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H411.DE vs. LGQK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H411.DE vs. LGQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI AC Far East ex Japan UCITS ETF USD (H411.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, H411.DE achieves a 37.68% return, which is significantly higher than LGQK.DE's 9.03% return. Over the past 10 years, H411.DE has underperformed LGQK.DE with an annualized return of 11.02%, while LGQK.DE has yielded a comparatively higher 11.66% annualized return.


H411.DE

1D
-2.09%
1M
6.17%
YTD
37.68%
6M
38.70%
1Y
67.18%
3Y*
25.29%
5Y*
9.18%
10Y*
11.02%

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)

H411.DE vs. LGQK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H411.DE
HSBC MSCI AC Far East ex Japan UCITS ETF USD
37.68%25.21%18.89%-1.55%-16.07%-1.90%13.55%22.02%-11.68%24.72%
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%-9.04%10.27%

Correlation

The correlation between H411.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

0.68

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.73

The correlation between H411.DE and LGQK.DE shifts across timeframes, from 0.60 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

H411.DE vs. LGQK.DE — Risk / Return Rank

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

H411.DE
H411.DE Risk / Return Rank: 7474
Overall Rank
H411.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
H411.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
H411.DE Omega Ratio Rank: 8989
Omega Ratio Rank
H411.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
H411.DE Martin Ratio Rank: 5656
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.

H411.DE vs. LGQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI AC Far East ex Japan UCITS ETF USD (H411.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.


H411.DELGQK.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.54

1.20

+0.35

Calmar ratioReturn relative to maximum drawdown

3.89

2.21

+1.68

Martin ratioReturn relative to average drawdown

9.66

6.30

+3.35

H411.DE vs. LGQK.DE - Sharpe Ratio Comparison

The current H411.DE Sharpe Ratio is 2.38, which is higher than the LGQK.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of H411.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


H411.DELGQK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.14

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.37

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.47

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.55

-0.08

Drawdowns

H411.DE vs. LGQK.DE - Drawdown Comparison

The maximum H411.DE drawdown since its inception was -38.70%, roughly equal to the maximum LGQK.DE drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for H411.DE and LGQK.DE.


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Drawdown Indicators


H411.DELGQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.70%

-36.96%

-1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-17.51%

-6.26%

-11.25%

Max Drawdown (3Y)

Largest decline over 3 years

-23.17%

-20.04%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-34.49%

-20.04%

-14.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-36.96%

-1.74%

Current Drawdown

Current decline from peak

-3.25%

-2.16%

-1.09%

Average Drawdown

Average peak-to-trough decline

-13.29%

-6.18%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.07%

2.20%

+4.87%

Volatility

H411.DE vs. LGQK.DE - Volatility Comparison

HSBC MSCI AC Far East ex Japan UCITS ETF USD (H411.DE) has a higher volatility of 8.34% compared to Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) at 3.20%. This indicates that H411.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.


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Volatility by Period


H411.DELGQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

3.20%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

9.32%

+6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

28.65%

12.16%

+16.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.66%

14.67%

+6.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

25.08%

-4.64%

H411.DE vs. LGQK.DE - Expense Ratio Comparison

H411.DE has a 0.45% expense ratio, which is higher than LGQK.DE's 0.12% expense ratio.


Dividends

H411.DE vs. LGQK.DE - Dividend Comparison

H411.DE has not paid dividends to shareholders, while LGQK.DE's dividend yield for the trailing twelve months is around 2.64%.


PositionTTM202520242023202220212020
H411.DE
HSBC MSCI AC Far East ex Japan UCITS ETF USD
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


H411.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.

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 0.45% for H411.DE.

H411.DE tracks MSCI AC Far East ex Japan, while LGQK.DE tracks MSCI Pacific ex Japan. They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.45% for H411.DE and 0.12% for LGQK.DE.

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