LCUA.DE vs. PR1J.DE

Last updated Jul 18, 2026

LCUA.DE (Amundi MSCI Emerging Asia II UCITS ETF Acc) and PR1J.DE (Amundi Prime Japan UCITS ETF DR (D)) are both exchange-traded funds - LCUA.DE is a Asia Pacific Equities fund tracking the MSCI Emerging Markets Asia, while PR1J.DE is a Japan Equities fund tracking the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, LCUA.DE returned 7.30%/yr vs 9.64%/yr for PR1J.DE. A 0.52 correlation means they provide meaningful diversification when combined. LCUA.DE charges 0.12%/yr vs 0.05%/yr for PR1J.DE.

Performance

LCUA.DE vs. PR1J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LCUA.DE achieves a 21.76% return, which is significantly higher than PR1J.DE's 14.68% return.

LCUA.DE

• 1D: -2.34%
• 1M: -9.36%
• 6M: 14.48%
• YTD: 21.76%
• 1Y: 34.32%
• 3Y*: 19.89%
• 5Y*: 7.30%
• 10Y*: —

PR1J.DE

• 1D: -2.32%
• 1M: -3.26%
• 6M: 7.69%
• YTD: 14.68%
• 1Y: 31.42%
• 3Y*: 15.49%
• 5Y*: 9.64%
• 10Y*: —

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

LCUA.DE vs. PR1J.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LCUA.DE Amundi MSCI Emerging Asia II UCITS ETF Acc	21.76%	18.10%	18.44%	3.32%	-14.89%	1.92%	15.54%	15.66%
PR1J.DE Amundi Prime Japan UCITS ETF DR (D)	14.68%	12.92%	13.38%	16.35%	-11.58%	10.23%	5.10%	-99.07%

Correlation

The correlation between LCUA.DE and PR1J.DE is 0.55, 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	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019	0.52

The correlation between LCUA.DE and PR1J.DE has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

Return for Risk

LCUA.DE vs. PR1J.DE — Risk / Return Rank

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

LCUA.DE

LCUA.DE Risk / Return Rank: 61
LCUA.DE Sharpe Ratio Rank: 58
LCUA.DE Sortino Ratio Rank: 55
LCUA.DE Omega Ratio Rank: 59
LCUA.DE Calmar Ratio Rank: 69
LCUA.DE Martin Ratio Rank: 63

PR1J.DE

PR1J.DE Risk / Return Rank: 68
PR1J.DE Sharpe Ratio Rank: 62
PR1J.DE Sortino Ratio Rank: 64
PR1J.DE Omega Ratio Rank: 64
PR1J.DE Calmar Ratio Rank: 78
PR1J.DE Martin Ratio Rank: 72

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.

LCUA.DE vs. PR1J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) and Amundi Prime Japan UCITS ETF DR (D) (PR1J.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LCUA.DE	PR1J.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.50	1.58	-0.08
Sortino ratio: Return per unit of downside risk	2.06	2.30	-0.25
Omega ratio: Gain probability vs. loss probability	1.28	1.30	-0.02
Calmar ratio: Return relative to maximum drawdown	2.59	3.04	-0.45
Martin ratio: Return relative to average drawdown	8.36	9.87	-1.51

LCUA.DE vs. PR1J.DE - Sharpe Ratio Comparison

The current LCUA.DE Sharpe Ratio is 1.50, which is comparable to the PR1J.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of LCUA.DE and PR1J.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.

Drawdowns

LCUA.DE vs. PR1J.DE - Drawdown Comparison

The maximum LCUA.DE drawdown since its inception was -33.14%, smaller than the maximum PR1J.DE drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for LCUA.DE and PR1J.DE.

Drawdown Indicators

	LCUA.DE	PR1J.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.14%	-99.34%	+66.20%
Max Drawdown (1Y) Largest decline over 1 year	-13.17%	-10.29%	-2.88%
Max Drawdown (3Y) Largest decline over 3 years	-21.07%	-16.25%	-4.82%
Max Drawdown (5Y) Largest decline over 5 years	-27.02%	-18.66%	-8.36%
Current Drawdown Current decline from peak	-13.17%	-98.44%	+85.27%
Average Drawdown Average peak-to-trough decline	-11.92%	-97.50%	+85.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.10%	3.18%	+0.92%

Volatility

LCUA.DE vs. PR1J.DE - Volatility Comparison

Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) has a higher volatility of 9.85% compared to Amundi Prime Japan UCITS ETF DR (D) (PR1J.DE) at 6.22%. This indicates that LCUA.DE's price experiences larger fluctuations and is considered to be riskier than PR1J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCUA.DE	PR1J.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.85%	6.22%	+3.63%
Volatility (6M) Calculated over the trailing 6-month period	20.34%	16.12%	+4.22%
Volatility (1Y) Calculated over the trailing 1-year period	22.91%	19.87%	+3.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.14%	16.70%	+2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.78%	40.16%	-20.38%

LCUA.DE vs. PR1J.DE - Expense Ratio Comparison

LCUA.DE has a 0.12% expense ratio, which is higher than PR1J.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LCUA.DE vs. PR1J.DE - Dividend Comparison

LCUA.DE has not paid dividends to shareholders, while PR1J.DE's dividend yield for the trailing twelve months is around 1.53%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
LCUA.DE Amundi MSCI Emerging Asia II UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PR1J.DE Amundi Prime Japan UCITS ETF DR (D)	1.53%	1.75%	1.91%	1.90%	2.21%	1.80%	1.73%	1.87%

Frequently Asked Questions

Can I hold both LCUA.DE and PR1J.DE in my portfolio?

LCUA.DE and PR1J.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LCUA.DE or PR1J.DE?

On fees, PR1J.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LCUA.DE or PR1J.DE?

PR1J.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for LCUA.DE.

What is the main difference between LCUA.DE and PR1J.DE?

LCUA.DE is categorized as Asia Pacific Equities, while PR1J.DE is Japan Equities. LCUA.DE tracks MSCI Emerging Markets Asia, while PR1J.DE tracks Solactive GBS Japan Large & Mid Cap. Their fees differ too: 0.12% for LCUA.DE and 0.05% for PR1J.DE.