DX2S.DE vs. LGQK.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE).

DX2S.DE and LGQK.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DX2S.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P/ASX 200. It was launched on Jan 17, 2008. LGQK.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Pacific ex Japan. It was launched on Apr 29, 2015. Both DX2S.DE and LGQK.DE 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

DX2S.DE vs. LGQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE). The values are adjusted to include any dividend payments, if applicable.

DX2S.DE vs. LGQK.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DX2S.DE Xtrackers S&P/ASX 200 UCITS ETF 1D	5.37%	4.55%	8.00%	7.90%	-3.18%	19.42%	0.73%	25.78%	-8.43%	5.76%
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	6.60%	6.49%	12.16%	1.67%	-1.07%	12.33%	56.18%	16.88%	-9.04%	10.27%

Returns By Period

In the year-to-date period, DX2S.DE achieves a 5.37% return, which is significantly lower than LGQK.DE's 6.60% return. Over the past 10 years, DX2S.DE has underperformed LGQK.DE with an annualized return of 7.97%, while LGQK.DE has yielded a comparatively higher 11.79% annualized return.

DX2S.DE

• 1D: 2.46%
• 1M: -5.55%
• YTD: 5.37%
• 6M: 5.21%
• 1Y: 15.34%
• 3Y*: 8.43%
• 5Y*: 6.63%
• 10Y*: 7.97%

LGQK.DE

• 1D: 1.97%
• 1M: -3.47%
• YTD: 6.60%
• 6M: 6.60%
• 1Y: 16.23%
• 3Y*: 8.70%
• 5Y*: 5.73%
• 10Y*: 11.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2S.DE vs. LGQK.DE - Expense Ratio Comparison

DX2S.DE has a 0.50% expense ratio, which is higher than LGQK.DE's 0.12% expense ratio.

DX2S.DE

Xtrackers S&P/ASX 200 UCITS ETF 1D

LGQK.DE

Amundi MSCI Pacific Ex Japan UCITS ETF Dist

Return for Risk

DX2S.DE vs. LGQK.DE — Risk / Return Rank

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

DX2S.DE

DX2S.DE Risk / Return Rank: 45
DX2S.DE Sharpe Ratio Rank: 43
DX2S.DE Sortino Ratio Rank: 39
DX2S.DE Omega Ratio Rank: 46
DX2S.DE Calmar Ratio Rank: 48
DX2S.DE Martin Ratio Rank: 49

LGQK.DE

LGQK.DE Risk / Return Rank: 52
LGQK.DE Sharpe Ratio Rank: 52
LGQK.DE Sortino Ratio Rank: 47
LGQK.DE Omega Ratio Rank: 53
LGQK.DE Calmar Ratio Rank: 50
LGQK.DE Martin Ratio Rank: 57

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.

DX2S.DE vs. LGQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.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.

	DX2S.DE	LGQK.DE	Difference
Sharpe ratio Return per unit of total volatility	0.85	1.00	-0.15
Sortino ratio Return per unit of downside risk	1.20	1.36	-0.17
Omega ratio Gain probability vs. loss probability	1.19	1.21	-0.03
Calmar ratio Return relative to maximum drawdown	1.42	1.50	-0.08
Martin ratio Return relative to average drawdown	5.35	6.44	-1.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DX2S.DE vs. LGQK.DE - Sharpe Ratio Comparison

The current DX2S.DE Sharpe Ratio is 0.85, which is comparable to the LGQK.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DX2S.DE and LGQK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DX2S.DE	LGQK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	1.00	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.39	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.47	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.55	-0.29

Correlation

The correlation between DX2S.DE and LGQK.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DX2S.DE vs. LGQK.DE - Dividend Comparison

DX2S.DE's dividend yield for the trailing twelve months is around 2.60%, less than LGQK.DE's 2.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DX2S.DE Xtrackers S&P/ASX 200 UCITS ETF 1D	2.60%	2.75%	3.13%	3.81%	5.44%	2.05%	5.01%	3.62%	3.60%	3.63%	4.04%
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	2.70%	2.88%	5.33%	3.78%	4.41%	3.15%	0.89%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DX2S.DE vs. LGQK.DE - Drawdown Comparison

The maximum DX2S.DE drawdown since its inception was -55.30%, which is greater than LGQK.DE's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for DX2S.DE and LGQK.DE.

Drawdown Indicators

	DX2S.DE	LGQK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-55.30%	-36.96%	-18.34%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-13.63%	-0.05%
Max Drawdown (5Y) Largest decline over 5 years	-23.42%	-20.04%	-3.38%
Max Drawdown (10Y) Largest decline over 10 years	-43.65%	-36.96%	-6.69%
Current Drawdown Current decline from peak	-5.74%	-3.93%	-1.81%
Average Drawdown Average peak-to-trough decline	-9.21%	-6.23%	-2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	2.56%	+0.36%

Volatility

DX2S.DE vs. LGQK.DE - Volatility Comparison

Xtrackers S&P/ASX 200 UCITS ETF 1D (DX2S.DE) has a higher volatility of 5.92% compared to Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) at 4.97%. This indicates that DX2S.DE's price experiences larger fluctuations and is considered to be riskier than LGQK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DX2S.DE	LGQK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.92%	4.97%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	10.45%	9.04%	+1.41%
Volatility (1Y) Calculated over the trailing 1-year period	18.05%	16.19%	+1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.89%	14.67%	+2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.30%	25.11%	-5.81%