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

Performance

LGAG.L vs. VDST.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 U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LGAG.L is traded in GBp, while VDST.L is traded in USD. To make them comparable, the VDST.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 9.68% return, which is significantly higher than VDST.L's 2.00% return.


LGAG.L

1D
-0.05%
1M
-0.57%
6M
6.15%
YTD
9.68%
1Y
13.66%
3Y*
11.12%
5Y*
6.03%
10Y*

VDST.L

1D
0.15%
1M
-0.96%
6M
1.17%
YTD
2.00%
1Y
3.59%
3Y*
3.54%
5Y*
3.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
LGAG.L
L&G Asia Pacific ex Japan Equity UCITS ETF
9.68%12.56%6.20%-0.81%5.61%4.15%12.89%
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
2.00%-3.16%7.08%-0.27%12.98%0.94%-2.24%

Correlation

The correlation between LGAG.L and VDST.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2020

-0.10

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Return for Risk

LGAG.L vs. VDST.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: 4343
Overall Rank
LGAG.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LGAG.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
LGAG.L Omega Ratio Rank: 4141
Omega Ratio Rank
LGAG.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
LGAG.L Martin Ratio Rank: 4040
Martin Ratio Rank

VDST.L
VDST.L Risk / Return Rank: 9999
Overall Rank
VDST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
VDST.L Omega Ratio Rank: 9999
Omega Ratio Rank
VDST.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
VDST.L Martin Ratio Rank: 9999
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. VDST.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 U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LGAG.LVDST.LDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.22

1.10

+0.12

Calmar ratioReturn relative to maximum drawdown

1.88

0.70

+1.18

Martin ratioReturn relative to average drawdown

4.93

1.89

+3.04

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

The current LGAG.L Sharpe Ratio is 1.19, which is higher than the VDST.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of LGAG.L and VDST.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LGAG.L vs. VDST.L - Drawdown Comparison

The maximum LGAG.L drawdown since its inception was -35.16%, which is greater than VDST.L's maximum drawdown of -15.91%. Use the drawdown chart below to compare losses from any high point for LGAG.L and VDST.L.


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Drawdown Indicators


LGAG.LVDST.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.16%

-15.91%

-19.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-5.13%

-2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-21.32%

-9.85%

-11.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.32%

-15.91%

-5.41%

Current Drawdown

Current decline from peak

-2.29%

-5.98%

+3.69%

Average Drawdown

Average peak-to-trough decline

-9.23%

-7.55%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.90%

+0.87%

Volatility

LGAG.L vs. VDST.L - Volatility Comparison

L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) has a higher volatility of 2.65% compared to Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) at 1.65%. This indicates that LGAG.L's price experiences larger fluctuations and is considered to be riskier than VDST.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.LVDST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

1.65%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

5.07%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.51%

6.56%

+4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

8.45%

+10.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

8.31%

+12.77%

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

LGAG.L has a 0.10% expense ratio, which is higher than VDST.L's 0.05% 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%.


Dividends

LGAG.L vs. VDST.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LGAG.L and VDST.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDST.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDST.L is cheaper with a 0.05% expense ratio, compared with 0.10% for LGAG.L.

LGAG.L is categorized as Asia Pacific Equities, while VDST.L is Government Bonds. LGAG.L tracks MSCI Pacific Ex Japan NR USD, while VDST.L tracks Bloomberg Short Treasury Index. They also come from different issuers: Legal & General and Vanguard. Their fees differ too: 0.10% for LGAG.L and 0.05% for VDST.L.

Portfolio Optimizer

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