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USDG.L vs. ROBG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USDG.L vs. ROBG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G ESG USD Corporate Bond UCITS ETF (USDG.L) and L&G ROBO Global Robotics and Automation UCITS ETF (ROBG.L). The values are adjusted to include any dividend payments, if applicable.

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USDG.L vs. ROBG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USDG.L
L&G ESG USD Corporate Bond UCITS ETF
0.87%0.15%4.75%2.41%-3.62%1.57%
ROBG.L
L&G ROBO Global Robotics and Automation UCITS ETF
3.27%14.68%-0.04%18.36%-25.90%6.14%

Returns By Period

In the year-to-date period, USDG.L achieves a 0.87% return, which is significantly lower than ROBG.L's 3.27% return.


USDG.L

1D
-0.35%
1M
-0.49%
YTD
0.87%
6M
2.09%
1Y
1.85%
3Y*
2.64%
5Y*
1.86%
10Y*

ROBG.L

1D
4.88%
1M
-7.88%
YTD
3.27%
6M
9.25%
1Y
34.30%
3Y*
6.88%
5Y*
2.95%
10Y*
12.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USDG.L vs. ROBG.L - Expense Ratio Comparison

USDG.L has a 0.09% expense ratio, which is lower than ROBG.L's 0.80% expense ratio.


Return for Risk

USDG.L vs. ROBG.L — Risk / Return Rank

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

USDG.L
USDG.L Risk / Return Rank: 1616
Overall Rank
USDG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USDG.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
USDG.L Omega Ratio Rank: 1515
Omega Ratio Rank
USDG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
USDG.L Martin Ratio Rank: 1616
Martin Ratio Rank

ROBG.L
ROBG.L Risk / Return Rank: 7777
Overall Rank
ROBG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ROBG.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ROBG.L Omega Ratio Rank: 7171
Omega Ratio Rank
ROBG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
ROBG.L Martin Ratio Rank: 7979
Martin Ratio Rank
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.

USDG.L vs. ROBG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G ESG USD Corporate Bond UCITS ETF (USDG.L) and L&G ROBO Global Robotics and Automation UCITS ETF (ROBG.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.


USDG.LROBG.LDifference

Sharpe ratio

Return per unit of total volatility

0.21

1.50

-1.29

Sortino ratio

Return per unit of downside risk

0.35

2.08

-1.72

Omega ratio

Gain probability vs. loss probability

1.05

1.28

-0.23

Calmar ratio

Return relative to maximum drawdown

0.37

2.43

-2.06

Martin ratio

Return relative to average drawdown

0.75

9.34

-8.58

USDG.L vs. ROBG.L - Sharpe Ratio Comparison

The current USDG.L Sharpe Ratio is 0.21, which is lower than the ROBG.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of USDG.L and ROBG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USDG.LROBG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.50

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.15

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.56

-0.43

Correlation

The correlation between USDG.L and ROBG.L is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

USDG.L vs. ROBG.L - Dividend Comparison

USDG.L's dividend yield for the trailing twelve months is around 4.67%, while ROBG.L has not paid dividends to shareholders.


TTM20252024202320222021
USDG.L
L&G ESG USD Corporate Bond UCITS ETF
4.67%4.70%3.99%3.27%2.25%0.76%
ROBG.L
L&G ROBO Global Robotics and Automation UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USDG.L vs. ROBG.L - Drawdown Comparison

The maximum USDG.L drawdown since its inception was -12.80%, smaller than the maximum ROBG.L drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for USDG.L and ROBG.L.


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Drawdown Indicators


USDG.LROBG.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.80%

-34.50%

+21.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-13.77%

+7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-12.80%

-34.50%

+21.70%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-2.15%

-9.20%

+7.05%

Average Drawdown

Average peak-to-trough decline

-5.07%

-10.45%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.58%

-0.59%

Volatility

USDG.L vs. ROBG.L - Volatility Comparison

The current volatility for L&G ESG USD Corporate Bond UCITS ETF (USDG.L) is 5.30%, while L&G ROBO Global Robotics and Automation UCITS ETF (ROBG.L) has a volatility of 8.73%. This indicates that USDG.L experiences smaller price fluctuations and is considered to be less risky than ROBG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDG.LROBG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

8.73%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

15.39%

-8.75%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

22.76%

-13.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.73%

20.21%

-11.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.70%

19.97%

-11.27%