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LCUA.DE vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCUA.DE and SPYG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

LCUA.DE vs. SPYG - 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 SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LCUA.DE:

0.25

SPYG:

0.71

Sortino Ratio

LCUA.DE:

0.53

SPYG:

1.09

Omega Ratio

LCUA.DE:

1.07

SPYG:

1.15

Calmar Ratio

LCUA.DE:

0.24

SPYG:

0.77

Martin Ratio

LCUA.DE:

0.92

SPYG:

2.58

Ulcer Index

LCUA.DE:

6.13%

SPYG:

6.62%

Daily Std Dev

LCUA.DE:

19.53%

SPYG:

25.10%

Max Drawdown

LCUA.DE:

-33.18%

SPYG:

-67.79%

Current Drawdown

LCUA.DE:

-10.00%

SPYG:

-4.80%

Returns By Period


LCUA.DE

YTD

0.00%

1M

8.12%

6M

-0.61%

1Y

5.66%

3Y*

6.19%

5Y*

6.68%

10Y*

N/A

SPYG

YTD

0.06%

1M

9.30%

6M

2.11%

1Y

16.52%

3Y*

19.11%

5Y*

16.70%

10Y*

14.71%

*Annualized

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SPDR Portfolio S&P 500 Growth ETF

LCUA.DE vs. SPYG - Expense Ratio Comparison

LCUA.DE has a 0.12% expense ratio, which is higher than SPYG's 0.04% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LCUA.DE vs. SPYG — Risk-Adjusted Performance Rank

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

LCUA.DE
The Risk-Adjusted Performance Rank of LCUA.DE is 3636
Overall Rank
The Sharpe Ratio Rank of LCUA.DE is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of LCUA.DE is 3737
Sortino Ratio Rank
The Omega Ratio Rank of LCUA.DE is 3737
Omega Ratio Rank
The Calmar Ratio Rank of LCUA.DE is 3737
Calmar Ratio Rank
The Martin Ratio Rank of LCUA.DE is 3838
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7272
Overall Rank
The Sharpe Ratio Rank of SPYG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LCUA.DE vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


The current LCUA.DE Sharpe Ratio is 0.25, which is lower than the SPYG Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of LCUA.DE and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LCUA.DE vs. SPYG - Dividend Comparison

LCUA.DE has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.62%.


TTM20242023202220212020201920182017201620152014
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%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.62%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

LCUA.DE vs. SPYG - Drawdown Comparison

The maximum LCUA.DE drawdown since its inception was -33.18%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for LCUA.DE and SPYG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LCUA.DE vs. SPYG - Volatility Comparison

Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) has a higher volatility of 6.54% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.29%. This indicates that LCUA.DE's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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