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LUK2.L vs. LDGL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LUK2.L vs. LDGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF (LUK2.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LUK2.L is traded in GBp, while LDGL.L is traded in USD. To make them comparable, the LDGL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


LUK2.L

1D
-0.45%
1M
0.70%
6M
5.28%
YTD
10.52%
1Y
34.49%
3Y*
23.66%
5Y*
16.82%
10Y*
10.28%

LDGL.L

1D
0.00%
1M
0.70%
6M
11.58%
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUK2.L vs. LDGL.L - Yearly Performance Comparison


Correlation

The correlation between LUK2.L and LDGL.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 (All Time)
Calculated using the full available price history since Jan 12, 2026

0.70

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Return for Risk

LUK2.L vs. LDGL.L — Risk / Return Rank

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

LUK2.L
LUK2.L Risk / Return Rank: 4949
Overall Rank
LUK2.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LUK2.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
LUK2.L Omega Ratio Rank: 5454
Omega Ratio Rank
LUK2.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
LUK2.L Martin Ratio Rank: 4141
Martin Ratio Rank

LDGL.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

LUK2.L vs. LDGL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF (LUK2.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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.


LUK2.LLDGL.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

1.84

Martin ratioReturn relative to average drawdown

5.39

LUK2.L vs. LDGL.L - Sharpe Ratio Comparison


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Drawdowns

LUK2.L vs. LDGL.L - Drawdown Comparison

The maximum LUK2.L drawdown since its inception was -58.84%, which is greater than LDGL.L's maximum drawdown of -8.76%. Use the drawdown chart below to compare losses from any high point for LUK2.L and LDGL.L.


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Drawdown Indicators


LUK2.LLDGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.84%

-8.76%

-50.08%

Max Drawdown (1Y)

Largest decline over 1 year

-18.55%

Max Drawdown (3Y)

Largest decline over 3 years

-25.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.42%

Max Drawdown (10Y)

Largest decline over 10 years

-58.84%

Current Drawdown

Current decline from peak

-8.09%

-0.40%

-7.69%

Average Drawdown

Average peak-to-trough decline

-10.68%

-2.20%

-8.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.34%

Volatility

LUK2.L vs. LDGL.L - Volatility Comparison


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Volatility by Period


LUK2.LLDGL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

Volatility (6M)

Calculated over the trailing 6-month period

19.64%

Volatility (1Y)

Calculated over the trailing 1-year period

22.61%

13.76%

+8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.61%

13.76%

+11.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.65%

13.76%

+15.89%

LUK2.L vs. LDGL.L - Expense Ratio Comparison

LUK2.L has a 0.50% expense ratio, which is higher than LDGL.L's 0.29% expense ratio.


Dividends

LUK2.L vs. LDGL.L - Dividend Comparison

LUK2.L has not paid dividends to shareholders, while LDGL.L's dividend yield for the trailing twelve months is around 1.60%.


Frequently Asked Questions


LUK2.L and LDGL.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, LDGL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDGL.L is cheaper with a 0.29% expense ratio, compared with 0.50% for LUK2.L.

LUK2.L is categorized as Technology Equities, while LDGL.L is Global Equity Income. LUK2.L tracks L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. Their fees differ too: 0.50% for LUK2.L and 0.29% for LDGL.L.

Portfolio Optimizer

Find the right allocation for LUK2.L and LDGL.L

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