XGSD.L vs. LDGG.L
XGSD.L (Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D) and LDGG.L (L&G Global Quality Dividends UCITS ETF USD (Dist)) are both Global Equity Income funds - XGSD.L tracks the STOXX Global Select Dividend 100 while LDGG.L tracks the FTSE Developed All Cap Dividend Growth with Quality Net Tax Index. Both are passively managed. A 0.74 correlation means they provide meaningful diversification when combined. XGSD.L charges 0.50%/yr vs 0.31%/yr for LDGG.L.
Performance
XGSD.L vs. LDGG.L - Performance Comparison
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Returns By Period
XGSD.L
- 1D
- 0.46%
- 1M
- 2.73%
- YTD
- 12.80%
- 6M
- 14.57%
- 1Y
- 33.44%
- 3Y*
- 19.25%
- 5Y*
- 11.03%
- 10Y*
- 10.06%
LDGG.L
- 1D
- -0.05%
- 1M
- 3.04%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XGSD.L vs. LDGG.L - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
XGSD.L Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D | 10.79% |
LDGG.L L&G Global Quality Dividends UCITS ETF USD (Dist) | 9.22% |
Correlation
The correlation between XGSD.L and LDGG.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 21, 2026 | 0.74 |
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Return for Risk
XGSD.L vs. LDGG.L — Risk / Return Rank
XGSD.L
LDGG.L
XGSD.L vs. LDGG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and L&G Global Quality Dividends UCITS ETF USD (Dist) (LDGG.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.
| XGSD.L | LDGG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.74 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 6.99 | — | — |
| Martin ratioReturn relative to average drawdown | 26.29 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XGSD.L | LDGG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.93 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 2.43 | -2.11 |
Drawdowns
XGSD.L vs. LDGG.L - Drawdown Comparison
The maximum XGSD.L drawdown since its inception was -57.01%, which is greater than LDGG.L's maximum drawdown of -8.72%. Use the drawdown chart below to compare losses from any high point for XGSD.L and LDGG.L.
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Drawdown Indicators
| XGSD.L | LDGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.01% | -8.72% | -48.29% |
Max Drawdown (1Y)Largest decline over 1 year | -4.76% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.70% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -9.32% | -2.58% | -6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | — | — |
Volatility
XGSD.L vs. LDGG.L - Volatility Comparison
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Volatility by Period
| XGSD.L | LDGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.35% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.47% | 11.47% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 11.47% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 11.47% | +2.79% |
XGSD.L vs. LDGG.L - Expense Ratio Comparison
XGSD.L has a 0.50% expense ratio, which is higher than LDGG.L's 0.31% expense ratio.
Dividends
XGSD.L vs. LDGG.L - Dividend Comparison
XGSD.L's dividend yield for the trailing twelve months is around 4.15%, more than LDGG.L's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDGG.L L&G Global Quality Dividends UCITS ETF USD (Dist) | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XGSD.L Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D | 4.15% | 4.60% | 6.39% | 7.50% | 8.70% | 4.77% | 5.38% | 4.26% | 4.68% | 3.57% | 2.76% | 0.03% |
Frequently Asked Questions
XGSD.L and LDGG.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LDGG.L is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LDGG.L is cheaper with a 0.31% expense ratio, compared with 0.50% for XGSD.L.
XGSD.L tracks STOXX Global Select Dividend 100, while LDGG.L tracks FTSE Developed All Cap Dividend Growth with Quality Net Tax Index. They also come from different issuers: Xtrackers and Legal & General. Their fees differ too: 0.50% for XGSD.L and 0.31% for LDGG.L.
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