LGGG.L vs. VFEM.L
Compare and contrast key facts about L&G Global Equity UCITS ETF (LGGG.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L).
LGGG.L and VFEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LGGG.L is a passively managed fund by Legal & General that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 7, 2018. VFEM.L is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on May 22, 2012. Both LGGG.L and VFEM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LGGG.L or VFEM.L.
Performance
LGGG.L vs. VFEM.L - Performance Comparison
Returns By Period
In the year-to-date period, LGGG.L achieves a 19.73% return, which is significantly higher than VFEM.L's 10.72% return.
LGGG.L
19.73%
2.54%
8.47%
24.55%
13.23%
N/A
VFEM.L
10.72%
-2.71%
-0.43%
13.17%
7.14%
7.82%
Key characteristics
| LGGG.L | VFEM.L | |
|---|---|---|
| Sharpe Ratio | 2.35 | 0.96 |
| Sortino Ratio | 3.29 | 1.46 |
| Omega Ratio | 1.45 | 1.18 |
| Calmar Ratio | 3.81 | 1.50 |
| Martin Ratio | 16.59 | 4.49 |
| Ulcer Index | 1.47% | 2.81% |
| Daily Std Dev | 10.33% | 13.17% |
| Max Drawdown | -25.38% | -31.32% |
| Current Drawdown | -0.52% | -5.06% |
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LGGG.L vs. VFEM.L - Expense Ratio Comparison
LGGG.L has a 0.10% expense ratio, which is lower than VFEM.L's 0.22% 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%.
Correlation
The correlation between LGGG.L and VFEM.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
LGGG.L vs. VFEM.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 Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.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
LGGG.L vs. VFEM.L - Dividend Comparison
LGGG.L has not paid dividends to shareholders, while VFEM.L's dividend yield for the trailing twelve months is around 1.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGGG.L L&G Global Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 1.08% | 5.28% | 6.54% | 4.52% | 3.89% | 2.68% | 2.74% | 2.26% | 2.21% | 2.81% | 2.57% | 2.48% |
Drawdowns
LGGG.L vs. VFEM.L - Drawdown Comparison
The maximum LGGG.L drawdown since its inception was -25.38%, smaller than the maximum VFEM.L drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for LGGG.L and VFEM.L. For additional features, visit the drawdowns tool.
Volatility
LGGG.L vs. VFEM.L - Volatility Comparison
The current volatility for L&G Global Equity UCITS ETF (LGGG.L) is 3.12%, while Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) has a volatility of 5.19%. This indicates that LGGG.L experiences smaller price fluctuations and is considered to be less risky than VFEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.