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XGSD.L vs. LDGL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGSD.L vs. LDGL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGSD.L is traded in GBp, while LDGL.L is traded in USD. To make them comparable, the LDGL.L values have been converted to GBp using the latest available exchange rates.

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%

LDGL.L

1D
0.27%
1M
2.51%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGSD.L vs. LDGL.L - Yearly Performance Comparison


Correlation

The correlation between XGSD.L and LDGL.L is 0.77, 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 16, 2026

0.77

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Return for Risk

XGSD.L vs. LDGL.L — Risk / Return Rank

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

XGSD.L
XGSD.L Risk / Return Rank: 9595
Overall Rank
XGSD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XGSD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XGSD.L Omega Ratio Rank: 9595
Omega Ratio Rank
XGSD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
XGSD.L Martin Ratio Rank: 9494
Martin Ratio Rank

LDGL.L
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.

XGSD.L vs. LDGL.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 Distributing (LDGL.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.LLDGL.LDifference
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

XGSD.L vs. LDGL.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XGSD.LLDGL.LDifference

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

1.52

-1.21

Drawdowns

XGSD.L vs. LDGL.L - Drawdown Comparison

The maximum XGSD.L drawdown since its inception was -57.01%, which is greater than LDGL.L's maximum drawdown of -8.76%. Use the drawdown chart below to compare losses from any high point for XGSD.L and LDGL.L.


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Drawdown Indicators


XGSD.LLDGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.01%

-8.76%

-48.25%

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 Drawdown

Current decline from peak

-0.39%

-0.85%

+0.46%

Average Drawdown

Average peak-to-trough decline

-9.32%

-2.70%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

Volatility

XGSD.L vs. LDGL.L - Volatility Comparison


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Volatility by Period


XGSD.LLDGL.LDifference

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%

14.37%

-5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.47%

14.37%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

14.37%

-0.11%

XGSD.L vs. LDGL.L - Expense Ratio Comparison

XGSD.L has a 0.50% expense ratio, which is higher than LDGL.L's 0.29% expense ratio.


Dividends

XGSD.L vs. LDGL.L - Dividend Comparison

XGSD.L's dividend yield for the trailing twelve months is around 4.15%, more than LDGL.L's 1.30% yield.


PositionTTM20252024202320222021202020192018201720162015
LDGL.L
L&G Global Quality Dividends UCITS ETF USD Distributing
1.30%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 LDGL.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDGL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDGL.L is cheaper with a 0.29% expense ratio, compared with 0.50% for XGSD.L.

XGSD.L tracks STOXX Global Select Dividend 100, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. They also come from different issuers: Xtrackers and L&G. Their fees differ too: 0.50% for XGSD.L and 0.29% for LDGL.L.

Portfolio Optimizer

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