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

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

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LCUA.DE vs. SPYG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCUA.DE
Amundi MSCI Emerging Asia II UCITS ETF Acc
3.60%18.08%18.51%3.26%-14.89%1.98%15.44%22.39%-10.90%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
-5.17%7.60%44.97%26.13%-25.04%41.89%22.46%33.80%7.25%
Different Trading Currencies

LCUA.DE is traded in EUR, while SPYG is traded in USD. To make them comparable, the SPYG 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 3.60% return, which is significantly higher than SPYG's -5.47% return.


LCUA.DE

1D
-1.97%
1M
-2.28%
YTD
3.60%
6M
5.10%
1Y
23.85%
3Y*
13.45%
5Y*
3.43%
10Y*

SPYG

1D
0.00%
1M
-2.93%
YTD
-5.47%
6M
-4.14%
1Y
14.41%
3Y*
19.72%
5Y*
12.93%
10Y*
15.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

LCUA.DE vs. SPYG — 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: 6565
Overall Rank
LCUA.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LCUA.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
LCUA.DE Omega Ratio Rank: 5858
Omega Ratio Rank
LCUA.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
LCUA.DE Martin Ratio Rank: 7070
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 5555
Overall Rank
SPYG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPYG Omega Ratio Rank: 5555
Omega Ratio Rank
SPYG Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5757
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. SPYG - 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 State Street 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.


LCUA.DESPYGDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.59

+0.59

Sortino ratio

Return per unit of downside risk

1.65

0.98

+0.66

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

2.36

1.05

+1.31

Martin ratio

Return relative to average drawdown

8.88

3.50

+5.38

LCUA.DE vs. SPYG - Sharpe Ratio Comparison

The current LCUA.DE Sharpe Ratio is 1.18, which is higher than the SPYG Sharpe Ratio of 0.59. 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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Sharpe Ratios by Period


LCUA.DESPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.59

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.62

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.63

-0.30

Correlation

The correlation between LCUA.DE and SPYG is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 0.57%.


TTM20252024202320222021202020192018201720162015
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
State Street SPDR Portfolio S&P 500 Growth ETF
0.57%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

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 -45.81%. Use the drawdown chart below to compare losses from any high point for LCUA.DE and SPYG.


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Drawdown Indicators


LCUA.DESPYGDifference

Max Drawdown

Largest peak-to-trough decline

-33.18%

-67.63%

+34.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-13.76%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-32.67%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

Current Drawdown

Current decline from peak

-10.49%

-9.00%

-1.49%

Average Drawdown

Average peak-to-trough decline

-12.23%

-24.48%

+12.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.59%

-0.36%

Volatility

LCUA.DE vs. SPYG - Volatility Comparison

Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) has a higher volatility of 7.84% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.27%. 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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Volatility by Period


LCUA.DESPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

6.27%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

13.04%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.15%

24.53%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

20.87%

-3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

21.01%

-1.82%