LGUS.L vs. FSWD.L
LGUS.L (L&G US Equity UCITS ETF USD (Acc)) and FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) are both exchange-traded funds - LGUS.L is a Large Cap Blend Equities fund tracking the Solactive Core United States Large & Mid Cap Index NTR, 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, LGUS.L returned 12.84%/yr vs 11.40%/yr for FSWD.L. Their correlation of 0.85 suggests significant overlap in exposure. LGUS.L charges 0.05%/yr vs 0.30%/yr for FSWD.L.
Performance
LGUS.L vs. FSWD.L - Performance Comparison
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Different Trading Currencies
LGUS.L is traded in USD, while FSWD.L is traded in GBp. To make them comparable, the FSWD.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, LGUS.L achieves a 10.45% return, which is significantly lower than FSWD.L's 13.21% return.
LGUS.L
- 1D
- 0.10%
- 1M
- 0.62%
- 6M
- 9.15%
- YTD
- 10.45%
- 1Y
- 22.44%
- 3Y*
- 20.44%
- 5Y*
- 12.84%
- 10Y*
- —
FSWD.L
- 1D
- -0.25%
- 1M
- 0.72%
- 6M
- 12.18%
- YTD
- 13.21%
- 1Y
- 27.80%
- 3Y*
- 20.34%
- 5Y*
- 11.40%
- 10Y*
- 11.84%
LGUS.L vs. FSWD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LGUS.L L&G US Equity UCITS ETF USD (Acc) | 10.45% | 17.98% | 25.09% | 28.66% | -20.46% | 27.91% | 21.16% | 30.91% | -9.25% |
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 13.21% | 26.00% | 16.89% | 14.80% | -15.51% | 21.00% | 10.16% | 22.35% | -10.07% |
Correlation
The correlation between LGUS.L and FSWD.L is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.85 |
The correlation between LGUS.L and FSWD.L has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
LGUS.L vs. FSWD.L — Risk / Return Rank
LGUS.L
FSWD.L
LGUS.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 USD (Acc) (LGUS.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.
| LGUS.L | FSWD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.40 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 3.47 | -0.86 |
| Martin ratioReturn relative to average drawdown | 10.04 | 14.33 | -4.29 |
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Drawdowns
LGUS.L vs. FSWD.L - Drawdown Comparison
The maximum LGUS.L drawdown since its inception was -34.26%, smaller than the maximum FSWD.L drawdown of -41.16%. Use the drawdown chart below to compare losses from any high point for LGUS.L and FSWD.L.
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Drawdown Indicators
| LGUS.L | FSWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -41.16% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.58% | -7.98% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -19.46% | -18.85% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | -25.01% | -0.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.31% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.25% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -12.27% | +6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.94% | +0.29% |
Volatility
LGUS.L vs. FSWD.L - Volatility Comparison
L&G US Equity UCITS ETF USD (Acc) (LGUS.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) have volatilities of 2.87% and 2.91%, 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
| LGUS.L | FSWD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 2.91% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 9.61% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 12.16% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 20.21% | -3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 18.37% | -0.27% |
LGUS.L vs. FSWD.L - Expense Ratio Comparison
LGUS.L has a 0.05% expense ratio, which is lower than FSWD.L's 0.30% expense ratio.
Dividends
LGUS.L vs. FSWD.L - Dividend Comparison
Neither LGUS.L nor FSWD.L has paid dividends to shareholders.
Frequently Asked Questions
LGUS.L and FSWD.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.30% for FSWD.L.
LGUS.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: L&G and iShares. Their fees differ too: 0.05% for LGUS.L and 0.30% for FSWD.L.
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