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LDUK.L vs. DRGN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDUK.L vs. DRGN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) and L&G China CNY Bond UCITS ETF (DRGN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LDUK.L is traded in GBp, while DRGN.L is traded in USD. To make them comparable, the DRGN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LDUK.L achieves a 3.01% return, which is significantly lower than DRGN.L's 5.05% return.


LDUK.L

1D
0.72%
1M
4.03%
YTD
3.01%
6M
7.64%
1Y
12.83%
3Y*
16.70%
5Y*
9.34%
10Y*

DRGN.L

1D
-0.08%
1M
2.30%
YTD
5.05%
6M
5.55%
1Y
9.27%
3Y*
2.36%
5Y*
3.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDUK.L vs. DRGN.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LDUK.L
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF
3.01%22.62%16.13%8.22%-3.33%6.07%
DRGN.L
L&G China CNY Bond UCITS ETF
5.05%-2.08%4.95%-4.56%5.93%8.86%

Correlation

The correlation between LDUK.L and DRGN.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

-0.08

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2021

-0.09

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Return for Risk

LDUK.L vs. DRGN.L — Risk / Return Rank

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

LDUK.L
LDUK.L Risk / Return Rank: 2626
Overall Rank
LDUK.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LDUK.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
LDUK.L Omega Ratio Rank: 2525
Omega Ratio Rank
LDUK.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
LDUK.L Martin Ratio Rank: 2929
Martin Ratio Rank

DRGN.L
DRGN.L Risk / Return Rank: 8585
Overall Rank
DRGN.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DRGN.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
DRGN.L Omega Ratio Rank: 8989
Omega Ratio Rank
DRGN.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
DRGN.L Martin Ratio Rank: 9292
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.

LDUK.L vs. DRGN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) and L&G China CNY Bond UCITS ETF (DRGN.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.


LDUK.LDRGN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.16

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

1.11

2.93

-1.82

Martin ratioReturn relative to average drawdown

4.06

8.53

-4.47

LDUK.L vs. DRGN.L - Sharpe Ratio Comparison

The current LDUK.L Sharpe Ratio is 0.87, which is lower than the DRGN.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of LDUK.L and DRGN.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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Sharpe Ratios by Period


LDUK.LDRGN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.42

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.44

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.38

+0.37

Drawdowns

LDUK.L vs. DRGN.L - Drawdown Comparison

The maximum LDUK.L drawdown since its inception was -17.13%, roughly equal to the maximum DRGN.L drawdown of -16.74%. Use the drawdown chart below to compare losses from any high point for LDUK.L and DRGN.L.


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Drawdown Indicators


LDUK.LDRGN.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-16.74%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-3.15%

-8.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-9.14%

-4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

-16.74%

-0.39%

Current Drawdown

Current decline from peak

-1.80%

-5.57%

+3.77%

Average Drawdown

Average peak-to-trough decline

-3.66%

-7.74%

+4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

1.09%

+2.06%

Volatility

LDUK.L vs. DRGN.L - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) has a higher volatility of 4.63% compared to L&G China CNY Bond UCITS ETF (DRGN.L) at 1.82%. This indicates that LDUK.L's price experiences larger fluctuations and is considered to be riskier than DRGN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDUK.LDRGN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

1.82%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

5.18%

+7.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

6.51%

+8.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

7.58%

+8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

7.55%

+8.09%

LDUK.L vs. DRGN.L - Expense Ratio Comparison

LDUK.L has a 0.25% expense ratio, which is lower than DRGN.L's 0.30% expense ratio.


Dividends

LDUK.L vs. DRGN.L - Dividend Comparison

LDUK.L's dividend yield for the trailing twelve months is around 4.79%, more than DRGN.L's 1.63% yield.


PositionTTM20252024202320222021
DRGN.L
L&G China CNY Bond UCITS ETF
1.63%1.94%2.31%2.45%2.76%1.44%
LDUK.L
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF
4.79%4.87%4.43%5.14%5.87%4.41%

Frequently Asked Questions


LDUK.L and DRGN.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDUK.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDUK.L is cheaper with a 0.25% expense ratio, compared with 0.30% for DRGN.L.

LDUK.L is categorized as Europe Equities, while DRGN.L is Emerging Markets Bonds. Their fees differ too: 0.25% for LDUK.L and 0.30% for DRGN.L.

Portfolio Optimizer

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