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ETLK.DE vs. VGEK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETLK.DE vs. VGEK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.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, ETLK.DE achieves a 8.76% return, which is significantly lower than VGEK.DE's 49.52% return.


ETLK.DE

1D
-0.99%
1M
-2.56%
YTD
8.76%
6M
10.04%
1Y
13.52%
3Y*
10.15%
5Y*
5.51%
10Y*

VGEK.DE

1D
-3.21%
1M
6.68%
YTD
49.52%
6M
54.00%
1Y
77.62%
3Y*
24.83%
5Y*
12.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETLK.DE vs. VGEK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF
8.76%7.52%11.54%1.26%-0.49%11.62%-1.71%4.56%
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
49.52%25.03%1.02%6.43%-7.37%9.39%8.22%6.27%

Correlation

The correlation between ETLK.DE and VGEK.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.89

The correlation between ETLK.DE and VGEK.DE shifts across timeframes, from 0.72 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ETLK.DE vs. VGEK.DE — Risk / Return Rank

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

ETLK.DE
ETLK.DE Risk / Return Rank: 3838
Overall Rank
ETLK.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ETLK.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
ETLK.DE Omega Ratio Rank: 3232
Omega Ratio Rank
ETLK.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
ETLK.DE Martin Ratio Rank: 4141
Martin Ratio Rank

VGEK.DE
VGEK.DE Risk / Return Rank: 9393
Overall Rank
VGEK.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEK.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEK.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VGEK.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEK.DE Martin Ratio Rank: 9393
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.

ETLK.DE vs. VGEK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.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.


ETLK.DEVGEK.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

1.21

1.66

-0.45

Calmar ratioReturn relative to maximum drawdown

2.34

6.17

-3.84

Martin ratioReturn relative to average drawdown

6.47

24.03

-17.56

ETLK.DE vs. VGEK.DE - Sharpe Ratio Comparison

The current ETLK.DE Sharpe Ratio is 1.16, which is lower than the VGEK.DE Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of ETLK.DE and VGEK.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


ETLK.DEVGEK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

3.77

-2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.76

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.69

-0.30

Drawdowns

ETLK.DE vs. VGEK.DE - Drawdown Comparison

The maximum ETLK.DE drawdown since its inception was -36.72%, roughly equal to the maximum VGEK.DE drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for ETLK.DE and VGEK.DE.


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Drawdown Indicators


ETLK.DEVGEK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.72%

-36.64%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-12.88%

+6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-19.68%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-19.68%

-0.21%

Current Drawdown

Current decline from peak

-2.56%

-3.76%

+1.20%

Average Drawdown

Average peak-to-trough decline

-5.76%

-6.08%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

3.32%

-1.16%

Volatility

ETLK.DE vs. VGEK.DE - Volatility Comparison

The current volatility for L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) is 3.38%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a volatility of 10.20%. This indicates that ETLK.DE experiences smaller price fluctuations and is considered to be less risky than VGEK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLK.DEVGEK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

10.20%

-6.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

18.52%

-9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

21.09%

-9.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

16.60%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

19.60%

-1.39%

ETLK.DE vs. VGEK.DE - Expense Ratio Comparison

ETLK.DE has a 0.10% expense ratio, which is lower than VGEK.DE's 0.15% 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%.


Dividends

ETLK.DE vs. VGEK.DE - Dividend Comparison

Neither ETLK.DE nor VGEK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETLK.DE and VGEK.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETLK.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLK.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for VGEK.DE.

ETLK.DE tracks Solactive Core Developed Markets Pacific ex Japan Large & Mid Cap, while VGEK.DE tracks FTSE Developed Asia Pacific ex Japan. They also come from different issuers: Legal & General and Vanguard. Their fees differ too: 0.10% for ETLK.DE and 0.15% for VGEK.DE.

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