LGAG.L vs. ^SPLRCS

Last updated Jun 5, 2026

LGAG.L (L&G Asia Pacific ex Japan Equity UCITS ETF) is Asia Pacific Equities fund tracking the MSCI Pacific Ex Japan NR USD, while ^SPLRCS (S&P 500 Consumer Staples Index) is an index. Over the past 5 years, LGAG.L returned 5.68%/yr vs 5.69%/yr for ^SPLRCS. At a 0.18 correlation, their price movements are largely independent.

Performance

LGAG.L vs. ^SPLRCS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) and S&P 500 Consumer Staples Index (^SPLRCS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, LGAG.L achieves a 8.78% return, which is significantly higher than ^SPLRCS's 6.31% return.

LGAG.L

• 1D: -0.69%
• 1M: 0.27%
• YTD: 8.78%
• 6M: 9.30%
• 1Y: 17.23%
• 3Y*: 10.29%
• 5Y*: 5.68%
• 10Y*: —

^SPLRCS

• 1D: 1.13%
• 1M: -2.70%
• YTD: 6.31%
• 6M: 4.30%
• 1Y: 1.36%
• 3Y*: 3.47%
• 5Y*: 5.69%
• 10Y*: 6.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LGAG.L vs. ^SPLRCS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
LGAG.L L&G Asia Pacific ex Japan Equity UCITS ETF	8.78%	12.56%	6.20%	-0.81%	5.61%	4.15%	4.80%	14.08%	-22.77%
^SPLRCS S&P 500 Consumer Staples Index	6.31%	-5.90%	13.94%	-7.05%	8.35%	16.64%	4.47%	19.25%	-9.15%

Correlation

The correlation between LGAG.L and ^SPLRCS 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	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Nov 12, 2018	0.18

The correlation between LGAG.L and ^SPLRCS shifts across timeframes, from -0.01 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LGAG.L vs. ^SPLRCS — Risk / Return Rank

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

LGAG.L

LGAG.L Risk / Return Rank: 46
LGAG.L Sharpe Ratio Rank: 45
LGAG.L Sortino Ratio Rank: 47
LGAG.L Omega Ratio Rank: 44
LGAG.L Calmar Ratio Rank: 49
LGAG.L Martin Ratio Rank: 44

^SPLRCS

^SPLRCS Risk / Return Rank: 11
^SPLRCS Sharpe Ratio Rank: 12
^SPLRCS Sortino Ratio Rank: 10
^SPLRCS Omega Ratio Rank: 10
^SPLRCS Calmar Ratio Rank: 12
^SPLRCS Martin Ratio Rank: 12

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.

LGAG.L vs. ^SPLRCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) and S&P 500 Consumer Staples Index (^SPLRCS). 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.

	LGAG.L	^SPLRCS	Difference
Sharpe ratio: Return per unit of total volatility	1.55	0.04	+1.51
Sortino ratio: Return per unit of downside risk	2.30	0.16	+2.15
Omega ratio: Gain probability vs. loss probability	1.28	1.02	+0.26
Calmar ratio: Return relative to maximum drawdown	2.37	0.06	+2.31
Martin ratio: Return relative to average drawdown	6.97	0.12	+6.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LGAG.L vs. ^SPLRCS - Sharpe Ratio Comparison

The current LGAG.L Sharpe Ratio is 1.55, which is higher than the ^SPLRCS Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of LGAG.L and ^SPLRCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LGAG.L	^SPLRCS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	0.04	+1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.42	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.55	-0.39

Drawdowns

LGAG.L vs. ^SPLRCS - Drawdown Comparison

The maximum LGAG.L drawdown since its inception was -35.16%, which is greater than ^SPLRCS's maximum drawdown of -20.81%. Use the drawdown chart below to compare losses from any high point for LGAG.L and ^SPLRCS.

Drawdown Indicators

	LGAG.L	^SPLRCS	Difference
Max Drawdown Largest peak-to-trough decline	-35.16%	-20.81%	-14.35%
Max Drawdown (1Y) Largest decline over 1 year	-7.24%	-9.30%	+2.06%
Max Drawdown (3Y) Largest decline over 3 years	-24.83%	-13.20%	-11.63%
Max Drawdown (5Y) Largest decline over 5 years	-24.83%	-15.27%	-9.56%
Max Drawdown (10Y) Largest decline over 10 years	—	-20.81%	—
Current Drawdown Current decline from peak	-3.09%	-8.27%	+5.18%
Average Drawdown Average peak-to-trough decline	-10.11%	-5.25%	-4.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	4.39%	-1.92%

Volatility

LGAG.L vs. ^SPLRCS - Volatility Comparison

The current volatility for L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) is 3.98%, while S&P 500 Consumer Staples Index (^SPLRCS) has a volatility of 5.05%. This indicates that LGAG.L experiences smaller price fluctuations and is considered to be less risky than ^SPLRCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGAG.L	^SPLRCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	5.05%	-1.07%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	11.30%	-2.67%
Volatility (1Y) Calculated over the trailing 1-year period	11.11%	13.75%	-2.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.57%	13.66%	+6.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.27%	16.10%	+6.17%

Frequently Asked Questions

Can I hold both LGAG.L and ^SPLRCS in my portfolio?

LGAG.L and ^SPLRCS 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.