XMAS.L vs. LGAG.L
Compare and contrast key facts about Xtrackers MSCI EM Asia ESG Screened Swap UCITS ETF 1C (XMAS.L) and L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L).
XMAS.L and LGAG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMAS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI AC Asia Ex Japan NR USD. It was launched on Jun 21, 2007. LGAG.L is a passively managed fund by Legal & General that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Nov 7, 2018. Both XMAS.L and LGAG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XMAS.L vs. LGAG.L - Performance Comparison
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XMAS.L vs. LGAG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XMAS.L Xtrackers MSCI EM Asia ESG Screened Swap UCITS ETF 1C | 5.44% | 25.07% | 17.38% | -2.13% | -11.07% | -5.15% | 22.90% | 14.01% | 2.63% |
LGAG.L L&G Asia Pacific ex Japan Equity UCITS ETF | 7.28% | 12.56% | 6.20% | -0.81% | 5.61% | 4.15% | 4.80% | 14.08% | -22.77% |
Returns By Period
In the year-to-date period, XMAS.L achieves a 5.44% return, which is significantly lower than LGAG.L's 7.28% return.
XMAS.L
- 1D
- 3.65%
- 1M
- -6.20%
- YTD
- 5.44%
- 6M
- 9.34%
- 1Y
- 33.97%
- 3Y*
- 14.18%
- 5Y*
- 4.43%
- 10Y*
- 9.57%
LGAG.L
- 1D
- 2.00%
- 1M
- -3.60%
- YTD
- 7.28%
- 6M
- 6.32%
- 1Y
- 21.68%
- 3Y*
- 8.55%
- 5Y*
- 6.13%
- 10Y*
- —
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XMAS.L vs. LGAG.L - Expense Ratio Comparison
XMAS.L has a 0.65% expense ratio, which is higher than LGAG.L's 0.10% expense ratio.
Return for Risk
XMAS.L vs. LGAG.L — Risk / Return Rank
XMAS.L
LGAG.L
XMAS.L vs. LGAG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EM Asia ESG Screened Swap UCITS ETF 1C (XMAS.L) 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.
| XMAS.L | LGAG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.85 | 1.51 | +0.34 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.99 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.31 | -0.13 |
Martin ratioReturn relative to average drawdown | 8.03 | 8.76 | -0.73 |
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
| XMAS.L | LGAG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 1.51 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.30 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.16 | +0.20 |
Correlation
The correlation between XMAS.L and LGAG.L is 0.48, 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
XMAS.L vs. LGAG.L - Dividend Comparison
Neither XMAS.L nor LGAG.L has paid dividends to shareholders.
Drawdowns
XMAS.L vs. LGAG.L - Drawdown Comparison
The maximum XMAS.L drawdown since its inception was -55.27%, which is greater than LGAG.L's maximum drawdown of -35.16%. Use the drawdown chart below to compare losses from any high point for XMAS.L and LGAG.L.
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Drawdown Indicators
| XMAS.L | LGAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.27% | -35.16% | -20.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -11.82% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -24.83% | -3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -34.23% | — | — |
Current DrawdownCurrent decline from peak | -8.42% | -4.43% | -3.99% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -10.28% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 2.48% | +1.55% |
Volatility
XMAS.L vs. LGAG.L - Volatility Comparison
Xtrackers MSCI EM Asia ESG Screened Swap UCITS ETF 1C (XMAS.L) has a higher volatility of 7.51% compared to L&G Asia Pacific ex Japan Equity UCITS ETF (LGAG.L) at 4.60%. This indicates that XMAS.L'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.
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Volatility by Period
| XMAS.L | LGAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 4.60% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 8.67% | +4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 14.38% | +4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.85% | 20.58% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 22.44% | 0.00% |