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

QUID.L vs. LGUS.L

Last updated Jul 16, 2026
Documentation

QUID.L (PIMCO Sterling Short Maturity UCITS ETF) and LGUS.L (L&G US Equity UCITS ETF) are both Global Equities funds - QUID.L tracks the PIMCO Sterling Short Maturity UCITS ETF while LGUS.L tracks the L&G US Equity UCITS ETF. Both are passively managed. Over the past 5 years, QUID.L returned 3.28%/yr vs 13.21%/yr for LGUS.L. At a 0.02 correlation, their price movements are largely independent.

Performance

QUID.L vs. LGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in PIMCO Sterling Short Maturity UCITS ETF (QUID.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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Different Trading Currencies

QUID.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, QUID.L achieves a 2.18% return, which is significantly lower than LGUS.L's 9.89% return.

QUID.L

1D
0.10%
1M
0.36%
6M
1.97%
YTD
2.18%
1Y
4.36%
3Y*
5.10%
5Y*
3.28%
10Y*
2.00%

LGUS.L

1D
0.00%
1M
-0.68%
6M
9.24%
YTD
9.89%
1Y
20.35%
3Y*
19.04%
5Y*
13.21%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		2.18%4.89%5.67%4.95%-0.96%-0.07%0.71%1.57%-0.04%
LGUS.L
L&G US Equity UCITS ETF		9.89%9.57%27.28%22.23%-11.00%29.12%17.60%25.93%-7.71%

Correlation

The correlation between QUID.L and LGUS.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.02

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PIMCO Sterling Short Maturity UCITS ETF

L&G US Equity UCITS ETF

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QUID.L
QUID.L Risk / Return Rank: 9999
Overall Rank
QUID.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
QUID.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
QUID.L Omega Ratio Rank: 9999
Omega Ratio Rank
QUID.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
QUID.L Martin Ratio Rank: 9999
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.

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

This table presents a comparison of risk-adjusted performance metrics for PIMCO Sterling Short Maturity UCITS ETF (QUID.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.

QUID.LLGUS.LDifference
Sharpe ratioReturn per unit of total volatility
6.00
1.66

+4.34

Sortino ratioReturn per unit of downside risk
10.83
2.38

+8.45

Omega ratioGain probability vs. loss probability

2.80

1.30

+1.50

Calmar ratioReturn relative to maximum drawdown

9.83

2.77

+7.07

Martin ratioReturn relative to average drawdown

78.74

8.67

+70.07

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

The current QUID.L Sharpe Ratio is 6.00, which is higher than the LGUS.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of QUID.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

QUID.L vs. LGUS.L - Drawdown Comparison

The maximum QUID.L drawdown since its inception was -2.47%, smaller than the maximum LGUS.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for QUID.L and LGUS.L.

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Drawdown Indicators

QUID.LLGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-2.47%

-26.39%

+23.92%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

-7.68%

+7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-0.45%

-21.47%

+21.02%

Max Drawdown (5Y)

Largest decline over 5 years

-2.47%

-21.47%

+19.00%

Max Drawdown (10Y)

Largest decline over 10 years

-2.47%

—

—

Current Drawdown

Current decline from peak

0.00%

-1.24%

+1.24%

Average Drawdown

Average peak-to-trough decline

-0.21%

-3.79%

+3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

2.45%

-2.39%

Volatility

QUID.L vs. LGUS.L - Volatility Comparison

The current volatility for PIMCO Sterling Short Maturity UCITS ETF (QUID.L) is 0.19%, while L&G US Equity UCITS ETF (LGUS.L) has a volatility of 3.08%. This indicates that QUID.L experiences smaller price fluctuations and is considered to be less risky 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

QUID.LLGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

3.08%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

9.50%

-8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

0.74%

12.81%

-12.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.74%

16.02%

-15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.62%

17.59%

-16.97%

Dividends

QUID.L vs. LGUS.L - Dividend Comparison

QUID.L's dividend yield for the trailing twelve months is around 4.17%, while LGUS.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
LGUS.L
L&G US Equity UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		4.17%4.19%4.67%3.69%0.66%0.08%0.31%0.73%0.52%0.33%0.59%0.55%

Frequently Asked Questions

QUID.L and LGUS.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUID.L tracks PIMCO Sterling Short Maturity UCITS ETF, while LGUS.L tracks L&G US Equity UCITS ETF. They also come from different issuers: PIMCO and L&G.

Portfolio Optimizer

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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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