LGAG.L vs. ^SPLRCS

Last updated Apr 2, 2026

Compare and contrast key facts about L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) and S&P 500 Consumer Staples Index (^SPLRCS).

LGAG.L is a passively managed fund by Legal & General that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Nov 7, 2018.

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.

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	7.28%	12.56%	6.20%	-0.81%	5.61%	4.15%	4.80%	14.08%	-22.77%
^SPLRCS S&P 500 Consumer Staples Index	9.03%	-5.90%	13.94%	-7.05%	8.35%	16.64%	4.47%	19.25%	-9.15%

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 7.28% return, which is significantly lower than ^SPLRCS's 9.03% return.

LGAG.L

• 1D: 2.00%
• 1M: -3.60%
• YTD: 7.28%
• 6M: 6.32%
• 1Y: 21.68%
• 3Y*: 8.55%
• 5Y*: 6.13%
• 10Y*: —

^SPLRCS

• 1D: -0.29%
• 1M: -5.19%
• YTD: 9.03%
• 6M: 8.54%
• 1Y: 1.03%
• 3Y*: 3.42%
• 5Y*: 6.77%
• 10Y*: 6.11%

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

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: 77
LGAG.L Sharpe Ratio Rank: 78
LGAG.L Sortino Ratio Rank: 75
LGAG.L Omega Ratio Rank: 78
LGAG.L Calmar Ratio Rank: 77
LGAG.L Martin Ratio Rank: 75

^SPLRCS

^SPLRCS Risk / Return Rank: 27
^SPLRCS Sharpe Ratio Rank: 27
^SPLRCS Sortino Ratio Rank: 23
^SPLRCS Omega Ratio Rank: 23
^SPLRCS Calmar Ratio Rank: 31
^SPLRCS Martin Ratio Rank: 30

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	1.51	0.09	+1.42
Sortino ratio Return per unit of downside risk	1.99	0.24	+1.75
Omega ratio Gain probability vs. loss probability	1.31	1.03	+0.29
Calmar ratio Return relative to maximum drawdown	2.31	0.34	+1.97
Martin ratio Return relative to average drawdown	8.76	0.63	+8.13
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 1.51, which is higher than the ^SPLRCS Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of LGAG.L and ^SPLRCS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LGAG.L	^SPLRCS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	0.09	+1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.51	-0.21
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	0.56	-0.40

Correlation

The correlation between LGAG.L and ^SPLRCS is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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%	-40.76%	+5.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.82%	-9.39%	-2.43%
Max Drawdown (5Y) Largest decline over 5 years	-24.83%	-17.69%	-7.14%
Max Drawdown (10Y) Largest decline over 10 years	—	-24.71%	—
Current Drawdown Current decline from peak	-4.43%	-7.73%	+3.30%
Average Drawdown Average peak-to-trough decline	-10.28%	-6.63%	-3.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	4.15%	-1.67%

Volatility

LGAG.L vs. ^SPLRCS - Volatility Comparison

The current volatility for L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) is 4.60%, while S&P 500 Consumer Staples Index (^SPLRCS) has a volatility of 4.85%. 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	4.60%	4.85%	-0.25%
Volatility (6M) Calculated over the trailing 6-month period	8.67%	10.08%	-1.41%
Volatility (1Y) Calculated over the trailing 1-year period	14.38%	14.53%	-0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.58%	13.43%	+7.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.44%	16.02%	+6.42%