PortfoliosLab logoPortfoliosLab logo
VGEK.DE vs. LGAG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEK.DE vs. LGAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VGEK.DE is traded in EUR, while LGAG.L is traded in GBp. To make them comparable, the LGAG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGEK.DE achieves a 49.52% return, which is significantly higher than LGAG.L's 9.75% return.


VGEK.DE

1D
-3.21%
1M
6.68%
YTD
49.52%
6M
54.00%
1Y
77.62%
3Y*
24.83%
5Y*
12.83%
10Y*

LGAG.L

1D
-0.78%
1M
0.08%
YTD
9.75%
6M
10.40%
1Y
14.16%
3Y*
10.12%
5Y*
5.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEK.DE vs. LGAG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
49.52%25.03%1.02%6.43%-7.37%9.39%8.22%6.27%
LGAG.L
L&G Asia Pacific ex Japan Equity UCITS ETF
9.77%6.68%11.33%1.30%0.17%10.92%-0.90%4.03%

Correlation

The correlation between VGEK.DE and LGAG.L is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.83

The correlation between VGEK.DE and LGAG.L shifts across timeframes, from 0.70 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VGEK.DE vs. LGAG.L — Risk / Return Rank

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

VGEK.DE
VGEK.DE Risk / Return Rank: 9393
Overall Rank
VGEK.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEK.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEK.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VGEK.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEK.DE Martin Ratio Rank: 9393
Martin Ratio Rank

LGAG.L
LGAG.L Risk / Return Rank: 4646
Overall Rank
LGAG.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LGAG.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
LGAG.L Omega Ratio Rank: 4444
Omega Ratio Rank
LGAG.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
LGAG.L Martin Ratio Rank: 4444
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.

VGEK.DE vs. LGAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.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.


VGEK.DELGAG.LDifference
Sharpe ratioReturn per unit of total volatility

+2.57

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.66

1.22

+0.44

Calmar ratioReturn relative to maximum drawdown

6.17

2.23

+3.94

Martin ratioReturn relative to average drawdown

24.03

6.44

+17.60

VGEK.DE vs. LGAG.L - Sharpe Ratio Comparison

The current VGEK.DE Sharpe Ratio is 3.77, which is higher than the LGAG.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VGEK.DE and LGAG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VGEK.DELGAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.77

1.20

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.26

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.16

+0.52

Drawdowns

VGEK.DE vs. LGAG.L - Drawdown Comparison

The maximum VGEK.DE drawdown since its inception was -36.64%, smaller than the maximum LGAG.L drawdown of -39.10%. Use the drawdown chart below to compare losses from any high point for VGEK.DE and LGAG.L.


Loading charts...

Drawdown Indicators


VGEK.DELGAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.64%

-39.10%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-6.32%

-6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-25.16%

+5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

-25.16%

+5.48%

Current Drawdown

Current decline from peak

-3.76%

-2.13%

-1.63%

Average Drawdown

Average peak-to-trough decline

-6.08%

-10.21%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.20%

+1.12%

Volatility

VGEK.DE vs. LGAG.L - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a higher volatility of 10.20% compared to L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) at 3.91%. This indicates that VGEK.DE's price experiences larger fluctuations and is considered to be riskier than LGAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VGEK.DELGAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

3.91%

+6.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

8.93%

+9.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

11.72%

+9.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

21.15%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

23.07%

-3.47%

VGEK.DE vs. LGAG.L - Expense Ratio Comparison

VGEK.DE has a 0.15% expense ratio, which is higher than LGAG.L's 0.10% 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

VGEK.DE vs. LGAG.L - Dividend Comparison

Neither VGEK.DE nor LGAG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VGEK.DE and LGAG.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGAG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGAG.L is cheaper with a 0.10% expense ratio, compared with 0.15% for VGEK.DE.

VGEK.DE tracks FTSE Developed Asia Pacific ex Japan, while LGAG.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Vanguard and Legal & General. Their fees differ too: 0.15% for VGEK.DE and 0.10% for LGAG.L.

Portfolio Optimizer

Find the right allocation for VGEK.DE and LGAG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer