TSGB.L vs. LGUS.L
TSGB.L (VanEck Sustainable World Equal Weight UCITS ETF A) and LGUS.L (L&G US Equity UCITS ETF) are both Global Equities funds - TSGB.L tracks the MSCI ACWI NR USD while LGUS.L tracks the L&G US Equity UCITS ETF. Both are passively managed. Over the past 5 years, TSGB.L returned 11.23%/yr vs 13.21%/yr for LGUS.L. A 0.78 correlation means they provide meaningful diversification when combined. TSGB.L charges 0.20%/yr vs 0.05%/yr for LGUS.L.
Performance
TSGB.L vs. LGUS.L - Performance Comparison
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Different Trading Currencies
TSGB.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, TSGB.L achieves a 12.96% return, which is significantly higher than LGUS.L's 9.89% return.
TSGB.L
- 1D
- -1.07%
- 1M
- -0.80%
- 6M
- 10.50%
- YTD
- 12.96%
- 1Y
- 25.36%
- 3Y*
- 17.46%
- 5Y*
- 11.23%
- 10Y*
- -2.53%
LGUS.L
- 1D
- 0.00%
- 1M
- -0.68%
- 6M
- 9.24%
- YTD
- 9.89%
- 1Y
- 20.35%
- 3Y*
- 19.04%
- 5Y*
- 13.21%
- 10Y*
- —
TSGB.L vs. LGUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSGB.L VanEck Sustainable World Equal Weight UCITS ETF A | 12.96% | 19.05% | 11.64% | 13.73% | -7.64% | 23.91% | 19.21% | -70.92% | -8.56% |
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 TSGB.L and LGUS.L is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.78 |
The correlation between TSGB.L and LGUS.L has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.
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Return for Risk
TSGB.L vs. LGUS.L — Risk / Return Rank
TSGB.L
LGUS.L
TSGB.L vs. LGUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.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.
| TSGB.L | LGUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.30 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.77 | +0.09 |
| Martin ratioReturn relative to average drawdown | 10.81 | 8.67 | +2.14 |
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Drawdowns
TSGB.L vs. LGUS.L - Drawdown Comparison
The maximum TSGB.L drawdown since its inception was -80.10%, which is greater than LGUS.L's maximum drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for TSGB.L and LGUS.L.
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Drawdown Indicators
| TSGB.L | LGUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.10% | -26.39% | -53.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -7.68% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.71% | -21.47% | +4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | -21.47% | +4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -80.10% | — | — |
Current DrawdownCurrent decline from peak | -40.28% | -1.24% | -39.04% |
Average DrawdownAverage peak-to-trough decline | -38.11% | -3.79% | -34.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.45% | -0.11% |
Volatility
TSGB.L vs. LGUS.L - Volatility Comparison
VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) has a higher volatility of 4.18% compared to L&G US Equity UCITS ETF (LGUS.L) at 3.08%. This indicates that TSGB.L's price experiences larger fluctuations and is considered to be riskier 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
| TSGB.L | LGUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.08% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 9.50% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 12.81% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 16.02% | -2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.24% | 17.59% | +10.65% |
TSGB.L vs. LGUS.L - Expense Ratio Comparison
TSGB.L has a 0.20% expense ratio, which is higher than LGUS.L's 0.05% 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
TSGB.L vs. LGUS.L - Dividend Comparison
TSGB.L's dividend yield for the trailing twelve months is around 1.83%, while LGUS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSGB.L VanEck Sustainable World Equal Weight UCITS ETF A | 1.83% | 1.90% | 2.22% | 2.20% | 2.28% | 4.27% | 7.57% | 9.63% | 2.18% | 1.84% |
Frequently Asked Questions
TSGB.L and LGUS.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.20% for TSGB.L.
TSGB.L tracks MSCI ACWI NR USD, while LGUS.L tracks L&G US Equity UCITS ETF. They also come from different issuers: VanEck and L&G. Their fees differ too: 0.20% for TSGB.L and 0.05% for LGUS.L.
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