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LDUK.L vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LDUK.LSPYL.DE
YTD Return11.66%23.19%
Daily Std Dev13.20%11.55%
Max Drawdown-23.15%-8.25%
Current Drawdown-3.01%-2.26%

Correlation

-0.50.00.51.00.5

The correlation between LDUK.L and SPYL.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LDUK.L vs. SPYL.DE - Performance Comparison

In the year-to-date period, LDUK.L achieves a 11.66% return, which is significantly lower than SPYL.DE's 23.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.86%
12.15%
LDUK.L
SPYL.DE

Compare stocks, funds, or ETFs

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


LDUK.L vs. SPYL.DE - Expense Ratio Comparison

LDUK.L has a 0.25% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


LDUK.L
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF
Expense ratio chart for LDUK.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LDUK.L vs. SPYL.DE - Risk-Adjusted Performance 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 SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). 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
Sharpe ratio
The chart of Sharpe ratio for LDUK.L, currently valued at 1.60, compared to the broader market0.002.004.006.001.60
Sortino ratio
The chart of Sortino ratio for LDUK.L, currently valued at 2.21, compared to the broader market0.005.0010.002.21
Omega ratio
The chart of Omega ratio for LDUK.L, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for LDUK.L, currently valued at 1.21, compared to the broader market0.005.0010.0015.001.21
Martin ratio
The chart of Martin ratio for LDUK.L, currently valued at 9.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.55
SPYL.DE
Sharpe ratio
No data

LDUK.L vs. SPYL.DE - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

LDUK.L vs. SPYL.DE - Dividend Comparison

LDUK.L's dividend yield for the trailing twelve months is around 0.05%, while SPYL.DE has not paid dividends to shareholders.


TTM202320222021
LDUK.L
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF
0.05%0.05%0.06%0.04%
SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc
0.00%0.00%0.00%0.00%

Drawdowns

LDUK.L vs. SPYL.DE - Drawdown Comparison

The maximum LDUK.L drawdown since its inception was -23.15%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for LDUK.L and SPYL.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.29%
-1.45%
LDUK.L
SPYL.DE

Volatility

LDUK.L vs. SPYL.DE - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) has a higher volatility of 3.53% compared to SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) at 2.61%. This indicates that LDUK.L's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.53%
2.61%
LDUK.L
SPYL.DE