LDUK.L vs. IUKD.L
Compare and contrast key facts about L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) and iShares UK Dividend UCITS ETF (IUKD.L).
LDUK.L and IUKD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDUK.L is a passively managed fund by Legal & General that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 12, 2021. IUKD.L is a passively managed fund by iShares that tracks the performance of the FTSE UK Dividend+ Index. It was launched on Nov 4, 2005. Both LDUK.L and IUKD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LDUK.L vs. IUKD.L - Performance Comparison
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LDUK.L vs. IUKD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LDUK.L L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF | -2.22% | 22.62% | 16.13% | 8.22% | -3.33% | 6.07% |
IUKD.L iShares UK Dividend UCITS ETF | 4.23% | 32.12% | 12.27% | 5.81% | -1.44% | 10.28% |
Returns By Period
In the year-to-date period, LDUK.L achieves a -2.22% return, which is significantly lower than IUKD.L's 4.23% return.
LDUK.L
- 1D
- 2.86%
- 1M
- -4.74%
- YTD
- -2.22%
- 6M
- 4.13%
- 1Y
- 16.16%
- 3Y*
- 14.63%
- 5Y*
- —
- 10Y*
- —
IUKD.L
- 1D
- 1.27%
- 1M
- -5.03%
- YTD
- 4.23%
- 6M
- 14.22%
- 1Y
- 29.16%
- 3Y*
- 17.29%
- 5Y*
- 12.62%
- 10Y*
- 6.92%
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LDUK.L vs. IUKD.L - Expense Ratio Comparison
LDUK.L has a 0.25% expense ratio, which is lower than IUKD.L's 0.40% expense ratio.
Return for Risk
LDUK.L vs. IUKD.L — Risk / Return Rank
LDUK.L
IUKD.L
LDUK.L vs. IUKD.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 UK Dividend UCITS ETF (IUKD.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.L | IUKD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 2.14 | -1.17 |
Sortino ratioReturn per unit of downside risk | 1.43 | 2.68 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.44 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.00 | -1.58 |
Martin ratioReturn relative to average drawdown | 5.72 | 11.87 | -6.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDUK.L | IUKD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.14 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.27 | +0.43 |
Correlation
The correlation between LDUK.L and IUKD.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LDUK.L vs. IUKD.L - Dividend Comparison
LDUK.L's dividend yield for the trailing twelve months is around 5.05%, more than IUKD.L's 4.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDUK.L L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF | 5.05% | 4.87% | 4.43% | 5.14% | 5.87% | 4.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUKD.L iShares UK Dividend UCITS ETF | 4.66% | 4.85% | 5.78% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% |
Drawdowns
LDUK.L vs. IUKD.L - Drawdown Comparison
The maximum LDUK.L drawdown since its inception was -17.13%, smaller than the maximum IUKD.L drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for LDUK.L and IUKD.L.
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Drawdown Indicators
| LDUK.L | IUKD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.13% | -61.95% | +44.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -9.92% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.34% | — |
Current DrawdownCurrent decline from peak | -6.78% | -6.08% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -15.07% | +11.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.51% | +0.34% |
Volatility
LDUK.L vs. IUKD.L - Volatility Comparison
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) has a higher volatility of 7.56% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 5.31%. This indicates that LDUK.L's price experiences larger fluctuations and is considered to be riskier than IUKD.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.L | IUKD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 5.31% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 8.71% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 13.56% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 13.87% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 17.22% | -1.61% |