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

Performance

LIFE.L vs. LGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rize Environmental Impact 100 UCITS ETF (LIFE.L) and L&G US Equity UCITS ETF (LGUS.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 LIFE.L having a 10.44% return and LGUS.L slightly lower at 10.34%.


LIFE.L

1D
-0.24%
1M
-3.60%
6M
5.80%
YTD
10.44%
1Y
17.23%
3Y*
8.49%
5Y*
5.24%
10Y*

LGUS.L

1D
0.00%
1M
0.20%
6M
9.90%
YTD
10.34%
1Y
21.64%
3Y*
20.40%
5Y*
12.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
LIFE.L
Rize Environmental Impact 100 UCITS ETF
10.44%25.27%-4.01%15.12%-20.54%4.83%
LGUS.L
L&G US Equity UCITS ETF
10.34%17.98%25.09%28.66%-20.46%8.37%

Correlation

The correlation between LIFE.L and LGUS.L is 0.72, 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

0.72

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

0.68

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2021

0.76

The correlation between LIFE.L and LGUS.L has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

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L&G US Equity UCITS ETF

Return for Risk

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

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

LIFE.L
LIFE.L Risk / Return Rank: 3636
Overall Rank
LIFE.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LIFE.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
LIFE.L Omega Ratio Rank: 3232
Omega Ratio Rank
LIFE.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
LIFE.L Martin Ratio Rank: 3939
Martin Ratio Rank

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
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.

LIFE.L vs. LGUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rize Environmental Impact 100 UCITS ETF (LIFE.L) and L&G US Equity UCITS ETF (LGUS.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.


LIFE.LLGUS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.13

Calmar ratioReturn relative to maximum drawdown

1.73

2.59

-0.87

Martin ratioReturn relative to average drawdown

4.93

9.99

-5.05

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

The current LIFE.L Sharpe Ratio is 1.05, which is lower than the LGUS.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of LIFE.L and LGUS.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

LIFE.L vs. LGUS.L - Drawdown Comparison

The maximum LIFE.L drawdown since its inception was -34.57%, roughly equal to the maximum LGUS.L drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for LIFE.L and LGUS.L.


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Drawdown Indicators


LIFE.LLGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-34.26%

-0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-8.58%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-22.00%

-19.46%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-34.57%

-25.64%

-8.93%

Current Drawdown

Current decline from peak

-6.32%

-0.49%

-5.83%

Average Drawdown

Average peak-to-trough decline

-12.67%

-5.30%

-7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.23%

+1.48%

Volatility

LIFE.L vs. LGUS.L - Volatility Comparison

Rize Environmental Impact 100 UCITS ETF (LIFE.L) has a higher volatility of 4.93% compared to L&G US Equity UCITS ETF (LGUS.L) at 2.86%. This indicates that LIFE.L's price experiences larger fluctuations and is considered to be riskier than LGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIFE.LLGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

2.86%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

9.41%

+4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

12.47%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

16.51%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

18.10%

+1.35%

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

LIFE.L has a 0.55% expense ratio, which is higher than LGUS.L's 0.05% expense ratio.


Dividends

LIFE.L vs. LGUS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LIFE.L and LGUS.L have a correlation of 0.72, 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 0.55% for LIFE.L.

LIFE.L tracks Rize Environmental Impact 100 UCITS ETF, while LGUS.L tracks L&G US Equity UCITS ETF. They also come from different issuers: Rize ETF and L&G. Their fees differ too: 0.55% for LIFE.L and 0.05% for LGUS.L.

Portfolio Optimizer

Find the right allocation for LIFE.L and LGUS.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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