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LGAG.L vs. VGEK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGAG.L vs. VGEK.DE - 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 (USD) Accumulating (VGEK.DE). 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 VGEK.DE is traded in EUR. To make them comparable, the VGEK.DE 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 lower than VGEK.DE's 48.35% 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*

VGEK.DE

1D
-3.10%
1M
10.46%
YTD
48.35%
6M
54.20%
1Y
84.79%
3Y*
25.02%
5Y*
12.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGAG.L vs. VGEK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%-0.69%
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
48.35%31.53%-3.38%4.30%-2.29%1.67%14.33%2.47%

Correlation

The correlation between LGAG.L and VGEK.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.77

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

0.81

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.83

The correlation between LGAG.L and VGEK.DE shifts across timeframes, from 0.66 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LGAG.L vs. VGEK.DE — 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: 4646
Overall Rank
LGAG.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LGAG.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
LGAG.L Omega Ratio Rank: 4444
Omega Ratio Rank
LGAG.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
LGAG.L Martin Ratio Rank: 4444
Martin Ratio Rank

VGEK.DE
VGEK.DE Risk / Return Rank: 9393
Overall Rank
VGEK.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEK.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEK.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VGEK.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEK.DE 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. VGEK.DE - 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 (USD) Accumulating (VGEK.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.


LGAG.LVGEK.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.59

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

1.28

1.73

-0.45

Calmar ratioReturn relative to maximum drawdown

2.37

6.41

-4.04

Martin ratioReturn relative to average drawdown

6.97

23.93

-16.96

LGAG.L vs. VGEK.DE - Sharpe Ratio Comparison

The current LGAG.L Sharpe Ratio is 1.55, which is lower than the VGEK.DE Sharpe Ratio of 4.14. The chart below compares the historical Sharpe Ratios of LGAG.L and VGEK.DE, 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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Sharpe Ratios by Period


LGAG.LVGEK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

4.14

-2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.80

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.69

-0.53

Drawdowns

LGAG.L vs. VGEK.DE - Drawdown Comparison

The maximum LGAG.L drawdown since its inception was -35.16%, which is greater than VGEK.DE's maximum drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for LGAG.L and VGEK.DE.


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Drawdown Indicators


LGAG.LVGEK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.16%

-30.89%

-4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-13.16%

+5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-24.83%

-18.00%

-6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

-18.90%

-5.93%

Current Drawdown

Current decline from peak

-3.09%

-3.57%

+0.48%

Average Drawdown

Average peak-to-trough decline

-10.11%

-5.87%

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.53%

-1.06%

Volatility

LGAG.L vs. VGEK.DE - Volatility Comparison

The current volatility for L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) is 3.98%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a volatility of 10.12%. This indicates that LGAG.L experiences smaller price fluctuations and is considered to be less risky than VGEK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGAG.LVGEK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

10.12%

-6.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

18.17%

-9.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

20.41%

-9.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

16.11%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.27%

18.91%

+3.36%

LGAG.L vs. VGEK.DE - Expense Ratio Comparison

LGAG.L has a 0.10% expense ratio, which is lower than VGEK.DE'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%.


Dividends

LGAG.L vs. VGEK.DE - Dividend Comparison

Neither LGAG.L nor VGEK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LGAG.L and VGEK.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGAG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGAG.L is cheaper with a 0.10% expense ratio, compared with 0.15% for VGEK.DE.

LGAG.L tracks MSCI Pacific Ex Japan NR USD, while VGEK.DE tracks FTSE Developed Asia Pacific ex Japan. They also come from different issuers: Legal & General and Vanguard. Their fees differ too: 0.10% for LGAG.L and 0.15% for VGEK.DE.

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