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LGUG.L vs. GBPC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGUG.L vs. GBPC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G US Equity UCITS ETF (LGUG.L) and L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGUG.L achieves a 10.49% return, which is significantly higher than GBPC.L's 0.12% return.


LGUG.L

1D
-0.07%
1M
5.71%
YTD
10.49%
6M
10.18%
1Y
28.95%
3Y*
19.37%
5Y*
14.90%
10Y*

GBPC.L

1D
0.26%
1M
2.00%
YTD
0.12%
6M
0.43%
1Y
4.91%
3Y*
6.29%
5Y*
-0.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGUG.L vs. GBPC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LGUG.L
L&G US Equity UCITS ETF
10.49%9.75%27.44%21.53%-10.98%29.52%-0.90%
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
0.12%6.83%2.78%8.45%-17.18%-2.43%-0.23%

Correlation

The correlation between LGUG.L and GBPC.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.15

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

0.11

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.10

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Return for Risk

LGUG.L vs. GBPC.L — Risk / Return Rank

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

LGUG.L
LGUG.L Risk / Return Rank: 7878
Overall Rank
LGUG.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LGUG.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
LGUG.L Omega Ratio Rank: 8383
Omega Ratio Rank
LGUG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
LGUG.L Martin Ratio Rank: 6767
Martin Ratio Rank

GBPC.L
GBPC.L Risk / Return Rank: 2424
Overall Rank
GBPC.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GBPC.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
GBPC.L Omega Ratio Rank: 2323
Omega Ratio Rank
GBPC.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
GBPC.L Martin Ratio Rank: 2828
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.

LGUG.L vs. GBPC.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 L&G ESG GBP Corporate Bond UCITS ETF (GBPC.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.


LGUG.LGBPC.LDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.50

1.15

+0.35

Calmar ratioReturn relative to maximum drawdown

3.60

1.18

+2.42

Martin ratioReturn relative to average drawdown

12.19

3.91

+8.27

LGUG.L vs. GBPC.L - Sharpe Ratio Comparison

The current LGUG.L Sharpe Ratio is 2.66, which is higher than the GBPC.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of LGUG.L and GBPC.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.


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Sharpe Ratios by Period


LGUG.LGBPC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

0.78

+1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

-0.02

+1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

-0.10

+1.30

Drawdowns

LGUG.L vs. GBPC.L - Drawdown Comparison

The maximum LGUG.L drawdown since its inception was -24.75%, smaller than the maximum GBPC.L drawdown of -28.18%. Use the drawdown chart below to compare losses from any high point for LGUG.L and GBPC.L.


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Drawdown Indicators


LGUG.LGBPC.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-28.18%

+3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.01%

-4.14%

-3.87%

Max Drawdown (3Y)

Largest decline over 3 years

-21.49%

-4.14%

-17.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

-27.49%

+6.00%

Current Drawdown

Current decline from peak

-0.30%

-4.53%

+4.23%

Average Drawdown

Average peak-to-trough decline

-3.78%

-11.46%

+7.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.25%

+1.12%

Volatility

LGUG.L vs. GBPC.L - Volatility Comparison

The current volatility for L&G US Equity UCITS ETF (LGUG.L) is 2.89%, while L&G ESG GBP Corporate Bond UCITS ETF (GBPC.L) has a volatility of 3.33%. This indicates that LGUG.L experiences smaller price fluctuations and is considered to be less risky than GBPC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGUG.LGBPC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

3.33%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

5.09%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

10.83%

6.23%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

8.19%

+6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

8.15%

+9.22%

LGUG.L vs. GBPC.L - Expense Ratio Comparison

LGUG.L has a 0.05% expense ratio, which is lower than GBPC.L's 0.09% 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

LGUG.L vs. GBPC.L - Dividend Comparison

LGUG.L has not paid dividends to shareholders, while GBPC.L's dividend yield for the trailing twelve months is around 5.14%.


PositionTTM20252024202320222021
GBPC.L
L&G ESG GBP Corporate Bond UCITS ETF
5.14%5.00%4.86%3.58%2.16%0.87%
LGUG.L
L&G US Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LGUG.L and GBPC.L have a correlation of 0.19, 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 0.09% for GBPC.L.

LGUG.L is categorized as Large Cap Blend Equities, while GBPC.L is European Corporate Bonds. LGUG.L tracks Russell 1000 TR USD, while GBPC.L tracks Markit iBoxx GBP NonGilts TR. Their fees differ too: 0.05% for LGUG.L and 0.09% for GBPC.L.

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