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

Performance

LGUS.L vs. LGUG.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 L&G US Equity UCITS ETF (LGUG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LGUS.L is traded in USD, while LGUG.L is traded in GBp. To make them comparable, the LGUG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with LGUS.L having a 9.01% return and LGUG.L slightly higher at 9.02%.


LGUS.L

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

LGUG.L

1D
-1.14%
1M
0.35%
6M
8.03%
YTD
9.02%
1Y
19.68%
3Y*
19.84%
5Y*
12.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGUS.L vs. LGUG.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%
LGUG.L
L&G US Equity UCITS ETF
9.02%18.03%25.32%27.94%-20.49%28.34%20.70%31.90%-30.31%

Correlation

The correlation between LGUS.L and LGUG.L is 0.91, 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

0.91

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

0.88

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

0.91

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

0.91

The correlation between LGUS.L and LGUG.L has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

LGUS.L vs. LGUG.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

LGUG.L
LGUG.L Risk / Return Rank: 6565
Overall Rank
LGUG.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LGUG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
LGUG.L Omega Ratio Rank: 6868
Omega Ratio Rank
LGUG.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
LGUG.L Martin Ratio Rank: 5959
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. LGUG.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 L&G US Equity UCITS ETF (LGUG.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.LLGUG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

2.30

2.18

+0.12

Martin ratioReturn relative to average drawdown

8.84

8.79

+0.05

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

The current LGUS.L Sharpe Ratio is 1.58, which is comparable to the LGUG.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of LGUS.L and LGUG.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. LGUG.L - Drawdown Comparison

The maximum LGUS.L drawdown since its inception was -34.26%, roughly equal to the maximum LGUG.L drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for LGUS.L and LGUG.L.


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Drawdown Indicators


LGUS.LLGUG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-35.83%

+1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.58%

-8.98%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-19.46%

-19.60%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-26.46%

+0.82%

Current Drawdown

Current decline from peak

-1.69%

-1.68%

-0.01%

Average Drawdown

Average peak-to-trough decline

-5.29%

-8.66%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.23%

0.00%

Volatility

LGUS.L vs. LGUG.L - Volatility Comparison

L&G US Equity UCITS ETF USD (Acc) (LGUS.L) and L&G US Equity UCITS ETF (LGUG.L) have volatilities of 3.15% and 3.28%, 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.LLGUG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.28%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

8.92%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

11.87%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

21.26%

-4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

22.53%

-4.43%

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

Both LGUS.L and LGUG.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LGUS.L vs. LGUG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, LGUS.L and LGUG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LGUS.L and LGUG.L have the same expense ratio: 0.05% per year.

LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR, while LGUG.L tracks Russell 1000 TR USD. They also come from different issuers: L&G and Legal & General.

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