RIUS.L vs. LGGL.L

Last updated Jul 16, 2026

RIUS.L (L&G US ESG Paris Aligned UCITS ETF) and LGGL.L (L&G Global Equity UCITS ETF) are both Global Equities funds from L&G - RIUS.L tracks the L&G US ESG Paris Aligned UCITS ETF while LGGL.L tracks the Solactive Core Developed Markets Large & Mid Cap USD Index NTR. Both are passively managed. Over the past 5 years, RIUS.L returned 12.67%/yr vs 11.81%/yr for LGGL.L. Their correlation of 0.95 suggests significant overlap in exposure. RIUS.L charges 0.12%/yr vs 0.10%/yr for LGGL.L.

Performance

RIUS.L vs. LGGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G US ESG Paris Aligned UCITS ETF (RIUS.L) and L&G Global Equity UCITS ETF (LGGL.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RIUS.L achieves a 9.48% return, which is significantly lower than LGGL.L's 10.31% return.

RIUS.L

• 1D: -0.04%
• 1M: -0.07%
• 6M: 9.26%
• YTD: 9.48%
• 1Y: 21.59%
• 3Y*: 20.56%
• 5Y*: 12.67%
• 10Y*: —

LGGL.L

• 1D: 0.04%
• 1M: 0.18%
• 6M: 9.21%
• YTD: 10.31%
• 1Y: 22.17%
• 3Y*: 19.11%
• 5Y*: 11.81%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
RIUS.L L&G US ESG Paris Aligned UCITS ETF	9.48%	18.88%	26.31%	30.95%	-23.30%	27.45%	25.19%	2.72%
LGGL.L L&G Global Equity UCITS ETF	10.31%	21.18%	19.20%	25.02%	-18.03%	21.94%	16.35%	2.83%

Correlation

The correlation between RIUS.L and LGGL.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Nov 26, 2019	0.95

The correlation between RIUS.L and LGGL.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

RIUS.L vs. LGGL.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: 58
RIUS.L Sharpe Ratio Rank: 58
RIUS.L Sortino Ratio Rank: 64
RIUS.L Omega Ratio Rank: 57
RIUS.L Calmar Ratio Rank: 51
RIUS.L Martin Ratio Rank: 59

LGGL.L

LGGL.L Risk / Return Rank: 70
LGGL.L Sharpe Ratio Rank: 68
LGGL.L Sortino Ratio Rank: 76
LGGL.L Omega Ratio Rank: 68
LGGL.L Calmar Ratio Rank: 65
LGGL.L Martin Ratio Rank: 73

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. LGGL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Paris Aligned UCITS ETF (RIUS.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.

	RIUS.L	LGGL.L	Difference
Sharpe ratio: Return per unit of total volatility	1.59	1.80	-0.21
Sortino ratio: Return per unit of downside risk	2.39	2.73	-0.34
Omega ratio: Gain probability vs. loss probability	1.29	1.33	-0.04
Calmar ratio: Return relative to maximum drawdown	2.08	2.62	-0.54
Martin ratio: Return relative to average drawdown	8.33	10.81	-2.47

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

The current RIUS.L Sharpe Ratio is 1.59, which is comparable to the LGGL.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of RIUS.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.

Drawdowns

RIUS.L vs. LGGL.L - Drawdown Comparison

The maximum RIUS.L drawdown since its inception was -33.35%, roughly equal to the maximum LGGL.L drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for RIUS.L and LGGL.L.

Drawdown Indicators

	RIUS.L	LGGL.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.35%	-33.89%	+0.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-8.42%	-2.26%
Max Drawdown (3Y) Largest decline over 3 years	-20.30%	-17.79%	-2.51%
Max Drawdown (5Y) Largest decline over 5 years	-27.59%	-25.76%	-1.83%
Current Drawdown Current decline from peak	-0.87%	-0.07%	-0.80%
Average Drawdown Average peak-to-trough decline	-6.30%	-4.91%	-1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	2.05%	+0.63%

Volatility

RIUS.L vs. LGGL.L - Volatility Comparison

L&G US ESG Paris Aligned UCITS ETF (RIUS.L) has a higher volatility of 3.68% compared to L&G Global Equity UCITS ETF (LGGL.L) at 2.85%. This indicates that RIUS.L's price experiences larger fluctuations and is considered to be riskier than LGGL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RIUS.L	LGGL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	2.85%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	11.21%	9.86%	+1.35%
Volatility (1Y) Calculated over the trailing 1-year period	14.05%	12.27%	+1.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.35%	15.65%	+1.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.16%	17.10%	+2.06%

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

RIUS.L has a 0.12% 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

RIUS.L vs. LGGL.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

With a correlation of 0.93, RIUS.L and LGGL.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

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.

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

LGGL.L is cheaper with a 0.10% expense ratio, compared with 0.12% for RIUS.L.

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

RIUS.L tracks L&G US ESG Paris Aligned UCITS ETF, while LGGL.L tracks Solactive Core Developed Markets Large & Mid Cap USD Index NTR. Their fees differ too: 0.12% for RIUS.L and 0.10% for LGGL.L.