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

LDUK.L vs. IEDL.L

Last updated Jun 5, 2026

LDUK.L (L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds - LDUK.L tracks the FTSE AllSh TR GBP while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, LDUK.L returned 9.34%/yr vs 14.62%/yr for IEDL.L. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

LDUK.L vs. IEDL.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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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 IEDL.L is traded in EUR. To make them comparable, the IEDL.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 IEDL.L's 13.19% 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*
—

IEDL.L

1D
0.03%
1M
4.86%
YTD
13.19%
6M
15.86%
1Y
36.33%
3Y*
21.75%
5Y*
14.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDUK.L vs. IEDL.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%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		13.19%42.22%5.44%11.24%1.22%9.73%

Correlation

The correlation between LDUK.L and IEDL.L is 0.56, 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

0.56

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

0.68

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

0.63

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

0.63

The correlation between LDUK.L and IEDL.L shifts across timeframes, from 0.56 (1 year) to 0.68 (3 years), reflecting how their relationship changes across market environments.

LDUK.L vs. IEDL.L - Sectors Allocation Comparison

Sectors
LDUK.L
IEDL.L

Financial Services

60.4%
22.6%

Industrials

14.3%
17.0%

Consumer Defensive

11.3%
8.6%

Basic Materials

6.8%
6.2%

Consumer Cyclical

5.0%
6.2%

Communication Services

1.1%
3.7%

Utilities

1.0%
4.5%

Technology

0.1%
12.2%

Energy

-

5.1%

Healthcare

-

12.3%

Real Estate

-

0.6%

Financial Services

LDUK.L
60.4%
IEDL.L
22.6%

Industrials

LDUK.L
14.3%
IEDL.L
17.0%

Consumer Defensive

LDUK.L
11.3%
IEDL.L
8.6%

Basic Materials

LDUK.L
6.8%
IEDL.L
6.2%

Consumer Cyclical

LDUK.L
5.0%
IEDL.L
6.2%

Communication Services

LDUK.L
1.1%
IEDL.L
3.7%

Utilities

LDUK.L
1.0%
IEDL.L
4.5%

Technology

LDUK.L
0.1%
IEDL.L
12.2%

Energy

LDUK.L

-

IEDL.L
5.1%

Healthcare

LDUK.L

-

IEDL.L
12.3%

Real Estate

LDUK.L

-

IEDL.L
0.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Often compared with LDUK.L:
LDUK.L vs. LDEG.LLDUK.L vs. IUKD.LLDUK.L vs. HUKX.LLDUK.L vs. GGRP.LLDUK.L vs. SPYL.DELDUK.L vs. VUSA.DELDUK.L vs. XDEM.L
Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. T3KE.DEIEDL.L vs. EUMD.LIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L

Return for Risk

LDUK.L vs. IEDL.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
IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6868
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. IEDL.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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
0.87
2.68

-1.81

Sortino ratioReturn per unit of downside risk
1.37
3.61

-2.23

Omega ratioGain probability vs. loss probability

1.16

1.48

-0.32

Calmar ratioReturn relative to maximum drawdown

1.11

3.43

-2.32

Martin ratioReturn relative to average drawdown

4.06

12.68

-8.63

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LDUK.L Sharpe Ratio is 0.87, which is lower than the IEDL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of LDUK.L and IEDL.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.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.68

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.95

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.59

+0.17

Drawdowns

LDUK.L vs. IEDL.L - Drawdown Comparison

The maximum LDUK.L drawdown since its inception was -17.13%, smaller than the maximum IEDL.L drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for LDUK.L and IEDL.L.

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Drawdown Indicators

LDUK.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-34.37%

+17.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-10.54%

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-16.23%

+2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

-16.28%

-0.85%

Current Drawdown

Current decline from peak

-1.80%

-0.80%

-1.00%

Average Drawdown

Average peak-to-trough decline

-3.66%

-5.72%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.86%

+0.29%

Volatility

LDUK.L vs. IEDL.L - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) have volatilities of 4.63% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LDUK.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.75%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

11.06%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

13.48%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

15.30%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

17.59%

-1.95%

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

Both LDUK.L and IEDL.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

LDUK.L vs. IEDL.L - Dividend Comparison

LDUK.L's dividend yield for the trailing twelve months is around 4.79%, more than IEDL.L's 3.01% yield.

PositionTTM20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%
LDUK.L
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF		4.79%4.87%4.43%5.14%5.87%4.41%0.00%0.00%0.00%

Frequently Asked Questions

LDUK.L and IEDL.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LDUK.L and IEDL.L have the same expense ratio: 0.25% per year.

LDUK.L tracks FTSE AllSh TR GBP, while IEDL.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Legal & General and iShares.

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