LGUS.L vs. IWVU.L
LGUS.L (L&G US Equity UCITS ETF USD (Acc)) and IWVU.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) 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 IWVU.L is a Large Cap Value Equities fund tracking the MSCI World Enhanced Value Index (Net). Both are passively managed. Over the past 5 years, LGUS.L returned 12.84%/yr vs 16.28%/yr for IWVU.L. A 0.77 correlation means they provide meaningful diversification when combined. LGUS.L charges 0.05%/yr vs 0.25%/yr for IWVU.L.
Performance
LGUS.L vs. IWVU.L - Performance Comparison
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Returns By Period
In the year-to-date period, LGUS.L achieves a 10.45% return, which is significantly lower than IWVU.L's 27.95% 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*
- —
IWVU.L
- 1D
- -0.74%
- 1M
- -4.58%
- 6M
- 23.15%
- YTD
- 27.95%
- 1Y
- 55.81%
- 3Y*
- 26.24%
- 5Y*
- 16.28%
- 10Y*
- —
LGUS.L vs. IWVU.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% |
IWVU.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 27.95% | 40.59% | 4.85% | 19.74% | -9.88% | 20.13% | -3.59% | 18.01% | -9.62% |
Correlation
The correlation between LGUS.L and IWVU.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.77 |
The correlation between LGUS.L and IWVU.L has been stable across timeframes, ranging from 0.67 to 0.77 - a consistent structural relationship.
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Return for Risk
LGUS.L vs. IWVU.L — Risk / Return Rank
LGUS.L
IWVU.L
LGUS.L vs. IWVU.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 Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.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 | IWVU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.58 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 6.48 | -3.88 |
| Martin ratioReturn relative to average drawdown | 10.04 | 22.10 | -12.06 |
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Drawdowns
LGUS.L vs. IWVU.L - Drawdown Comparison
The maximum LGUS.L drawdown since its inception was -34.26%, smaller than the maximum IWVU.L drawdown of -36.21%. Use the drawdown chart below to compare losses from any high point for LGUS.L and IWVU.L.
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Drawdown Indicators
| LGUS.L | IWVU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -36.21% | +1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.58% | -8.56% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.46% | -14.45% | -5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | -26.58% | +0.94% |
Current DrawdownCurrent decline from peak | -0.39% | -5.53% | +5.14% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -6.67% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.52% | -0.29% |
Volatility
LGUS.L vs. IWVU.L - Volatility Comparison
The current volatility for L&G US Equity UCITS ETF USD (Acc) (LGUS.L) is 2.87%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L) has a volatility of 6.28%. This indicates that LGUS.L experiences smaller price fluctuations and is considered to be less risky than IWVU.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 | IWVU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 6.28% | -3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 14.96% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 17.07% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 16.31% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 17.91% | +0.19% |
LGUS.L vs. IWVU.L - Expense Ratio Comparison
LGUS.L has a 0.05% expense ratio, which is lower than IWVU.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LGUS.L vs. IWVU.L - Dividend Comparison
LGUS.L has not paid dividends to shareholders, while IWVU.L's dividend yield for the trailing twelve months is around 1.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IWVU.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 1.92% | 2.50% | 3.17% | 3.23% | 3.17% | 2.63% | 2.25% | 2.83% | 2.51% |
LGUS.L L&G US Equity UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LGUS.L and IWVU.L have a correlation of 0.70, 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 0.25% for IWVU.L.
LGUS.L is categorized as Large Cap Blend Equities, while IWVU.L is Large Cap Value Equities. LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR, while IWVU.L tracks MSCI World Enhanced Value Index (Net). They also come from different issuers: L&G and iShares. Their fees differ too: 0.05% for LGUS.L and 0.25% for IWVU.L.
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