LGUS.L vs. FTFX.L
LGUS.L (L&G US Equity UCITS ETF USD (Acc)) and FTFX.L (First Trust FactorFX UCITS ETF Class A 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 FTFX.L is a Currency fund tracking the Bloomberg G10 Carry Index. Both are passively managed. Over the past 5 years, LGUS.L returned 12.54%/yr vs 5.92%/yr for FTFX.L. At a 0.22 correlation, their price movements are largely independent. LGUS.L charges 0.05%/yr vs 0.75%/yr for FTFX.L.
Performance
LGUS.L vs. FTFX.L - Performance Comparison
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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*
- —
LGUS.L vs. FTFX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
LGUS.L
FTFX.L
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.L | FTFX.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | FTFX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.69% | 0.00% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -2.08% | -3.21% |
Ulcer IndexDepth 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.L | FTFX.L | Difference | |
|---|---|---|---|
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.
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.
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