PortfoliosLab logoPortfoliosLab logo
LGGL.L vs. VWRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGGL.L vs. VWRP.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 Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LGGL.L is traded in USD, while VWRP.L is traded in GBP. To make them comparable, the VWRP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LGGL.L achieves a 8.05% return, which is significantly lower than VWRP.L's 9.72% return.


LGGL.L

1D
0.34%
1M
-0.67%
YTD
8.05%
6M
7.84%
1Y
22.62%
3Y*
19.89%
5Y*
11.42%
10Y*

VWRP.L

1D
0.16%
1M
-0.10%
YTD
9.72%
6M
9.66%
1Y
24.72%
3Y*
20.07%
5Y*
10.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
LGGL.L
L&G Global Equity UCITS ETF
8.05%21.18%19.20%25.02%-18.03%21.94%16.35%7.32%
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
9.72%22.54%17.61%21.74%-18.20%18.91%15.71%8.28%

Correlation

The correlation between LGGL.L and VWRP.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.91

The correlation between LGGL.L and VWRP.L has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

LGGL.L vs. VWRP.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: 6767
Overall Rank
LGGL.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LGGL.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
LGGL.L Omega Ratio Rank: 6666
Omega Ratio Rank
LGGL.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
LGGL.L Martin Ratio Rank: 7070
Martin Ratio Rank

VWRP.L
VWRP.L Risk / Return Rank: 8888
Overall Rank
VWRP.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 9090
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8585
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.

LGGL.L vs. VWRP.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 Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LGGL.LVWRP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.67

2.71

-0.04

Martin ratioReturn relative to average drawdown

11.15

11.47

-0.32

LGGL.L vs. VWRP.L - Sharpe Ratio Comparison

The current LGGL.L Sharpe Ratio is 1.85, which is comparable to the VWRP.L Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of LGGL.L and VWRP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LGGL.L vs. VWRP.L - Drawdown Comparison

The maximum LGGL.L drawdown since its inception was -33.89%, roughly equal to the maximum VWRP.L drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for LGGL.L and VWRP.L.


Loading charts...

Drawdown Indicators


LGGL.LVWRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-33.23%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-9.07%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-17.79%

-16.33%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.76%

-26.82%

+1.06%

Current Drawdown

Current decline from peak

-2.12%

-2.49%

+0.37%

Average Drawdown

Average peak-to-trough decline

-4.94%

-5.37%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.15%

-0.13%

Volatility

LGGL.L vs. VWRP.L - Volatility Comparison

L&G Global Equity UCITS ETF (LGGL.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) have volatilities of 3.84% and 3.99%, 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.


Loading charts...

Volatility by Period


LGGL.LVWRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

3.99%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

9.71%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

12.17%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

15.11%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

16.93%

+0.22%

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

LGGL.L has a 0.10% expense ratio, which is lower than VWRP.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%.


Dividends

LGGL.L vs. VWRP.L - Dividend Comparison

Neither LGGL.L nor VWRP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, LGGL.L and VWRP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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.

LGGL.L is cheaper with a 0.10% expense ratio, compared with 0.22% for VWRP.L.

LGGL.L tracks Solactive Core Developed Markets Large & Mid Cap USD Index NTR, while VWRP.L tracks FTSE All-World Index. They also come from different issuers: L&G and Vanguard. Their fees differ too: 0.10% for LGGL.L and 0.22% for VWRP.L.

Portfolio Optimizer

Find the right allocation for LGGL.L and VWRP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer