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MWEQ.L vs. LGGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWEQ.L vs. LGGG.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with MWEQ.L having a 7.27% return and LGGG.L slightly higher at 7.63%.


MWEQ.L

1D
0.00%
1M
-0.53%
YTD
7.27%
6M
7.09%
1Y
17.85%
3Y*
5Y*
10Y*

LGGG.L

1D
-0.36%
1M
-1.49%
YTD
7.63%
6M
7.37%
1Y
21.68%
3Y*
19.74%
5Y*
11.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWEQ.L vs. LGGG.L - Yearly Performance Comparison


2026 (YTD)20252024
MWEQ.L
Invesco MSCI World Equal Weight UCITS ETF Acc
7.27%21.96%0.07%
LGGG.L
L&G Global Equity UCITS ETF
7.63%21.45%3.22%

Correlation

The correlation between MWEQ.L and LGGG.L is 0.76, 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

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2024

0.78

The correlation between MWEQ.L and LGGG.L has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.

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Return for Risk

MWEQ.L vs. LGGG.L — Risk / Return Rank

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

MWEQ.L
MWEQ.L Risk / Return Rank: 4747
Overall Rank
MWEQ.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MWEQ.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
MWEQ.L Omega Ratio Rank: 4444
Omega Ratio Rank
MWEQ.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
MWEQ.L Martin Ratio Rank: 5252
Martin Ratio Rank

LGGG.L
LGGG.L Risk / Return Rank: 8686
Overall Rank
LGGG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LGGG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
LGGG.L Omega Ratio Rank: 8888
Omega Ratio Rank
LGGG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LGGG.L Martin Ratio Rank: 8585
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.

MWEQ.L vs. LGGG.L - Risk-Adjusted Trends Comparison

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


MWEQ.LLGGG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratioReturn relative to maximum drawdown

2.06

2.47

-0.41

Martin ratioReturn relative to average drawdown

7.82

10.54

-2.72

MWEQ.L vs. LGGG.L - Sharpe Ratio Comparison

The current MWEQ.L Sharpe Ratio is 1.42, which is comparable to the LGGG.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of MWEQ.L and LGGG.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

MWEQ.L vs. LGGG.L - Drawdown Comparison

The maximum MWEQ.L drawdown since its inception was -12.95%, smaller than the maximum LGGG.L drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for MWEQ.L and LGGG.L.


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Drawdown Indicators


MWEQ.LLGGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-37.64%

+24.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-8.74%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-18.96%

Max Drawdown (5Y)

Largest decline over 5 years

-26.41%

Current Drawdown

Current decline from peak

-1.78%

-2.47%

+0.69%

Average Drawdown

Average peak-to-trough decline

-1.66%

-8.83%

+7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.05%

+0.23%

Volatility

MWEQ.L vs. LGGG.L - Volatility Comparison

The current volatility for Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.L) is 3.30%, while L&G Global Equity UCITS ETF (LGGG.L) has a volatility of 3.55%. This indicates that MWEQ.L experiences smaller price fluctuations and is considered to be less risky than LGGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWEQ.LLGGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

3.55%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

9.14%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

11.69%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

20.52%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.04%

21.84%

-7.80%

MWEQ.L vs. LGGG.L - Expense Ratio Comparison

MWEQ.L has a 0.20% expense ratio, which is higher than LGGG.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

MWEQ.L vs. LGGG.L - Dividend Comparison

Neither MWEQ.L nor LGGG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MWEQ.L and LGGG.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LGGG.L is cheaper with a 0.10% expense ratio, compared with 0.20% for MWEQ.L.

MWEQ.L tracks MSCI World Equal Weighted Net Total Return USD Index, while LGGG.L tracks MSCI ACWI NR USD. They also come from different issuers: Invesco and Legal & General. Their fees differ too: 0.20% for MWEQ.L and 0.10% for LGGG.L.

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