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LGGG.L vs. PRIW.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LGGG.LPRIW.L
YTD Return12.53%12.20%
1Y Return17.80%14.97%
3Y Return (Ann)9.09%8.10%
5Y Return (Ann)11.82%10.75%
Sharpe Ratio1.691.46
Daily Std Dev10.67%10.60%
Max Drawdown-25.38%-23.28%
Current Drawdown-1.14%-1.39%

Correlation

-0.50.00.51.00.9

The correlation between LGGG.L and PRIW.L is 0.92, 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

LGGG.L vs. PRIW.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with LGGG.L having a 12.53% return and PRIW.L slightly lower at 12.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


65.00%70.00%75.00%80.00%85.00%90.00%95.00%100.00%AprilMayJuneJulyAugustSeptember
94.61%
87.08%
LGGG.L
PRIW.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LGGG.L vs. PRIW.L - Expense Ratio Comparison

LGGG.L has a 0.10% expense ratio, which is higher than PRIW.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%.


LGGG.L
L&G Global Equity UCITS ETF
Expense ratio chart for LGGG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for PRIW.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

LGGG.L vs. PRIW.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Global Equity UCITS ETF (LGGG.L) and Amundi Prime Global UCITS ETF DR (D) (PRIW.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.


LGGG.L
Sharpe ratio
The chart of Sharpe ratio for LGGG.L, currently valued at 1.99, compared to the broader market0.002.004.001.99
Sortino ratio
The chart of Sortino ratio for LGGG.L, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.0010.0012.002.79
Omega ratio
The chart of Omega ratio for LGGG.L, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for LGGG.L, currently valued at 2.02, compared to the broader market0.005.0010.0015.002.02
Martin ratio
The chart of Martin ratio for LGGG.L, currently valued at 9.87, compared to the broader market0.0020.0040.0060.0080.00100.009.87
PRIW.L
Sharpe ratio
The chart of Sharpe ratio for PRIW.L, currently valued at 1.79, compared to the broader market0.002.004.001.79
Sortino ratio
The chart of Sortino ratio for PRIW.L, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.0012.002.53
Omega ratio
The chart of Omega ratio for PRIW.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for PRIW.L, currently valued at 1.69, compared to the broader market0.005.0010.0015.001.69
Martin ratio
The chart of Martin ratio for PRIW.L, currently valued at 8.86, compared to the broader market0.0020.0040.0060.0080.00100.008.86

LGGG.L vs. PRIW.L - Sharpe Ratio Comparison

The current LGGG.L Sharpe Ratio is 1.69, which roughly equals the PRIW.L Sharpe Ratio of 1.46. The chart below compares the 12-month rolling Sharpe Ratio of LGGG.L and PRIW.L.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
1.99
1.79
LGGG.L
PRIW.L

Dividends

LGGG.L vs. PRIW.L - Dividend Comparison

Neither LGGG.L nor PRIW.L has paid dividends to shareholders.


TTM20232022202120202019
LGGG.L
L&G Global Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
PRIW.L
Amundi Prime Global UCITS ETF DR (D)
0.00%0.00%1.89%1.34%1.48%1.48%

Drawdowns

LGGG.L vs. PRIW.L - Drawdown Comparison

The maximum LGGG.L drawdown since its inception was -25.38%, which is greater than PRIW.L's maximum drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for LGGG.L and PRIW.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.75%
-0.86%
LGGG.L
PRIW.L

Volatility

LGGG.L vs. PRIW.L - Volatility Comparison

L&G Global Equity UCITS ETF (LGGG.L) and Amundi Prime Global UCITS ETF DR (D) (PRIW.L) have volatilities of 4.40% and 4.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.40%
4.22%
LGGG.L
PRIW.L