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LGAG.L vs. VDPG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGAG.L vs. VDPG.L - 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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). The values are adjusted to include any dividend payments, if applicable.

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LGAG.L vs. VDPG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%-0.69%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
15.89%30.58%-3.05%4.09%-1.89%1.95%15.56%1.01%
Different Trading Currencies

LGAG.L is traded in GBp, while VDPG.L is traded in GBP. To make them comparable, the VDPG.L 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 VDPG.L's 15.89% 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*

VDPG.L

1D
4.28%
1M
-2.34%
YTD
15.89%
6M
23.90%
1Y
52.82%
3Y*
14.95%
5Y*
8.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGAG.L vs. VDPG.L - Expense Ratio Comparison

LGAG.L has a 0.10% expense ratio, which is lower than VDPG.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LGAG.L vs. VDPG.L — 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: 7777
Overall Rank
LGAG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LGAG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
LGAG.L Omega Ratio Rank: 7878
Omega Ratio Rank
LGAG.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
LGAG.L Martin Ratio Rank: 7575
Martin Ratio Rank

VDPG.L
VDPG.L Risk / Return Rank: 9595
Overall Rank
VDPG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9696
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9393
Martin Ratio Rank
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. VDPG.L - 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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.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.


LGAG.LVDPG.LDifference

Sharpe ratio

Return per unit of total volatility

1.51

2.81

-1.30

Sortino ratio

Return per unit of downside risk

1.99

3.39

-1.40

Omega ratio

Gain probability vs. loss probability

1.31

1.53

-0.21

Calmar ratio

Return relative to maximum drawdown

2.31

3.93

-1.62

Martin ratio

Return relative to average drawdown

8.76

15.12

-6.36

LGAG.L vs. VDPG.L - Sharpe Ratio Comparison

The current LGAG.L Sharpe Ratio is 1.51, which is lower than the VDPG.L Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of LGAG.L and VDPG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LGAG.LVDPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.81

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.54

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.52

-0.36

Correlation

The correlation between LGAG.L and VDPG.L is 0.90, 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

LGAG.L vs. VDPG.L - Dividend Comparison

Neither LGAG.L nor VDPG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LGAG.L vs. VDPG.L - Drawdown Comparison

The maximum LGAG.L drawdown since its inception was -35.16%, which is greater than VDPG.L's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for LGAG.L and VDPG.L.


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Drawdown Indicators


LGAG.LVDPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.16%

-30.11%

-5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-13.45%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

-17.64%

-7.19%

Current Drawdown

Current decline from peak

-4.43%

-9.75%

+5.32%

Average Drawdown

Average peak-to-trough decline

-10.28%

-5.98%

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.49%

-1.01%

Volatility

LGAG.L vs. VDPG.L - Volatility Comparison

The current volatility for L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) is 4.60%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a volatility of 9.09%. This indicates that LGAG.L experiences smaller price fluctuations and is considered to be less risky than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGAG.LVDPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

9.09%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

14.76%

-6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

18.53%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

15.02%

+5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.44%

17.96%

+4.48%