers: L&G and iShares. Their fees differ too: 0.45% for LDME.L and 0.18% for EMGU.L.

Portfolio Optimizer

Find the right allocation for LDME.L and EMGU.L

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