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

Performance

LDME.L vs. LDGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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 LDGL.L is traded in USD. To make them comparable, the LDGL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


LDME.L

1D
-0.95%
1M
-4.00%
6M
8.40%
YTD
11.94%
1Y
21.67%
3Y*
16.11%
5Y*
9.82%
10Y*

LDGL.L

1D
0.00%
1M
0.70%
6M
11.58%
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between LDME.L and LDGL.L is 0.52, 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 12, 2026

0.52

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Return for Risk

LDME.L vs. LDGL.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: 7373
Overall Rank
LDME.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LDME.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
LDME.L Omega Ratio Rank: 7171
Omega Ratio Rank
LDME.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LDME.L Martin Ratio Rank: 6565
Martin Ratio Rank

LDGL.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. LDGL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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.LLDGL.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.53

Martin ratioReturn relative to average drawdown

9.38

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


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Drawdowns

LDME.L vs. LDGL.L - Drawdown Comparison

The maximum LDME.L drawdown since its inception was -14.82%, which is greater than LDGL.L's maximum drawdown of -8.76%. Use the drawdown chart below to compare losses from any high point for LDME.L and LDGL.L.


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Drawdown Indicators


LDME.LLDGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.82%

-8.76%

-6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.44%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.82%

Current Drawdown

Current decline from peak

-5.29%

-0.40%

-4.89%

Average Drawdown

Average peak-to-trough decline

-3.24%

-2.20%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

Volatility

LDME.L vs. LDGL.L - Volatility Comparison


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Volatility by Period


LDME.LLDGL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

13.76%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

13.76%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,216.41%

13.76%

+3,202.65%

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

LDME.L has a 0.45% expense ratio, which is higher than LDGL.L's 0.29% expense ratio.


Dividends

LDME.L vs. LDGL.L - Dividend Comparison

LDME.L's dividend yield for the trailing twelve months is around 2.85%, more than LDGL.L's 1.60% yield.


PositionTTM20252024202320222021
LDGL.L
L&G Global Quality Dividends UCITS ETF USD Distributing
1.60%0.00%0.00%0.00%0.00%0.00%
LDME.L
L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis
2.85%3.04%3.67%3.56%4.57%1.55%

Frequently Asked Questions


LDME.L and LDGL.L have a correlation of 0.52, 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 0.45% for LDME.L.

LDME.L is categorized as Emerging Markets Equities, while LDGL.L is Global Equity Income. LDME.L tracks L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. Their fees differ too: 0.45% for LDME.L and 0.29% for LDGL.L.

Portfolio Optimizer

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

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