LDUK.L vs. SPYL.DE
Compare and contrast key facts about L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE).
LDUK.L and SPYL.DE 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. SPYL.DE is a passively managed fund by State Street that tracks the performance of the S&P 500®. It was launched on Oct 31, 2023. Both LDUK.L and SPYL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDUK.L or SPYL.DE.
Key characteristics
LDUK.L | SPYL.DE | |
---|---|---|
YTD Return | 11.66% | 23.19% |
Daily Std Dev | 13.20% | 11.55% |
Max Drawdown | -23.15% | -8.25% |
Current Drawdown | -3.01% | -2.26% |
Correlation
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.
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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%.
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.
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.
TTM | 2023 | 2022 | 2021 | |
---|---|---|---|---|
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF | 0.05% | 0.05% | 0.06% | 0.04% |
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.
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.