LGGL.L vs. VWRP.L
LGGL.L (L&G Global Equity UCITS ETF) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both Global Equities funds - LGGL.L tracks the Solactive Core Developed Markets Large & Mid Cap USD Index NTR while VWRP.L tracks the FTSE All-World Index. Both are passively managed. Over the past 5 years, LGGL.L returned 11.42%/yr vs 10.76%/yr for VWRP.L. Their correlation of 0.91 suggests significant overlap in exposure. LGGL.L charges 0.10%/yr vs 0.22%/yr for VWRP.L.
Performance
LGGL.L vs. VWRP.L - Performance Comparison
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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*
- —
LGGL.L vs. VWRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
LGGL.L vs. VWRP.L — Risk / Return Rank
LGGL.L
VWRP.L
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.L | VWRP.L | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| LGGL.L | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.12% | -2.49% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -5.37% | +0.43% |
Ulcer IndexDepth 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.
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Volatility by Period
| LGGL.L | VWRP.L | Difference | |
|---|---|---|---|
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.
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.
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