UFSD.L vs. LGUS.L
UFSD.L (iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)) and LGUS.L (L&G US Equity UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - UFSD.L tracks the Russell 1000 TR USD while LGUS.L tracks the Solactive Core United States Large & Mid Cap Index NTR. Both are passively managed. Over the past 5 years, UFSD.L returned 11.60%/yr vs 12.54%/yr for LGUS.L. Their correlation of 0.93 suggests significant overlap in exposure. UFSD.L charges 0.35%/yr vs 0.05%/yr for LGUS.L.
Performance
UFSD.L vs. LGUS.L - Performance Comparison
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Returns By Period
In the year-to-date period, UFSD.L achieves a 11.69% return, which is significantly higher than LGUS.L's 9.01% return.
UFSD.L
- 1D
- -0.89%
- 1M
- 0.41%
- 6M
- 12.14%
- YTD
- 11.69%
- 1Y
- 22.68%
- 3Y*
- 18.83%
- 5Y*
- 11.60%
- 10Y*
- —
LGUS.L
- 1D
- -1.30%
- 1M
- -0.36%
- 6M
- 8.07%
- YTD
- 9.01%
- 1Y
- 19.79%
- 3Y*
- 19.73%
- 5Y*
- 12.54%
- 10Y*
- —
UFSD.L vs. LGUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UFSD.L iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) | 11.69% | 18.12% | 22.40% | 17.63% | -16.13% | 25.06% | 10.33% | 25.45% | -12.05% |
LGUS.L L&G US Equity UCITS ETF USD (Acc) | 9.01% | 17.98% | 25.09% | 28.66% | -20.46% | 27.91% | 21.16% | 30.91% | -9.25% |
Correlation
The correlation between UFSD.L and LGUS.L is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.93 |
The correlation between UFSD.L and LGUS.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
UFSD.L vs. LGUS.L — Risk / Return Rank
UFSD.L
LGUS.L
UFSD.L vs. LGUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.L) and L&G US Equity UCITS ETF USD (Acc) (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.
| UFSD.L | LGUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.28 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.30 | +0.68 |
| Martin ratioReturn relative to average drawdown | 11.19 | 8.84 | +2.34 |
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Drawdowns
UFSD.L vs. LGUS.L - Drawdown Comparison
The maximum UFSD.L drawdown since its inception was -35.74%, roughly equal to the maximum LGUS.L drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for UFSD.L and LGUS.L.
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Drawdown Indicators
| UFSD.L | LGUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.74% | -34.26% | -1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -8.58% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.37% | -19.46% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -22.88% | -25.64% | +2.76% |
Current DrawdownCurrent decline from peak | -1.10% | -1.69% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -5.29% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.23% | -0.21% |
Volatility
UFSD.L vs. LGUS.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) (UFSD.L) is 2.90%, while L&G US Equity UCITS ETF USD (Acc) (LGUS.L) has a volatility of 3.15%. This indicates that UFSD.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
| UFSD.L | LGUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.15% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 9.50% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 12.53% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 16.52% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 18.10% | -0.55% |
UFSD.L vs. LGUS.L - Expense Ratio Comparison
UFSD.L has a 0.35% expense ratio, which is higher than LGUS.L's 0.05% expense ratio.
Dividends
UFSD.L vs. LGUS.L - Dividend Comparison
UFSD.L's dividend yield for the trailing twelve months is around 0.79%, while LGUS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LGUS.L L&G US Equity UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UFSD.L iShares Edge MSCI USA Multifactor UCITS ETF USD (Dist) | 0.79% | 0.89% | 0.86% | 1.12% | 1.51% | 0.75% | 1.11% | 1.41% | 1.23% |
Frequently Asked Questions
With a correlation of 0.94, UFSD.L and LGUS.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.
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 0.35% for UFSD.L.
UFSD.L tracks Russell 1000 TR USD, while LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR. They also come from different issuers: iShares and L&G. Their fees differ too: 0.35% for UFSD.L and 0.05% for LGUS.L.
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