LASI.DE vs. FVSJ.DE

Last updated Jun 5, 2026

LASI.DE (Amundi MSCI AC Asia Ex Japan UCITS ETF Acc) and FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) are both Asia Pacific Equities funds - LASI.DE tracks the MSCI AC Asia ex Japan while FVSJ.DE tracks the FTSE Asia ex Japan ex China. Both are passively managed. Over the past 5 years, LASI.DE returned 8.19%/yr vs 14.63%/yr for FVSJ.DE. Their correlation of 0.89 suggests significant overlap in exposure. LASI.DE charges 0.50%/yr vs 0.14%/yr for FVSJ.DE.

Performance

LASI.DE vs. FVSJ.DE - Performance Comparison

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

Returns By Period

In the year-to-date period, LASI.DE achieves a 29.51% return, which is significantly lower than FVSJ.DE's 45.45% return.

LASI.DE

• 1D: -1.76%
• 1M: 4.52%
• YTD: 29.51%
• 6M: 29.84%
• 1Y: 50.05%
• 3Y*: 21.32%
• 5Y*: 8.19%
• 10Y*: 10.16%

FVSJ.DE

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

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
LASI.DE Amundi MSCI AC Asia Ex Japan UCITS ETF Acc	29.51%	17.40%	18.31%	1.21%	-13.80%	1.76%	12.18%	20.64%	-7.53%
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%

Correlation

The correlation between LASI.DE and FVSJ.DE is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018	0.89

The correlation between LASI.DE and FVSJ.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

Return for Risk

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

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

LASI.DE

LASI.DE Risk / Return Rank: 85
LASI.DE Sharpe Ratio Rank: 86
LASI.DE Sortino Ratio Rank: 84
LASI.DE Omega Ratio Rank: 83
LASI.DE Calmar Ratio Rank: 86
LASI.DE Martin Ratio Rank: 85

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

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI AC Asia Ex Japan UCITS ETF Acc (LASI.DE) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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.

	LASI.DE	FVSJ.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.77	3.60	-0.83
Sortino ratio: Return per unit of downside risk	3.69	4.52	-0.82
Omega ratio: Gain probability vs. loss probability	1.49	1.64	-0.15
Calmar ratio: Return relative to maximum drawdown	4.74	6.17	-1.43
Martin ratio: Return relative to average drawdown	17.16	23.31	-6.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LASI.DE Sharpe Ratio is 2.77, which is comparable to the FVSJ.DE Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of LASI.DE and FVSJ.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

	LASI.DE	FVSJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.77	3.60	-0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.94	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.65	-0.11

Drawdowns

LASI.DE vs. FVSJ.DE - Drawdown Comparison

The maximum LASI.DE drawdown since its inception was -34.92%, which is greater than FVSJ.DE's maximum drawdown of -26.95%. Use the drawdown chart below to compare losses from any high point for LASI.DE and FVSJ.DE.

Drawdown Indicators

	LASI.DE	FVSJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.92%	-26.95%	-7.97%
Max Drawdown (1Y) Largest decline over 1 year	-10.72%	-11.93%	+1.21%
Max Drawdown (3Y) Largest decline over 3 years	-20.43%	-21.76%	+1.33%
Max Drawdown (5Y) Largest decline over 5 years	-28.02%	-21.76%	-6.26%
Max Drawdown (10Y) Largest decline over 10 years	-31.62%	—	—
Current Drawdown Current decline from peak	-2.79%	-2.76%	-0.03%
Average Drawdown Average peak-to-trough decline	-9.81%	-5.16%	-4.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	3.16%	-0.19%

Volatility

LASI.DE vs. FVSJ.DE - Volatility Comparison

The current volatility for Amundi MSCI AC Asia Ex Japan UCITS ETF Acc (LASI.DE) is 7.61%, while Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a volatility of 9.05%. This indicates that LASI.DE experiences smaller price fluctuations and is considered to be less risky than FVSJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LASI.DE	FVSJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.61%	9.05%	-1.44%
Volatility (6M) Calculated over the trailing 6-month period	15.22%	17.69%	-2.47%
Volatility (1Y) Calculated over the trailing 1-year period	18.35%	20.43%	-2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.54%	15.44%	+2.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	17.16%	+1.05%

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

LASI.DE has a 0.50% expense ratio, which is higher than FVSJ.DE's 0.14% expense ratio.

Dividends

LASI.DE vs. FVSJ.DE - Dividend Comparison

Neither LASI.DE nor FVSJ.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

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

With a correlation of 0.93, LASI.DE and FVSJ.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.

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

On fees, FVSJ.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.50% for LASI.DE.

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

LASI.DE tracks MSCI AC Asia ex Japan, while FVSJ.DE tracks FTSE Asia ex Japan ex China. They also come from different issuers: Amundi and Franklin Templeton. Their fees differ too: 0.50% for LASI.DE and 0.14% for FVSJ.DE.