XGSD.L vs. LDGL.L
XGSD.L (Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D) and LDGL.L (L&G Global Quality Dividends UCITS ETF USD Distributing) are both Global Equity Income funds - XGSD.L tracks the STOXX Global Select Dividend 100 while LDGL.L tracks the FTSE Developed All Cap Dividend Growth with Quality Index. Both are passively managed. A 0.77 correlation means they provide meaningful diversification when combined. XGSD.L charges 0.50%/yr vs 0.29%/yr for LDGL.L.
Performance
XGSD.L vs. LDGL.L - Performance Comparison
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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*
- —
XGSD.L vs. LDGL.L - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
XGSD.L Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D | 9.70% |
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing | 7.79% |
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
XGSD.L
LDGL.L
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.L | LDGL.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 | LDGL.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 | 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.L | LDGL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.39% | -0.85% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -9.32% | -2.70% | -6.62% |
Ulcer IndexDepth 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.L | LDGL.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% | 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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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