LGUG.L vs. FSWD.L
LGUG.L (L&G US Equity UCITS ETF) and FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) are both exchange-traded funds - LGUG.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while FSWD.L is a Global Equities fund tracking the STOXX Developed World Equity Factor Screened Net Index. Both are passively managed. Over the past 5 years, LGUG.L returned 13.09%/yr vs 11.68%/yr for FSWD.L. Their correlation of 0.89 suggests significant overlap in exposure. LGUG.L charges 0.05%/yr vs 0.30%/yr for FSWD.L.
Performance
LGUG.L vs. FSWD.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LGUG.L achieves a 9.08% return, which is significantly lower than FSWD.L's 12.10% return.
LGUG.L
- 1D
- -0.92%
- 1M
- -0.84%
- 6M
- 7.45%
- YTD
- 9.08%
- 1Y
- 19.38%
- 3Y*
- 18.60%
- 5Y*
- 13.09%
- 10Y*
- —
FSWD.L
- 1D
- -0.82%
- 1M
- -0.61%
- 6M
- 10.73%
- YTD
- 12.10%
- 1Y
- 24.41%
- 3Y*
- 18.45%
- 5Y*
- 11.68%
- 10Y*
- 11.49%
LGUG.L vs. FSWD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LGUG.L L&G US Equity UCITS ETF | 9.08% | 9.75% | 27.44% | 21.53% | -10.98% | 29.52% | 17.11% | 26.81% | -29.04% |
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.10% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 6.89% | 17.63% | -7.79% |
Correlation
The correlation between LGUG.L and FSWD.L is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.89 |
The correlation between LGUG.L and FSWD.L has been stable across timeframes, ranging from 0.84 to 0.89 - 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
LGUG.L vs. FSWD.L — Risk / Return Rank
LGUG.L
FSWD.L
LGUG.L vs. FSWD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (LGUG.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.
| LGUG.L | FSWD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.40 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 4.12 | -1.71 |
| Martin ratioReturn relative to average drawdown | 7.99 | 15.80 | -7.80 |
Loading charts...
Drawdowns
LGUG.L vs. FSWD.L - Drawdown Comparison
The maximum LGUG.L drawdown since its inception was -30.90%, smaller than the maximum FSWD.L drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for LGUG.L and FSWD.L.
Loading charts...
Drawdown Indicators
| LGUG.L | FSWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.90% | -37.43% | +6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.01% | -5.90% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -21.49% | -19.93% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -21.49% | -19.93% | -1.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.27% | — |
Current DrawdownCurrent decline from peak | -1.85% | -1.42% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -7.38% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 1.54% | +0.88% |
Volatility
LGUG.L vs. FSWD.L - Volatility Comparison
L&G US Equity UCITS ETF (LGUG.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) have volatilities of 2.99% and 2.86%, 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
| LGUG.L | FSWD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.86% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 8.36% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.30% | 10.94% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.34% | 18.86% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.39% | 17.40% | +3.99% |
LGUG.L vs. FSWD.L - Expense Ratio Comparison
LGUG.L has a 0.05% expense ratio, which is lower than FSWD.L's 0.30% expense ratio.
Dividends
LGUG.L vs. FSWD.L - Dividend Comparison
Neither LGUG.L nor FSWD.L has paid dividends to shareholders.
Frequently Asked Questions
LGUG.L and FSWD.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LGUG.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGUG.L is cheaper with a 0.05% expense ratio, compared with 0.30% for FSWD.L.
LGUG.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. LGUG.L tracks Russell 1000 TR USD, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.05% for LGUG.L and 0.30% for FSWD.L.
Find the right allocation for LGUG.L and FSWD.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