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APJX.DE vs. LGQK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APJX.DE vs. LGQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc (APJX.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APJX.DE achieves a 5.20% return, which is significantly lower than LGQK.DE's 9.03% return.


APJX.DE

1D
-0.66%
1M
-1.60%
YTD
5.20%
6M
6.14%
1Y
8.80%
3Y*
7.63%
5Y*
10Y*

LGQK.DE

1D
-1.05%
1M
-0.33%
YTD
9.03%
6M
10.06%
1Y
13.89%
3Y*
10.11%
5Y*
5.53%
10Y*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APJX.DE vs. LGQK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
APJX.DE
iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc
5.20%5.91%11.45%0.12%-6.30%
LGQK.DE
Amundi MSCI Pacific Ex Japan UCITS ETF Dist
9.03%6.49%12.16%1.67%-5.99%

Correlation

The correlation between APJX.DE and LGQK.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2022

0.95

The correlation between APJX.DE and LGQK.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

APJX.DE vs. LGQK.DE — Risk / Return Rank

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

APJX.DE
APJX.DE Risk / Return Rank: 2222
Overall Rank
APJX.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
APJX.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
APJX.DE Omega Ratio Rank: 2121
Omega Ratio Rank
APJX.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
APJX.DE Martin Ratio Rank: 2323
Martin Ratio Rank

LGQK.DE
LGQK.DE Risk / Return Rank: 3636
Overall Rank
LGQK.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LGQK.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
LGQK.DE Omega Ratio Rank: 3030
Omega Ratio Rank
LGQK.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LGQK.DE Martin Ratio Rank: 4040
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.

APJX.DE vs. LGQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc (APJX.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE). 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.


APJX.DELGQK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratioReturn relative to maximum drawdown

1.04

2.21

-1.17

Martin ratioReturn relative to average drawdown

2.88

6.30

-3.43

APJX.DE vs. LGQK.DE - Sharpe Ratio Comparison

The current APJX.DE Sharpe Ratio is 0.70, which is lower than the LGQK.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of APJX.DE and LGQK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


APJX.DELGQK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.14

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.55

-0.31

Drawdowns

APJX.DE vs. LGQK.DE - Drawdown Comparison

The maximum APJX.DE drawdown since its inception was -19.95%, smaller than the maximum LGQK.DE drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for APJX.DE and LGQK.DE.


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Drawdown Indicators


APJX.DELGQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.95%

-36.96%

+17.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-6.26%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

-20.04%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

Current Drawdown

Current decline from peak

-5.71%

-2.16%

-3.55%

Average Drawdown

Average peak-to-trough decline

-6.34%

-6.18%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.20%

+0.85%

Volatility

APJX.DE vs. LGQK.DE - Volatility Comparison

The current volatility for iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc (APJX.DE) is 2.92%, while Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) has a volatility of 3.20%. This indicates that APJX.DE experiences smaller price fluctuations and is considered to be less risky than LGQK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APJX.DELGQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

3.20%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

9.32%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

12.16%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

14.67%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

25.08%

-10.19%

APJX.DE vs. LGQK.DE - Expense Ratio Comparison

APJX.DE has a 0.20% expense ratio, which is higher than LGQK.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

APJX.DE vs. LGQK.DE - Dividend Comparison

APJX.DE has not paid dividends to shareholders, while LGQK.DE's dividend yield for the trailing twelve months is around 2.64%.


PositionTTM202520242023202220212020
APJX.DE
iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LGQK.DE
Amundi MSCI Pacific Ex Japan UCITS ETF Dist
2.64%2.88%5.33%3.78%4.41%3.15%0.89%

Frequently Asked Questions


With a correlation of 0.91, APJX.DE and LGQK.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, LGQK.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for APJX.DE.

APJX.DE tracks MSCI Pacific ex Japan ESG Enhanced Focus, while LGQK.DE tracks MSCI Pacific ex Japan. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for APJX.DE and 0.12% for LGQK.DE.

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