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V3EA.L vs. LGUK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3EA.L vs. LGUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.L) and L&G UK Equity UCITS ETF (LGUK.L). The values are adjusted to include any dividend payments, if applicable.

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V3EA.L vs. LGUK.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
V3EA.L
Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation
-1.79%23.30%4.37%13.73%0.83%
LGUK.L
L&G UK Equity UCITS ETF
5.41%24.95%10.56%6.64%-0.36%
Different Trading Currencies

V3EA.L is traded in GBP, while LGUK.L is traded in GBp. To make them comparable, the LGUK.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3EA.L achieves a -1.79% return, which is significantly lower than LGUK.L's 5.41% return.


V3EA.L

1D
2.47%
1M
-4.88%
YTD
-1.79%
6M
3.36%
1Y
13.67%
3Y*
10.39%
5Y*
10Y*

LGUK.L

1D
2.29%
1M
-2.92%
YTD
5.41%
6M
10.37%
1Y
22.32%
3Y*
14.69%
5Y*
12.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V3EA.L vs. LGUK.L - Expense Ratio Comparison

V3EA.L has a 0.12% expense ratio, which is higher than LGUK.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%.


Return for Risk

V3EA.L vs. LGUK.L — Risk / Return Rank

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

V3EA.L
V3EA.L Risk / Return Rank: 4545
Overall Rank
V3EA.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
V3EA.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
V3EA.L Omega Ratio Rank: 4747
Omega Ratio Rank
V3EA.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
V3EA.L Martin Ratio Rank: 4343
Martin Ratio Rank

LGUK.L
LGUK.L Risk / Return Rank: 7777
Overall Rank
LGUK.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LGUK.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
LGUK.L Omega Ratio Rank: 7373
Omega Ratio Rank
LGUK.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
LGUK.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.

V3EA.L vs. LGUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.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.


V3EA.LLGUK.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.40

-0.45

Sortino ratio

Return per unit of downside risk

1.32

1.99

-0.66

Omega ratio

Gain probability vs. loss probability

1.19

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.23

2.46

-1.23

Martin ratio

Return relative to average drawdown

4.73

9.37

-4.64

V3EA.L vs. LGUK.L - Sharpe Ratio Comparison

The current V3EA.L Sharpe Ratio is 0.95, which is lower than the LGUK.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of V3EA.L and LGUK.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


V3EA.LLGUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.40

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.55

+0.28

Correlation

The correlation between V3EA.L and LGUK.L is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

V3EA.L vs. LGUK.L - Dividend Comparison

Neither V3EA.L nor LGUK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

V3EA.L vs. LGUK.L - Drawdown Comparison

The maximum V3EA.L drawdown since its inception was -12.57%, smaller than the maximum LGUK.L drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for V3EA.L and LGUK.L.


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Drawdown Indicators


V3EA.LLGUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.57%

-33.76%

+21.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-10.17%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-12.30%

Current Drawdown

Current decline from peak

-7.41%

-4.18%

-3.23%

Average Drawdown

Average peak-to-trough decline

-2.43%

-4.84%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.44%

+0.58%

Volatility

V3EA.L vs. LGUK.L - Volatility Comparison

The current volatility for Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.L) is 6.06%, while L&G UK Equity UCITS ETF (LGUK.L) has a volatility of 6.62%. This indicates that V3EA.L experiences smaller price fluctuations and is considered to be less risky 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


V3EA.LLGUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

6.62%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

11.45%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

15.87%

-1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

13.73%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

16.29%

-3.28%