LASI.DE vs. TTE

Last updated Jun 5, 2026

LASI.DE (Amundi MSCI AC Asia Ex Japan UCITS ETF Acc) is Asia Pacific Equities fund tracking the MSCI AC Asia ex Japan, while TTE (TotalEnergies SE) is a stock. Over the past 10 years, LASI.DE returned 10.16%/yr vs 16.78%/yr for TTE. At a 0.18 correlation, their price movements are largely independent.

Performance

LASI.DE vs. TTE - 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 TotalEnergies SE (TTE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LASI.DE is traded in EUR, while TTE is traded in USD. To make them comparable, the TTE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LASI.DE achieves a 29.51% return, which is significantly lower than TTE's 40.06% return. Over the past 10 years, LASI.DE has underperformed TTE with an annualized return of 10.16%, while TTE has yielded a comparatively higher 16.78% annualized 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%

TTE

• 1D: 0.00%
• 1M: -3.60%
• YTD: 40.06%
• 6M: 39.41%
• 1Y: 57.37%
• 3Y*: 20.51%
• 5Y*: 27.21%
• 10Y*: 16.78%

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

LASI.DE vs. TTE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	-11.55%	24.24%
TTE TotalEnergies SE	40.90%	16.30%	-5.75%	7.17%	46.07%	68.23%	-17.40%	18.02%	2.01%	-1.40%

Correlation

The correlation between LASI.DE and TTE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Nov 7, 2008	0.18

The correlation between LASI.DE and TTE shifts across timeframes, from -0.12 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LASI.DE vs. TTE — 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

TTE

TTE Risk / Return Rank: 91
TTE Sharpe Ratio Rank: 91
TTE Sortino Ratio Rank: 89
TTE Omega Ratio Rank: 88
TTE Calmar Ratio Rank: 94
TTE Martin Ratio Rank: 94

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. TTE - 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 TotalEnergies SE (TTE). 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	TTE	Difference
Sharpe ratio: Return per unit of total volatility	2.77	2.30	+0.48
Sortino ratio: Return per unit of downside risk	3.69	2.92	+0.77
Omega ratio: Gain probability vs. loss probability	1.49	1.37	+0.12
Calmar ratio: Return relative to maximum drawdown	4.74	6.62	-1.87
Martin ratio: Return relative to average drawdown	17.16	16.01	+1.15
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. TTE - Sharpe Ratio Comparison

The current LASI.DE Sharpe Ratio is 2.77, which is comparable to the TTE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of LASI.DE and TTE, 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	TTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.77	2.30	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.77	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.45	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.24	+0.30

Drawdowns

LASI.DE vs. TTE - Drawdown Comparison

The maximum LASI.DE drawdown since its inception was -34.92%, smaller than the maximum TTE drawdown of -60.55%. Use the drawdown chart below to compare losses from any high point for LASI.DE and TTE.

Drawdown Indicators

	LASI.DE	TTE	Difference
Max Drawdown Largest peak-to-trough decline	-34.92%	-60.55%	+25.63%
Max Drawdown (1Y) Largest decline over 1 year	-10.72%	-8.71%	-2.01%
Max Drawdown (3Y) Largest decline over 3 years	-20.43%	-22.23%	+1.80%
Max Drawdown (5Y) Largest decline over 5 years	-28.02%	-22.23%	-5.79%
Max Drawdown (10Y) Largest decline over 10 years	-31.62%	-60.55%	+28.93%
Current Drawdown Current decline from peak	-2.79%	-3.70%	+0.91%
Average Drawdown Average peak-to-trough decline	-9.81%	-15.13%	+5.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	3.59%	-0.62%

Volatility

LASI.DE vs. TTE - Volatility Comparison

Amundi MSCI AC Asia Ex Japan UCITS ETF Acc (LASI.DE) and TotalEnergies SE (TTE) have volatilities of 7.61% and 7.69%, 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.

Volatility by Period

	LASI.DE	TTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.61%	7.69%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	15.22%	18.65%	-3.43%
Volatility (1Y) Calculated over the trailing 1-year period	18.35%	25.17%	-6.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.54%	35.54%	-18.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	37.62%	-19.41%

Dividends

LASI.DE vs. TTE - Dividend Comparison

LASI.DE has not paid dividends to shareholders, while TTE's dividend yield for the trailing twelve months is around 4.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LASI.DE Amundi MSCI AC Asia Ex Japan UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TTE TotalEnergies SE	4.37%	9.64%	9.09%	4.60%	8.41%	27.22%	10.10%	6.52%	4.07%	4.51%	4.77%	5.46%

Frequently Asked Questions

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

LASI.DE and TTE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.