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

Performance

LGUS.L vs. SASU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G US Equity UCITS ETF (LGUS.L) and iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LGUS.L having a 10.34% return and SASU.L slightly lower at 9.89%.


LGUS.L

1D
0.00%
1M
0.20%
6M
9.90%
YTD
10.34%
1Y
21.64%
3Y*
20.40%
5Y*
12.82%
10Y*

SASU.L

1D
-0.07%
1M
0.12%
6M
9.97%
YTD
9.89%
1Y
21.97%
3Y*
20.80%
5Y*
13.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
LGUS.L
L&G US Equity UCITS ETF
10.34%17.98%25.09%28.66%-20.46%27.91%21.16%30.91%-9.25%
SASU.L
iShares MSCI USA Screened UCITS ETF USD (Acc)
9.89%17.83%26.90%30.69%-21.34%28.26%22.00%31.02%-10.38%

Correlation

The correlation between LGUS.L and SASU.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.96

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

0.97

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

0.96

The correlation between LGUS.L and SASU.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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L&G US Equity UCITS ETF

Return for Risk

LGUS.L vs. SASU.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: 6969
Overall Rank
LGUS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LGUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
LGUS.L Omega Ratio Rank: 6767
Omega Ratio Rank
LGUS.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
LGUS.L Martin Ratio Rank: 6969
Martin Ratio Rank

SASU.L
SASU.L Risk / Return Rank: 6767
Overall Rank
SASU.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SASU.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
SASU.L Omega Ratio Rank: 6666
Omega Ratio Rank
SASU.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
SASU.L Martin Ratio Rank: 6767
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. SASU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (LGUS.L) and iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.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.LSASU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.32

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

2.59

2.41

+0.18

Martin ratioReturn relative to average drawdown

9.99

9.61

+0.38

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

The current LGUS.L Sharpe Ratio is 1.79, which is comparable to the SASU.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of LGUS.L and SASU.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. SASU.L - Drawdown Comparison

The maximum LGUS.L drawdown since its inception was -34.26%, roughly equal to the maximum SASU.L drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for LGUS.L and SASU.L.


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Drawdown Indicators


LGUS.LSASU.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-34.07%

-0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.58%

-9.53%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-19.46%

-19.83%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-26.24%

+0.60%

Current Drawdown

Current decline from peak

-0.49%

-0.77%

+0.28%

Average Drawdown

Average peak-to-trough decline

-5.30%

-5.40%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.40%

-0.17%

Volatility

LGUS.L vs. SASU.L - Volatility Comparison

The current volatility for L&G US Equity UCITS ETF (LGUS.L) is 2.86%, while iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has a volatility of 3.04%. This indicates that LGUS.L experiences smaller price fluctuations and is considered to be less risky than SASU.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.LSASU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

3.04%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

10.09%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

13.09%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

17.03%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

18.39%

-0.29%

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

LGUS.L has a 0.05% expense ratio, which is lower than SASU.L's 0.07% 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. SASU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, LGUS.L and SASU.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.

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 0.07% for SASU.L.

LGUS.L tracks L&G US Equity UCITS ETF, while SASU.L tracks iShares MSCI USA Screened UCITS ETF USD (Acc). They also come from different issuers: L&G and iShares. Their fees differ too: 0.05% for LGUS.L and 0.07% for SASU.L.

Portfolio Optimizer

Find the right allocation for LGUS.L and SASU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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