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LGUS.L vs. FTFX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGUS.L vs. FTFX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G US Equity UCITS ETF USD (Acc) (LGUS.L) and First Trust FactorFX UCITS ETF Class A USD (Acc) (FTFX.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, LGUS.L achieves a 9.01% return, which is significantly higher than FTFX.L's 6.72% return.


LGUS.L

1D
-1.30%
1M
-0.36%
6M
8.07%
YTD
9.01%
1Y
19.79%
3Y*
19.73%
5Y*
12.54%
10Y*

FTFX.L

1D
0.26%
1M
1.81%
6M
5.89%
YTD
6.72%
1Y
9.83%
3Y*
6.78%
5Y*
5.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGUS.L vs. FTFX.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LGUS.L
L&G US Equity UCITS ETF USD (Acc)
9.01%17.98%25.09%28.66%-20.46%27.91%21.16%30.91%-9.25%
FTFX.L
First Trust FactorFX UCITS ETF Class A USD (Acc)
6.72%8.14%7.93%9.97%-1.13%-3.43%0.33%4.18%0.65%

Correlation

The correlation between LGUS.L and FTFX.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.02

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

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.22

The correlation between LGUS.L and FTFX.L shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LGUS.L vs. FTFX.L — Risk / Return Rank

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

LGUS.L
LGUS.L Risk / Return Rank: 6565
Overall Rank
LGUS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LGUS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
LGUS.L Omega Ratio Rank: 6161
Omega Ratio Rank
LGUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
LGUS.L Martin Ratio Rank: 6767
Martin Ratio Rank

FTFX.L
FTFX.L Risk / Return Rank: 7171
Overall Rank
FTFX.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTFX.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTFX.L Omega Ratio Rank: 7171
Omega Ratio Rank
FTFX.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
FTFX.L Martin Ratio Rank: 7474
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.

LGUS.L vs. FTFX.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 First Trust FactorFX UCITS ETF Class A USD (Acc) (FTFX.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.LFTFX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

2.30

3.30

-1.00

Martin ratioReturn relative to average drawdown

8.84

10.02

-1.18

LGUS.L vs. FTFX.L - Sharpe Ratio Comparison

The current LGUS.L Sharpe Ratio is 1.58, which is comparable to the FTFX.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LGUS.L and FTFX.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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Drawdowns

LGUS.L vs. FTFX.L - Drawdown Comparison

The maximum LGUS.L drawdown since its inception was -34.26%, which is greater than FTFX.L's maximum drawdown of -8.13%. Use the drawdown chart below to compare losses from any high point for LGUS.L and FTFX.L.


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Drawdown Indicators


LGUS.LFTFX.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-8.13%

-26.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.58%

-2.97%

-5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-19.46%

-6.92%

-12.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-6.92%

-18.72%

Current Drawdown

Current decline from peak

-1.69%

0.00%

-1.69%

Average Drawdown

Average peak-to-trough decline

-5.29%

-2.08%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

0.98%

+1.25%

Volatility

LGUS.L vs. FTFX.L - Volatility Comparison

L&G US Equity UCITS ETF USD (Acc) (LGUS.L) has a higher volatility of 3.15% compared to First Trust FactorFX UCITS ETF Class A USD (Acc) (FTFX.L) at 1.12%. This indicates that LGUS.L's price experiences larger fluctuations and is considered to be riskier than FTFX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGUS.LFTFX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

1.12%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

4.29%

+5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

6.31%

+6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

7.32%

+9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

6.18%

+11.92%

LGUS.L vs. FTFX.L - Expense Ratio Comparison

LGUS.L has a 0.05% expense ratio, which is lower than FTFX.L's 0.75% expense ratio.


Dividends

LGUS.L vs. FTFX.L - Dividend Comparison

Neither LGUS.L nor FTFX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LGUS.L and FTFX.L have a correlation of -0.02, 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 0.75% for FTFX.L.

LGUS.L is categorized as Large Cap Blend Equities, while FTFX.L is Currency. LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR, while FTFX.L tracks Bloomberg G10 Carry Index. They also come from different issuers: L&G and First Trust. Their fees differ too: 0.05% for LGUS.L and 0.75% for FTFX.L.

Portfolio Optimizer

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