LGGL.L vs. LDGL.L

Last updated Jun 4, 2026

LGGL.L (L&G Global Equity UCITS ETF) and LDGL.L (L&G Global Quality Dividends UCITS ETF USD Distributing) are both exchange-traded funds - LGGL.L is a Global Equities fund tracking the Solactive Core Developed Markets Large & Mid Cap USD Index NTR, while LDGL.L is a Global Equity Income fund tracking the FTSE Developed All Cap Dividend Growth with Quality Index. Both are passively managed. A 0.77 correlation means they provide meaningful diversification when combined. LGGL.L charges 0.10%/yr vs 0.29%/yr for LDGL.L.

Performance

LGGL.L vs. LDGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Global Equity UCITS ETF (LGGL.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LGGL.L

• 1D: -0.48%
• 1M: 4.00%
• YTD: 9.87%
• 6M: 11.34%
• 1Y: 26.57%
• 3Y*: 20.97%
• 5Y*: 12.03%
• 10Y*: —

LDGL.L

• 1D: -0.30%
• 1M: 0.66%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGL.L vs. LDGL.L - Yearly Performance Comparison

	2026 (YTD)
LGGL.L L&G Global Equity UCITS ETF	7.89%
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing	7.80%

Correlation

The correlation between LGGL.L and LDGL.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 16, 2026	0.77

Return for Risk

LGGL.L vs. LDGL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGGL.L

LGGL.L Risk / Return Rank: 69
LGGL.L Sharpe Ratio Rank: 68
LGGL.L Sortino Ratio Rank: 74
LGGL.L Omega Ratio Rank: 68
LGGL.L Calmar Ratio Rank: 63
LGGL.L Martin Ratio Rank: 72

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.

LGGL.L vs. LDGL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Global Equity UCITS ETF (LGGL.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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.

	LGGL.L	LDGL.L	Difference
Sharpe ratio: Return per unit of total volatility	2.22	—	—
Sortino ratio: Return per unit of downside risk	3.30	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	3.12	—	—
Martin ratio: Return relative to average drawdown	13.40	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LGGL.L	LDGL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	1.48	-0.66

Drawdowns

LGGL.L vs. LDGL.L - Drawdown Comparison

The maximum LGGL.L drawdown since its inception was -33.89%, which is greater than LDGL.L's maximum drawdown of -9.46%. Use the drawdown chart below to compare losses from any high point for LGGL.L and LDGL.L.

Drawdown Indicators

	LGGL.L	LDGL.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.89%	-9.46%	-24.43%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.81%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.76%	—	—
Current Drawdown Current decline from peak	-0.48%	-1.58%	+1.10%
Average Drawdown Average peak-to-trough decline	-4.97%	-2.89%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	—	—

Volatility

Volatility by Period

	LGGL.L	LDGL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	15.02%	-3.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	15.02%	+0.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	15.02%	+2.14%

LGGL.L vs. LDGL.L - Expense Ratio Comparison

LGGL.L has a 0.10% expense ratio, which is lower than LDGL.L's 0.29% expense ratio.

Dividends

LGGL.L vs. LDGL.L - Dividend Comparison

LGGL.L has not paid dividends to shareholders, while LDGL.L's dividend yield for the trailing twelve months is around 1.31%.

Position	TTM
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing	1.31%
LGGL.L L&G Global Equity UCITS ETF	0.00%

Frequently Asked Questions

Can I hold both LGGL.L and LDGL.L in my portfolio?

LGGL.L and LDGL.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LGGL.L or LDGL.L?

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

Which ETF is cheaper, LGGL.L or LDGL.L?

LGGL.L is cheaper with a 0.10% expense ratio, compared with 0.29% for LDGL.L.

What is the main difference between LGGL.L and LDGL.L?

LGGL.L is categorized as Global Equities, while LDGL.L is Global Equity Income. LGGL.L tracks Solactive Core Developed Markets Large & Mid Cap USD Index NTR, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. Their fees differ too: 0.10% for LGGL.L and 0.29% for LDGL.L.