FVSJ.DE vs. LGQK.DE

Last updated Jun 5, 2026

FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) and LGQK.DE (Amundi MSCI Pacific Ex Japan UCITS ETF Dist) are both Asia Pacific Equities funds - FVSJ.DE tracks the FTSE Asia ex Japan ex China while LGQK.DE tracks the MSCI Pacific ex Japan. Both are passively managed. Over the past 5 years, FVSJ.DE returned 14.63%/yr vs 5.53%/yr for LGQK.DE. A 0.70 correlation means they provide meaningful diversification when combined. FVSJ.DE charges 0.14%/yr vs 0.12%/yr for LGQK.DE.

Performance

FVSJ.DE vs. LGQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FVSJ.DE achieves a 45.45% return, which is significantly higher than LGQK.DE's 9.03% return.

FVSJ.DE

• 1D: -1.75%
• 1M: 7.20%
• YTD: 45.45%
• 6M: 48.21%
• 1Y: 72.24%
• 3Y*: 25.93%
• 5Y*: 14.63%
• 10Y*: —

LGQK.DE

• 1D: -1.05%
• 1M: -2.05%
• YTD: 9.03%
• 6M: 9.97%
• 1Y: 13.31%
• 3Y*: 10.11%
• 5Y*: 5.53%
• 10Y*: 11.66%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	45.45%	15.41%	14.01%	8.23%	-7.58%	13.71%	-3.67%	13.83%	-5.82%
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	9.03%	6.49%	12.16%	1.67%	-1.07%	12.33%	56.18%	16.88%	-6.26%

Correlation

The correlation between FVSJ.DE and LGQK.DE is 0.60, 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	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018	0.70

The correlation between FVSJ.DE and LGQK.DE shifts across timeframes, from 0.60 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

Return for Risk

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

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

FVSJ.DE

FVSJ.DE Risk / Return Rank: 93
FVSJ.DE Sharpe Ratio Rank: 94
FVSJ.DE Sortino Ratio Rank: 93
FVSJ.DE Omega Ratio Rank: 93
FVSJ.DE Calmar Ratio Rank: 92
FVSJ.DE Martin Ratio Rank: 92

LGQK.DE

LGQK.DE Risk / Return Rank: 36
LGQK.DE Sharpe Ratio Rank: 32
LGQK.DE Sortino Ratio Rank: 33
LGQK.DE Omega Ratio Rank: 30
LGQK.DE Calmar Ratio Rank: 45
LGQK.DE Martin Ratio Rank: 40

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.

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

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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.

	FVSJ.DE	LGQK.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.60	1.14	+2.46
Sortino ratio: Return per unit of downside risk	4.52	1.74	+2.77
Omega ratio: Gain probability vs. loss probability	1.64	1.20	+0.44
Calmar ratio: Return relative to maximum drawdown	6.17	2.21	+3.96
Martin ratio: Return relative to average drawdown	23.31	6.30	+17.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FVSJ.DE Sharpe Ratio is 3.60, which is higher than the LGQK.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FVSJ.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.

Sharpe Ratios by Period

	FVSJ.DE	LGQK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.60	1.14	+2.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.37	+0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.55	+0.09

Drawdowns

FVSJ.DE vs. LGQK.DE - Drawdown Comparison

The maximum FVSJ.DE drawdown since its inception was -26.95%, smaller than the maximum LGQK.DE drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for FVSJ.DE and LGQK.DE.

Drawdown Indicators

	FVSJ.DE	LGQK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-26.95%	-36.96%	+10.01%
Max Drawdown (1Y) Largest decline over 1 year	-11.93%	-6.26%	-5.67%
Max Drawdown (3Y) Largest decline over 3 years	-21.76%	-20.04%	-1.72%
Max Drawdown (5Y) Largest decline over 5 years	-21.76%	-20.04%	-1.72%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.96%	—
Current Drawdown Current decline from peak	-2.76%	-2.16%	-0.60%
Average Drawdown Average peak-to-trough decline	-5.16%	-6.18%	+1.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	2.20%	+0.96%

Volatility

FVSJ.DE vs. LGQK.DE - Volatility Comparison

Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a higher volatility of 9.05% compared to Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) at 3.20%. This indicates that FVSJ.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

	FVSJ.DE	LGQK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.05%	3.20%	+5.85%
Volatility (6M) Calculated over the trailing 6-month period	17.69%	9.32%	+8.37%
Volatility (1Y) Calculated over the trailing 1-year period	20.43%	12.16%	+8.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.44%	14.67%	+0.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	25.08%	-7.92%

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

FVSJ.DE has a 0.14% 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

FVSJ.DE vs. LGQK.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	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

Can I hold both FVSJ.DE and LGQK.DE in my portfolio?

FVSJ.DE and LGQK.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FVSJ.DE or LGQK.DE?

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.

Which ETF is cheaper, FVSJ.DE or LGQK.DE?

LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for FVSJ.DE.

What is the main difference between FVSJ.DE and LGQK.DE?

FVSJ.DE tracks FTSE Asia ex Japan ex China, while LGQK.DE tracks MSCI Pacific ex Japan. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.14% for FVSJ.DE and 0.12% for LGQK.DE.