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LGUK.L vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LGUK.LVUG
YTD Return10.80%20.25%
1Y Return12.59%32.48%
3Y Return (Ann)9.86%7.86%
5Y Return (Ann)6.02%18.16%
Sharpe Ratio1.011.87
Daily Std Dev11.41%17.23%
Max Drawdown-33.76%-50.68%
Current Drawdown-1.45%-4.86%

Correlation

-0.50.00.51.00.4

The correlation between LGUK.L and VUG is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

LGUK.L vs. VUG - Performance Comparison

In the year-to-date period, LGUK.L achieves a 10.80% return, which is significantly lower than VUG's 20.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
13.55%
7.86%
LGUK.L
VUG

Compare stocks, funds, or ETFs

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


LGUK.L vs. VUG - Expense Ratio Comparison

LGUK.L has a 0.05% expense ratio, which is higher than VUG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


LGUK.L
L&G UK Equity UCITS ETF
Expense ratio chart for LGUK.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

LGUK.L vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G UK Equity UCITS ETF (LGUK.L) and Vanguard Growth ETF (VUG). 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.


LGUK.L
Sharpe ratio
The chart of Sharpe ratio for LGUK.L, currently valued at 1.63, compared to the broader market0.002.004.001.63
Sortino ratio
The chart of Sortino ratio for LGUK.L, currently valued at 2.43, compared to the broader market-2.000.002.004.006.008.0010.0012.002.43
Omega ratio
The chart of Omega ratio for LGUK.L, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for LGUK.L, currently valued at 2.20, compared to the broader market0.005.0010.0015.002.20
Martin ratio
The chart of Martin ratio for LGUK.L, currently valued at 11.13, compared to the broader market0.0020.0040.0060.0080.00100.0011.13
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.0012.002.98
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 2.09, compared to the broader market0.005.0010.0015.002.09
Martin ratio
The chart of Martin ratio for VUG, currently valued at 11.48, compared to the broader market0.0020.0040.0060.0080.00100.0011.48

LGUK.L vs. VUG - Sharpe Ratio Comparison

The current LGUK.L Sharpe Ratio is 1.01, which is lower than the VUG Sharpe Ratio of 1.87. The chart below compares the 12-month rolling Sharpe Ratio of LGUK.L and VUG.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.63
2.30
LGUK.L
VUG

Dividends

LGUK.L vs. VUG - Dividend Comparison

LGUK.L has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.51%.


TTM20232022202120202019201820172016201520142013
LGUK.L
L&G UK Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.51%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

LGUK.L vs. VUG - Drawdown Comparison

The maximum LGUK.L drawdown since its inception was -33.76%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for LGUK.L and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.28%
-4.86%
LGUK.L
VUG

Volatility

LGUK.L vs. VUG - Volatility Comparison

The current volatility for L&G UK Equity UCITS ETF (LGUK.L) is 3.76%, while Vanguard Growth ETF (VUG) has a volatility of 5.33%. This indicates that LGUK.L experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
3.76%
5.33%
LGUK.L
VUG