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MWEP.L vs. LGGL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWEP.L vs. LGGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI World Equal Weight UCITS ETF Acc (MWEP.L) and L&G Global Equity UCITS ETF (LGGL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with MWEP.L having a 9.31% return and LGGL.L slightly lower at 9.26%.


MWEP.L

1D
0.00%
1M
-0.30%
6M
5.88%
YTD
9.31%
1Y
17.34%
3Y*
5Y*
10Y*

LGGL.L

1D
-0.90%
1M
-1.88%
6M
6.84%
YTD
9.26%
1Y
20.12%
3Y*
17.31%
5Y*
12.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWEP.L vs. LGGL.L - Yearly Performance Comparison


2026 (YTD)20252024
MWEP.L
Invesco MSCI World Equal Weight UCITS ETF Acc
9.31%13.60%-20.16%
LGGL.L
L&G Global Equity UCITS ETF
9.26%12.55%8.61%

Correlation

The correlation between MWEP.L and LGGL.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 (All Time)
Calculated using the full available price history since Sep 4, 2024

0.73

The correlation between MWEP.L and LGGL.L has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.

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Return for Risk

MWEP.L vs. LGGL.L — Risk / Return Rank

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

MWEP.L
MWEP.L Risk / Return Rank: 6464
Overall Rank
MWEP.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MWEP.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
MWEP.L Omega Ratio Rank: 6666
Omega Ratio Rank
MWEP.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
MWEP.L Martin Ratio Rank: 6666
Martin Ratio Rank

LGGL.L
LGGL.L Risk / Return Rank: 6969
Overall Rank
LGGL.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LGGL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
LGGL.L Omega Ratio Rank: 6767
Omega Ratio Rank
LGGL.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
LGGL.L Martin Ratio Rank: 7373
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.

MWEP.L vs. LGGL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World Equal Weight UCITS ETF Acc (MWEP.L) and L&G Global Equity UCITS ETF (LGGL.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.


MWEP.LLGGL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.26

3.04

-0.78

Martin ratioReturn relative to average drawdown

8.87

10.99

-2.12

MWEP.L vs. LGGL.L - Sharpe Ratio Comparison

The current MWEP.L Sharpe Ratio is 1.64, which is comparable to the LGGL.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of MWEP.L and LGGL.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

MWEP.L vs. LGGL.L - Drawdown Comparison

The maximum MWEP.L drawdown since its inception was -27.56%, which is greater than LGGL.L's maximum drawdown of -25.97%. Use the drawdown chart below to compare losses from any high point for MWEP.L and LGGL.L.


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Drawdown Indicators


MWEP.LLGGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-25.97%

-1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-6.59%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.24%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

Current Drawdown

Current decline from peak

-1.03%

-1.93%

+0.90%

Average Drawdown

Average peak-to-trough decline

-13.21%

-3.25%

-9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.83%

+0.13%

Volatility

MWEP.L vs. LGGL.L - Volatility Comparison

The current volatility for Invesco MSCI World Equal Weight UCITS ETF Acc (MWEP.L) is 2.85%, while L&G Global Equity UCITS ETF (LGGL.L) has a volatility of 3.15%. This indicates that MWEP.L experiences smaller price fluctuations and is considered to be less risky than LGGL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWEP.LLGGL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

3.15%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

9.62%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.68%

12.12%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

14.54%

+6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.67%

16.22%

+4.45%

MWEP.L vs. LGGL.L - Expense Ratio Comparison

MWEP.L has a 0.20% expense ratio, which is higher than LGGL.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MWEP.L vs. LGGL.L - Dividend Comparison

Neither MWEP.L nor LGGL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MWEP.L and LGGL.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, LGGL.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGGL.L is cheaper with a 0.10% expense ratio, compared with 0.20% for MWEP.L.

MWEP.L tracks MSCI World Equal Weighted Index, while LGGL.L tracks Solactive Core Developed Markets Large & Mid Cap USD Index NTR. They also come from different issuers: Invesco and L&G. Their fees differ too: 0.20% for MWEP.L and 0.10% for LGGL.L.

Portfolio Optimizer

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