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

Performance

MOGB.L vs. LGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) and L&G US Equity UCITS ETF USD (Acc) (LGUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MOGB.L achieves a 0.40% return, which is significantly lower than LGUS.L's 9.16% return.


MOGB.L

1D
-0.33%
1M
3.20%
6M
-1.70%
YTD
0.40%
1Y
7.29%
3Y*
6.56%
5Y*
4.24%
10Y*
7.47%

LGUS.L

1D
-1.14%
1M
-1.59%
6M
7.45%
YTD
9.16%
1Y
19.46%
3Y*
18.48%
5Y*
13.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
MOGB.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
0.40%0.00%12.94%11.88%-9.07%27.24%9.78%29.63%-6.35%
LGUS.L
L&G US Equity UCITS ETF USD (Acc)
9.16%9.57%27.28%22.23%-11.00%29.12%17.60%25.93%-7.71%

Correlation

The correlation between MOGB.L and LGUS.L is 0.52, 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

0.52

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

0.65

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

0.78

Over the past year, the correlation between MOGB.L and LGUS.L has dropped to 0.52 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

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

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

MOGB.L
MOGB.L Risk / Return Rank: 2020
Overall Rank
MOGB.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MOGB.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
MOGB.L Omega Ratio Rank: 2020
Omega Ratio Rank
MOGB.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
MOGB.L Martin Ratio Rank: 1919
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) and L&G US Equity UCITS ETF USD (Acc) (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.


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

-0.93

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.11

1.27

-0.17

Calmar ratioReturn relative to maximum drawdown

0.66

2.52

-1.86

Martin ratioReturn relative to average drawdown

1.52

7.91

-6.39

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

The current MOGB.L Sharpe Ratio is 0.59, which is lower than the LGUS.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of MOGB.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

MOGB.L vs. LGUS.L - Drawdown Comparison

The maximum MOGB.L drawdown since its inception was -26.42%, roughly equal to the maximum LGUS.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for MOGB.L and LGUS.L.


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Drawdown Indicators


MOGB.LLGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.42%

-26.39%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-7.68%

-3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-21.47%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-21.47%

-1.26%

Max Drawdown (10Y)

Largest decline over 10 years

-26.42%

Current Drawdown

Current decline from peak

-3.99%

-1.89%

-2.10%

Average Drawdown

Average peak-to-trough decline

-7.83%

-3.79%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

2.46%

+2.33%

Volatility

MOGB.L vs. LGUS.L - Volatility Comparison

VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) has a higher volatility of 5.12% compared to L&G US Equity UCITS ETF USD (Acc) (LGUS.L) at 3.33%. This indicates that MOGB.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


MOGB.LLGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

3.33%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

9.59%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

12.85%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

16.03%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.72%

17.60%

+5.12%

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

MOGB.L has a 0.49% expense ratio, which is higher than LGUS.L's 0.05% expense ratio.


Dividends

MOGB.L vs. LGUS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


MOGB.L and LGUS.L have a correlation of 0.52, 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 0.49% for MOGB.L.

MOGB.L tracks Russell 1000 TR USD, while LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR. They also come from different issuers: VanEck and L&G. Their fees differ too: 0.49% for MOGB.L and 0.05% for LGUS.L.

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