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XUKX.L vs. LDUK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUKX.L vs. LDUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L). The values are adjusted to include any dividend payments, if applicable.

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XUKX.L vs. LDUK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D
5.99%26.23%9.25%7.53%4.92%9.54%
LDUK.L
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF
-2.48%22.62%16.13%8.22%-3.33%6.07%

Returns By Period

In the year-to-date period, XUKX.L achieves a 5.99% return, which is significantly higher than LDUK.L's -2.48% return.


XUKX.L

1D
0.69%
1M
0.14%
YTD
5.99%
6M
12.26%
1Y
25.25%
3Y*
14.86%
5Y*
13.06%
10Y*
9.34%

LDUK.L

1D
-0.27%
1M
-2.08%
YTD
-2.48%
6M
3.31%
1Y
16.00%
3Y*
14.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUKX.L vs. LDUK.L - Expense Ratio Comparison

XUKX.L has a 0.09% expense ratio, which is lower than LDUK.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XUKX.L vs. LDUK.L — Risk / Return Rank

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

XUKX.L
XUKX.L Risk / Return Rank: 8484
Overall Rank
XUKX.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XUKX.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
XUKX.L Omega Ratio Rank: 9090
Omega Ratio Rank
XUKX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XUKX.L Martin Ratio Rank: 8080
Martin Ratio Rank

LDUK.L
LDUK.L Risk / Return Rank: 5151
Overall Rank
LDUK.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LDUK.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
LDUK.L Omega Ratio Rank: 4646
Omega Ratio Rank
LDUK.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
LDUK.L Martin Ratio Rank: 5757
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.

XUKX.L vs. LDUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.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.


XUKX.LLDUK.LDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.96

+0.91

Sortino ratio

Return per unit of downside risk

2.35

1.42

+0.94

Omega ratio

Gain probability vs. loss probability

1.40

1.19

+0.21

Calmar ratio

Return relative to maximum drawdown

2.70

1.60

+1.10

Martin ratio

Return relative to average drawdown

10.53

6.65

+3.88

XUKX.L vs. LDUK.L - Sharpe Ratio Comparison

The current XUKX.L Sharpe Ratio is 1.86, which is higher than the LDUK.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XUKX.L and LDUK.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XUKX.LLDUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

0.96

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.70

-0.37

Correlation

The correlation between XUKX.L and LDUK.L is 0.68, 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

XUKX.L vs. LDUK.L - Dividend Comparison

XUKX.L's dividend yield for the trailing twelve months is around 2.82%, less than LDUK.L's 5.06% yield.


TTM20252024202320222021202020192018201720162015
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D
2.82%2.87%4.85%3.69%7.07%2.76%5.90%4.37%4.79%3.96%2.89%0.41%
LDUK.L
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF
5.06%4.87%4.43%5.14%5.87%4.41%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XUKX.L vs. LDUK.L - Drawdown Comparison

The maximum XUKX.L drawdown since its inception was -44.72%, which is greater than LDUK.L's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for XUKX.L and LDUK.L.


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Drawdown Indicators


XUKX.LLDUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.72%

-17.13%

-27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-11.51%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-13.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.03%

Current Drawdown

Current decline from peak

-3.92%

-7.03%

+3.11%

Average Drawdown

Average peak-to-trough decline

-7.04%

-3.66%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.76%

-0.36%

Volatility

XUKX.L vs. LDUK.L - Volatility Comparison

The current volatility for Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) is 5.24%, while L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) has a volatility of 7.14%. This indicates that XUKX.L experiences smaller price fluctuations and is considered to be less risky than LDUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUKX.LLDUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

7.14%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

11.65%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

16.65%

-3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

15.60%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

15.60%

-0.35%