LGEN.L vs. IUKD.L
Compare and contrast key facts about Legal & General Group plc (LGEN.L) and iShares UK Dividend UCITS ETF (IUKD.L).
IUKD.L is a passively managed fund by iShares that tracks the performance of the FTSE UK Dividend+ Index. It was launched on Nov 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LGEN.L or IUKD.L.
Key characteristics
| LGEN.L | IUKD.L | |
|---|---|---|
| YTD Return | -6.34% | 8.53% |
| 1Y Return | 3.70% | 15.17% |
| 3Y Return (Ann) | -2.40% | 4.89% |
| 5Y Return (Ann) | 2.80% | 4.28% |
| 10Y Return (Ann) | 5.64% | 3.29% |
| Sharpe Ratio | 0.14 | 1.31 |
| Sortino Ratio | 0.32 | 1.88 |
| Omega Ratio | 1.04 | 1.23 |
| Calmar Ratio | 0.17 | 1.64 |
| Martin Ratio | 0.37 | 6.93 |
| Ulcer Index | 7.16% | 2.07% |
| Daily Std Dev | 18.85% | 11.03% |
| Max Drawdown | -85.42% | -61.95% |
| Current Drawdown | -13.09% | -5.59% |
Correlation
The correlation between LGEN.L and IUKD.L is 0.74, 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.
Performance
LGEN.L vs. IUKD.L - Performance Comparison
In the year-to-date period, LGEN.L achieves a -6.34% return, which is significantly lower than IUKD.L's 8.53% return. Over the past 10 years, LGEN.L has outperformed IUKD.L with an annualized return of 5.64%, while IUKD.L has yielded a comparatively lower 3.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LGEN.L vs. IUKD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Legal & General Group plc (LGEN.L) and iShares UK Dividend UCITS ETF (IUKD.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.
Dividends
LGEN.L vs. IUKD.L - Dividend Comparison
LGEN.L's dividend yield for the trailing twelve months is around 9.57%, more than IUKD.L's 5.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGEN.L Legal & General Group plc | 9.57% | 7.82% | 7.50% | 5.99% | 6.60% | 5.53% | 6.77% | 5.36% | 5.63% | 4.41% | 3.94% | 3.63% |
IUKD.L iShares UK Dividend UCITS ETF | 5.71% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% | 4.53% | 4.16% |
Drawdowns
LGEN.L vs. IUKD.L - Drawdown Comparison
The maximum LGEN.L drawdown since its inception was -85.42%, which is greater than IUKD.L's maximum drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for LGEN.L and IUKD.L. For additional features, visit the drawdowns tool.
Volatility
LGEN.L vs. IUKD.L - Volatility Comparison
Legal & General Group plc (LGEN.L) has a higher volatility of 6.10% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 4.24%. This indicates that LGEN.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.