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IBC6.DE vs. LGQK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC6.DE vs. LGQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Australia UCITS ETF (IBC6.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, IBC6.DE achieves a 10.86% return, which is significantly higher than LGQK.DE's 9.03% return. Over the past 10 years, IBC6.DE has underperformed LGQK.DE with an annualized return of 8.07%, while LGQK.DE has yielded a comparatively higher 11.66% annualized return.


IBC6.DE

1D
-0.63%
1M
-2.24%
YTD
10.86%
6M
12.44%
1Y
11.70%
3Y*
9.64%
5Y*
6.48%
10Y*
8.07%

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)

IBC6.DE vs. LGQK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBC6.DE
iShares MSCI Australia UCITS ETF
10.86%1.01%8.47%10.05%-0.95%18.21%-1.41%25.74%-7.69%5.50%
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 IBC6.DE and LGQK.DE is 0.86, 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

0.86

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

0.92

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2014

0.91

The correlation between IBC6.DE and LGQK.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

IBC6.DE vs. LGQK.DE — Risk / Return Rank

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

IBC6.DE
IBC6.DE Risk / Return Rank: 2828
Overall Rank
IBC6.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IBC6.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBC6.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IBC6.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
IBC6.DE Martin Ratio Rank: 2929
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.

IBC6.DE vs. LGQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (IBC6.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.


IBC6.DELGQK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.61

2.21

-0.60

Martin ratioReturn relative to average drawdown

4.12

6.30

-2.18

IBC6.DE vs. LGQK.DE - Sharpe Ratio Comparison

The current IBC6.DE Sharpe Ratio is 0.89, which is comparable to the LGQK.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IBC6.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


IBC6.DELGQK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.14

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.37

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.47

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.55

-0.24

Drawdowns

IBC6.DE vs. LGQK.DE - Drawdown Comparison

The maximum IBC6.DE drawdown since its inception was -43.64%, 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 IBC6.DE and LGQK.DE.


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Drawdown Indicators


IBC6.DELGQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.64%

-36.96%

-6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-6.26%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-23.12%

-20.04%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-20.04%

-3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-43.64%

-36.96%

-6.68%

Current Drawdown

Current decline from peak

-2.69%

-2.16%

-0.53%

Average Drawdown

Average peak-to-trough decline

-7.84%

-6.18%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.20%

+0.72%

Volatility

IBC6.DE vs. LGQK.DE - Volatility Comparison

iShares MSCI Australia UCITS ETF (IBC6.DE) has a higher volatility of 3.71% compared to Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) at 3.20%. This indicates that IBC6.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


IBC6.DELGQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

3.20%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

9.32%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.47%

12.16%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

14.67%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

25.08%

-5.77%

IBC6.DE vs. LGQK.DE - Expense Ratio Comparison

IBC6.DE has a 0.50% expense ratio, which is higher than LGQK.DE's 0.12% expense ratio.


Dividends

IBC6.DE vs. LGQK.DE - Dividend Comparison

IBC6.DE has not paid dividends to shareholders, while LGQK.DE's dividend yield for the trailing twelve months is around 2.64%.


PositionTTM202520242023202220212020
IBC6.DE
iShares MSCI Australia 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


IBC6.DE and LGQK.DE have a correlation of 0.86, 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 0.50% for IBC6.DE.

IBC6.DE tracks MSCI Australia, while LGQK.DE tracks MSCI Pacific ex Japan. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for IBC6.DE and 0.12% for LGQK.DE.

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