LGUG.L vs. UUP
Compare and contrast key facts about L&G US Equity UCITS ETF (LGUG.L) and Invesco DB US Dollar Index Bullish Fund (UUP).
LGUG.L and UUP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LGUG.L is a passively managed fund by Legal & General that tracks the performance of the Russell 1000 TR USD. It was launched on Nov 7, 2018. UUP is a passively managed fund by Invesco that tracks the performance of the Deutsche Bank Long US Dollar Index (USDX) Futures Index. It was launched on Feb 20, 2007. Both LGUG.L and UUP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LGUG.L or UUP.
Key characteristics
| LGUG.L | UUP | |
|---|---|---|
| YTD Return | 26.36% | 10.08% |
| 1Y Return | 32.32% | 6.45% |
| 3Y Return (Ann) | 11.33% | 7.90% |
| 5Y Return (Ann) | 18.69% | 3.98% |
| Sharpe Ratio | 2.79 | 1.03 |
| Sortino Ratio | 3.93 | 1.51 |
| Omega Ratio | 1.54 | 1.19 |
| Calmar Ratio | 4.84 | 1.11 |
| Martin Ratio | 19.46 | 3.61 |
| Ulcer Index | 1.64% | 1.75% |
| Daily Std Dev | 11.42% | 6.14% |
| Max Drawdown | -24.75% | -22.19% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between LGUG.L and UUP is -0.30. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
LGUG.L vs. UUP - Performance Comparison
In the year-to-date period, LGUG.L achieves a 26.36% return, which is significantly higher than UUP's 10.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LGUG.L vs. UUP - Expense Ratio Comparison
LGUG.L has a 0.05% expense ratio, which is lower than UUP's 0.75% expense ratio.
Risk-Adjusted Performance
LGUG.L vs. UUP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (LGUG.L) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.
Dividends
LGUG.L vs. UUP - Dividend Comparison
LGUG.L has not paid dividends to shareholders, while UUP's dividend yield for the trailing twelve months is around 5.86%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
LGUG.L L&G US Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 5.86% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% |
Drawdowns
LGUG.L vs. UUP - Drawdown Comparison
The maximum LGUG.L drawdown since its inception was -24.75%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for LGUG.L and UUP. For additional features, visit the drawdowns tool.
Volatility
LGUG.L vs. UUP - Volatility Comparison
L&G US Equity UCITS ETF (LGUG.L) has a higher volatility of 3.31% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 2.33%. This indicates that LGUG.L's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.