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LCUA.DE vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCUA.DE vs. SPMO - 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 Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LCUA.DE achieves a 31.85% return, which is significantly higher than SPMO's 29.91% return.


LCUA.DE

1D
-1.97%
1M
7.77%
YTD
31.85%
6M
33.69%
1Y
54.70%
3Y*
22.72%
5Y*
8.90%
10Y*

SPMO

1D
-1.59%
1M
11.58%
YTD
29.91%
6M
27.84%
1Y
41.51%
3Y*
38.49%
5Y*
25.07%
10Y*
20.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCUA.DE vs. SPMO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCUA.DE
Amundi MSCI Emerging Asia II UCITS ETF Acc
31.85%18.08%18.51%3.26%-14.89%1.98%15.44%22.39%-10.90%
SPMO
Invesco S&P 500 Momentum ETF
29.91%11.56%55.44%14.03%-4.90%31.82%17.68%28.77%5.19%

Correlation

The correlation between LCUA.DE and SPMO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.36

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

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.36

The correlation between LCUA.DE and SPMO shifts across timeframes, from 0.32 (5 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LCUA.DE vs. SPMO — 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: 8383
Overall Rank
LCUA.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LCUA.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
LCUA.DE Omega Ratio Rank: 8383
Omega Ratio Rank
LCUA.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
LCUA.DE Martin Ratio Rank: 8383
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 7575
Overall Rank
SPMO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPMO Omega Ratio Rank: 7575
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPMO Martin Ratio Rank: 7373
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.

LCUA.DE vs. SPMO - 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 Invesco S&P 500 Momentum ETF (SPMO). 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.


LCUA.DESPMODifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.49

1.41

+0.07

Calmar ratioReturn relative to maximum drawdown

4.49

3.59

+0.90

Martin ratioReturn relative to average drawdown

16.33

11.70

+4.63

LCUA.DE vs. SPMO - Sharpe Ratio Comparison

The current LCUA.DE Sharpe Ratio is 2.72, which is comparable to the SPMO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of LCUA.DE and SPMO, 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


LCUA.DESPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.72

2.35

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

1.29

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.96

-0.48

Drawdowns

LCUA.DE vs. SPMO - Drawdown Comparison

The maximum LCUA.DE drawdown since its inception was -33.18%, roughly equal to the maximum SPMO drawdown of -32.02%. Use the drawdown chart below to compare losses from any high point for LCUA.DE and SPMO.


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Drawdown Indicators


LCUA.DESPMODifference

Max Drawdown

Largest peak-to-trough decline

-33.18%

-32.02%

-1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-11.63%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-25.02%

+3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-25.02%

-3.52%

Max Drawdown (10Y)

Largest decline over 10 years

-32.02%

Current Drawdown

Current decline from peak

-2.86%

-1.59%

-1.27%

Average Drawdown

Average peak-to-trough decline

-12.02%

-4.51%

-7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.56%

-0.22%

Volatility

LCUA.DE vs. SPMO - Volatility Comparison

Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) has a higher volatility of 8.54% compared to Invesco S&P 500 Momentum ETF (SPMO) at 6.79%. This indicates that LCUA.DE's price experiences larger fluctuations and is considered to be riskier than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCUA.DESPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

6.79%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

13.70%

+3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

17.73%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

19.48%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.46%

20.88%

-1.42%

LCUA.DE vs. SPMO - Expense Ratio Comparison

LCUA.DE has a 0.12% expense ratio, which is lower than SPMO's 0.13% expense ratio. Despite the difference, 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. SPMO - Dividend Comparison

LCUA.DE has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.66%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF
0.66%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Frequently Asked Questions


LCUA.DE and SPMO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUA.DE is cheaper with a 0.12% expense ratio, compared with 0.13% for SPMO.

LCUA.DE is categorized as Asia Pacific Equities, while SPMO is Momentum. LCUA.DE tracks MSCI Emerging Markets Asia, while SPMO tracks S&P 500 Momentum Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.12% for LCUA.DE and 0.13% for SPMO.

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