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LASI.DE vs. SPF1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LASI.DE vs. SPF1.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 SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.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, LASI.DE achieves a 29.51% return, which is significantly higher than SPF1.DE's 17.82% return.


LASI.DE

1D
-1.76%
1M
7.42%
YTD
29.51%
6M
31.40%
1Y
51.07%
3Y*
21.32%
5Y*
8.19%
10Y*
10.16%

SPF1.DE

1D
0.59%
1M
4.99%
YTD
17.82%
6M
20.07%
1Y
34.78%
3Y*
17.81%
5Y*
5.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LASI.DE vs. SPF1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-12.93%
SPF1.DE
SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating
17.82%20.76%8.42%12.25%-20.28%-1.66%32.01%12.41%-7.89%

Correlation

The correlation between LASI.DE and SPF1.DE is 0.65, 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

0.65

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

0.56

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

0.58

Correlation (All Time)
Calculated using the full available price history since May 25, 2018

0.61

The correlation between LASI.DE and SPF1.DE has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

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Return for Risk

LASI.DE vs. SPF1.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: 8585
Overall Rank
LASI.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LASI.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
LASI.DE Omega Ratio Rank: 8383
Omega Ratio Rank
LASI.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
LASI.DE Martin Ratio Rank: 8585
Martin Ratio Rank

SPF1.DE
SPF1.DE Risk / Return Rank: 9090
Overall Rank
SPF1.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SPF1.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
SPF1.DE Omega Ratio Rank: 8989
Omega Ratio Rank
SPF1.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SPF1.DE Martin Ratio Rank: 9191
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.

LASI.DE vs. SPF1.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 SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.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.DESPF1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.49

1.56

-0.07

Calmar ratioReturn relative to maximum drawdown

4.74

5.04

-0.30

Martin ratioReturn relative to average drawdown

17.16

21.39

-4.23

LASI.DE vs. SPF1.DE - Sharpe Ratio Comparison

The current LASI.DE Sharpe Ratio is 2.77, which is comparable to the SPF1.DE Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of LASI.DE and SPF1.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


LASI.DESPF1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

2.91

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.55

-0.09

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

0.68

-0.14

Drawdowns

LASI.DE vs. SPF1.DE - Drawdown Comparison

The maximum LASI.DE drawdown since its inception was -34.92%, which is greater than SPF1.DE's maximum drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for LASI.DE and SPF1.DE.


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Drawdown Indicators


LASI.DESPF1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.92%

-30.44%

-4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.72%

-6.86%

-3.86%

Max Drawdown (3Y)

Largest decline over 3 years

-20.43%

-9.62%

-10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-26.99%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-31.62%

Current Drawdown

Current decline from peak

-2.79%

0.00%

-2.79%

Average Drawdown

Average peak-to-trough decline

-9.81%

-11.33%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.62%

+1.35%

Volatility

LASI.DE vs. SPF1.DE - Volatility Comparison

Amundi MSCI AC Asia Ex Japan UCITS ETF Acc (LASI.DE) has a higher volatility of 7.61% compared to SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE) at 3.91%. This indicates that LASI.DE's price experiences larger fluctuations and is considered to be riskier than SPF1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LASI.DESPF1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

3.91%

+3.70%

Volatility (6M)

Calculated over the trailing 6-month period

15.22%

9.94%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.35%

11.88%

+6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

10.63%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

11.68%

+6.53%

LASI.DE vs. SPF1.DE - Expense Ratio Comparison

LASI.DE has a 0.50% expense ratio, which is lower than SPF1.DE's 0.55% expense ratio.


Dividends

LASI.DE vs. SPF1.DE - Dividend Comparison

Neither LASI.DE nor SPF1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LASI.DE and SPF1.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LASI.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LASI.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for SPF1.DE.

LASI.DE is categorized as Asia Pacific Equities, while SPF1.DE is Convertible Bonds. LASI.DE tracks MSCI AC Asia ex Japan, while SPF1.DE tracks FTSE Qualified Global Convertible Index (EUR Hedged). They also come from different issuers: Amundi and SPDR. Their fees differ too: 0.50% for LASI.DE and 0.55% for SPF1.DE.

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