RIUS.L vs. DRGG.L

Last updated Jul 22, 2026

RIUS.L (L&G US ESG Paris Aligned UCITS ETF USD (Acc)) and DRGG.L (L&G China CNY Bond UCITS ETF USD (Dist)) are both exchange-traded funds - RIUS.L is a Large Cap Blend Equities fund tracking the Solactive L&G United States Paris-aligned ESG SDG USD Index NTR, while DRGG.L is a Government Bonds fund tracking the J.P. Morgan China Custom Liquid ESG Capped Index. Both are passively managed. Over the past 5 years, RIUS.L returned 12.29%/yr vs 1.92%/yr for DRGG.L. At a 0.01 correlation, their price movements are largely independent. RIUS.L charges 0.12%/yr vs 0.30%/yr for DRGG.L.

Performance

RIUS.L vs. DRGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G US ESG Paris Aligned UCITS ETF USD (Acc) (RIUS.L) and L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, RIUS.L achieves a 8.40% return, which is significantly higher than DRGG.L's 3.19% return.

RIUS.L

• 1D: 0.41%
• 1M: -0.37%
• 6M: 8.97%
• YTD: 8.40%
• 1Y: 19.02%
• 3Y*: 19.93%
• 5Y*: 12.29%
• 10Y*: —
• ALL TIME*: 15.97%

DRGG.L

• 1D: 0.17%
• 1M: -0.37%
• 6M: 3.76%
• YTD: 3.19%
• 1Y: 6.46%
• 3Y*: 4.69%
• 5Y*: 1.92%
• 10Y*: —
• ALL TIME*: -2.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RIUS.L vs. DRGG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
RIUS.L L&G US ESG Paris Aligned UCITS ETF USD (Acc)	8.40%	18.88%	26.31%	30.95%	-23.30%	27.45%	2.22%
DRGG.L L&G China CNY Bond UCITS ETF USD (Dist)	3.19%	5.68%	3.04%	0.01%	-5.38%	7.53%	-24.68%

Correlation

The correlation between RIUS.L and DRGG.L is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.09
Correlation (5Y) Calculated over the trailing 5-year period	-0.03
Correlation (All Time) Calculated using the full available price history since Dec 4, 2020	0.01

Return for Risk

RIUS.L vs. DRGG.L — Risk / Return Rank

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

RIUS.L

RIUS.L Risk / Return Rank: 51
RIUS.L Sharpe Ratio Rank: 51
RIUS.L Sortino Ratio Rank: 55
RIUS.L Omega Ratio Rank: 50
RIUS.L Calmar Ratio Rank: 46
RIUS.L Martin Ratio Rank: 55

DRGG.L

DRGG.L Risk / Return Rank: 43
DRGG.L Sharpe Ratio Rank: 40
DRGG.L Sortino Ratio Rank: 42
DRGG.L Omega Ratio Rank: 40
DRGG.L Calmar Ratio Rank: 49
DRGG.L Martin Ratio Rank: 46

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.

RIUS.L vs. DRGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Paris Aligned UCITS ETF USD (Acc) (RIUS.L) and L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.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.

	RIUS.L	DRGG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.35	1.29	+0.06
Sortino ratio: Return per unit of downside risk	2.05	1.82	+0.23
Omega ratio: Gain probability vs. loss probability	1.24	1.25	0.00
Calmar ratio: Return relative to maximum drawdown	1.77	4.02	-2.25
Martin ratio: Return relative to average drawdown	7.06	14.35	-7.29

RIUS.L vs. DRGG.L - Sharpe Ratio Comparison

The current RIUS.L Sharpe Ratio is 1.35, which is comparable to the DRGG.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of RIUS.L and DRGG.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.

Drawdowns

RIUS.L vs. DRGG.L - Drawdown Comparison

The maximum RIUS.L drawdown since its inception was -33.35%, which is greater than DRGG.L's maximum drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for RIUS.L and DRGG.L.

Drawdown Indicators

	RIUS.L	DRGG.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.35%	-27.95%	-5.40%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-1.65%	-9.03%
Max Drawdown (3Y) Largest decline over 3 years	-20.30%	-3.61%	-16.69%
Max Drawdown (5Y) Largest decline over 5 years	-27.59%	-12.16%	-15.43%
Current Drawdown Current decline from peak	-1.85%	-13.87%	+12.02%
Average Drawdown Average peak-to-trough decline	-6.29%	-21.38%	+15.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	0.46%	+2.23%

Volatility

RIUS.L vs. DRGG.L - Volatility Comparison

L&G US ESG Paris Aligned UCITS ETF USD (Acc) (RIUS.L) has a higher volatility of 3.94% compared to L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) at 1.37%. This indicates that RIUS.L's price experiences larger fluctuations and is considered to be riskier than DRGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RIUS.L	DRGG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	1.37%	+2.57%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	4.50%	+6.72%
Volatility (1Y) Calculated over the trailing 1-year period	14.08%	5.16%	+8.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	6.51%	+10.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	12.44%	+6.71%

RIUS.L vs. DRGG.L - Expense Ratio Comparison

RIUS.L has a 0.12% expense ratio, which is lower than DRGG.L's 0.30% expense ratio.

Dividends

RIUS.L vs. DRGG.L - Dividend Comparison

RIUS.L has not paid dividends to shareholders, while DRGG.L's dividend yield for the trailing twelve months is around 0.01%.

Position	TTM	2025	2024	2023	2022	2021
DRGG.L L&G China CNY Bond UCITS ETF USD (Dist)	0.01%	2.04%	2.27%	2.48%	2.61%	1.40%
RIUS.L L&G US ESG Paris Aligned UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RIUS.L and DRGG.L in my portfolio?

RIUS.L and DRGG.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RIUS.L or DRGG.L?

On fees, RIUS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RIUS.L or DRGG.L?

RIUS.L is cheaper with a 0.12% expense ratio, compared with 0.30% for DRGG.L.

What is the main difference between RIUS.L and DRGG.L?

RIUS.L is categorized as Large Cap Blend Equities, while DRGG.L is Government Bonds. RIUS.L tracks Solactive L&G United States Paris-aligned ESG SDG USD Index NTR, while DRGG.L tracks J.P. Morgan China Custom Liquid ESG Capped Index. Their fees differ too: 0.12% for RIUS.L and 0.30% for DRGG.L.