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L4K3.DE vs. ICGA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L4K3.DE vs. ICGA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI China UCITS ETF Acc (L4K3.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with L4K3.DE having a -6.67% return and ICGA.DE slightly lower at -6.86%.


L4K3.DE

1D
-0.37%
1M
-3.46%
YTD
-6.67%
6M
-9.21%
1Y
2.64%
3Y*
8.01%
5Y*
-4.01%
10Y*

ICGA.DE

1D
-0.54%
1M
-3.40%
YTD
-6.86%
6M
-9.46%
1Y
2.44%
3Y*
7.72%
5Y*
-4.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

L4K3.DE vs. ICGA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
L4K3.DE
Amundi MSCI China UCITS ETF Acc
-6.67%17.15%27.30%-14.42%-14.90%-16.74%15.62%13.98%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
-6.86%16.64%27.28%-14.71%-15.17%-17.27%15.31%14.05%

Correlation

The correlation between L4K3.DE and ICGA.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.99

The correlation between L4K3.DE and ICGA.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

L4K3.DE vs. ICGA.DE — Risk / Return Rank

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

L4K3.DE
L4K3.DE Risk / Return Rank: 1111
Overall Rank
L4K3.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
L4K3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
L4K3.DE Omega Ratio Rank: 1212
Omega Ratio Rank
L4K3.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
L4K3.DE Martin Ratio Rank: 1010
Martin Ratio Rank

ICGA.DE
ICGA.DE Risk / Return Rank: 1111
Overall Rank
ICGA.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ICGA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ICGA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
ICGA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ICGA.DE Martin Ratio Rank: 1111
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.

L4K3.DE vs. ICGA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI China UCITS ETF Acc (L4K3.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.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.


L4K3.DEICGA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.06

1.04

+0.02

Calmar ratioReturn relative to maximum drawdown

0.12

0.16

-0.04

Martin ratioReturn relative to average drawdown

0.21

0.34

-0.13

L4K3.DE vs. ICGA.DE - Sharpe Ratio Comparison

The current L4K3.DE Sharpe Ratio is 0.11, which is comparable to the ICGA.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of L4K3.DE and ICGA.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


L4K3.DEICGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

0.15

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.15

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.05

-0.02

Drawdowns

L4K3.DE vs. ICGA.DE - Drawdown Comparison

The maximum L4K3.DE drawdown since its inception was -55.69%, roughly equal to the maximum ICGA.DE drawdown of -55.95%. Use the drawdown chart below to compare losses from any high point for L4K3.DE and ICGA.DE.


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Drawdown Indicators


L4K3.DEICGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.69%

-55.95%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-25.74%

-16.84%

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-24.41%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-49.06%

-49.32%

+0.26%

Current Drawdown

Current decline from peak

-31.32%

-32.56%

+1.24%

Average Drawdown

Average peak-to-trough decline

-28.02%

-28.80%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.28%

8.08%

+7.20%

Volatility

L4K3.DE vs. ICGA.DE - Volatility Comparison

Amundi MSCI China UCITS ETF Acc (L4K3.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.DE) have volatilities of 7.29% and 7.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


L4K3.DEICGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

7.19%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

13.31%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

27.86%

18.64%

+9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.30%

27.66%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.03%

26.97%

+1.06%

L4K3.DE vs. ICGA.DE - Expense Ratio Comparison

L4K3.DE has a 0.29% expense ratio, which is higher than ICGA.DE's 0.28% expense ratio.


Dividends

L4K3.DE vs. ICGA.DE - Dividend Comparison

Neither L4K3.DE nor ICGA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, L4K3.DE and ICGA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ICGA.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICGA.DE is cheaper with a 0.28% expense ratio, compared with 0.29% for L4K3.DE.

Both ETFs track MSCI China. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.29% for L4K3.DE and 0.28% for ICGA.DE.

Portfolio Optimizer

Find the right allocation for L4K3.DE and ICGA.DE

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