RR.L vs. LGUK.L
RR.L (Rolls-Royce Holdings PLC) is a stock, while LGUK.L (L&G UK Equity UCITS ETF) is Europe Equities fund tracking the FTSE AllSh TR GBP. Over the past 5 years, RR.L returned 72.35%/yr vs 12.32%/yr for LGUK.L. At a 0.47 correlation, their price movements are largely independent.
Performance
RR.L vs. LGUK.L - Performance Comparison
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Returns By Period
In the year-to-date period, RR.L achieves a 21.52% return, which is significantly higher than LGUK.L's 7.75% return.
RR.L
- 1D
- -0.77%
- 1M
- 2.43%
- 6M
- 9.61%
- YTD
- 21.52%
- 1Y
- 41.69%
- 3Y*
- 113.26%
- 5Y*
- 72.35%
- 10Y*
- 19.13%
LGUK.L
- 1D
- 0.06%
- 1M
- 1.43%
- 6M
- 5.40%
- YTD
- 7.75%
- 1Y
- 20.57%
- 3Y*
- 16.22%
- 5Y*
- 12.32%
- 10Y*
- —
RR.L vs. LGUK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 21.52% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | -52.55% | -16.52% | -0.41% |
LGUK.L L&G UK Equity UCITS ETF | 7.75% | 24.95% | 10.56% | 6.64% | 5.62% | 17.54% | -12.15% | 20.11% | -7.12% |
Correlation
The correlation between RR.L and LGUK.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.47 |
The correlation between RR.L and LGUK.L shifts across timeframes, from 0.31 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RR.L vs. LGUK.L — Risk / Return Rank
RR.L
LGUK.L
RR.L vs. LGUK.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) and L&G UK Equity UCITS ETF (LGUK.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.
| RR.L | LGUK.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.20 | -0.02 |
| Martin ratioReturn relative to average drawdown | 5.96 | 7.04 | -1.07 |
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Drawdowns
RR.L vs. LGUK.L - Drawdown Comparison
The maximum RR.L drawdown since its inception was -90.25%, which is greater than LGUK.L's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for RR.L and LGUK.L.
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Drawdown Indicators
| RR.L | LGUK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.25% | -33.76% | -56.49% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -9.30% | -9.74% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | -12.30% | -9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | -12.30% | -42.79% |
Max Drawdown (10Y)Largest decline over 10 years | -89.41% | — | — |
Current DrawdownCurrent decline from peak | -7.50% | -2.05% | -5.45% |
Average DrawdownAverage peak-to-trough decline | -28.29% | -4.78% | -23.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.97% | 2.92% | +4.05% |
Volatility
RR.L vs. LGUK.L - Volatility Comparison
Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 7.93% compared to L&G UK Equity UCITS ETF (LGUK.L) at 3.56%. This indicates that RR.L's price experiences larger fluctuations and is considered to be riskier than LGUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RR.L | LGUK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 3.56% | +4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 31.31% | 11.86% | +19.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.75% | 14.81% | +21.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.91% | 13.88% | +28.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.60% | 16.25% | +32.35% |
Dividends
RR.L vs. LGUK.L - Dividend Comparison
RR.L's dividend yield for the trailing twelve months is around 0.68%, while LGUK.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGUK.L L&G UK 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% |
RR.L Rolls-Royce Holdings PLC | 0.68% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Frequently Asked Questions
RR.L and LGUK.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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