LCUA.DE vs. XCS5.DE

Last updated Jun 5, 2026

LCUA.DE (Amundi MSCI Emerging Asia II UCITS ETF Acc) and XCS5.DE (Xtrackers MSCI India Swap UCITS ETF 1C) are both Asia Pacific Equities funds - LCUA.DE tracks the MSCI Emerging Markets Asia while XCS5.DE tracks the MSCI India. Both are passively managed. Over the past 5 years, LCUA.DE returned 8.90%/yr vs 3.97%/yr for XCS5.DE. A 0.54 correlation means they provide meaningful diversification when combined. LCUA.DE charges 0.12%/yr vs 0.75%/yr for XCS5.DE.

Performance

LCUA.DE vs. XCS5.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 Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.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 31.85% return, which is significantly higher than XCS5.DE's -11.32% 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*: —

XCS5.DE

• 1D: 1.17%
• 1M: -1.71%
• YTD: -11.32%
• 6M: -12.06%
• 1Y: -14.48%
• 3Y*: 2.32%
• 5Y*: 3.97%
• 10Y*: 6.41%

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

LCUA.DE vs. XCS5.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
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%
XCS5.DE Xtrackers MSCI India Swap UCITS ETF 1C	-11.32%	-10.02%	16.45%	14.97%	-2.23%	34.65%	2.15%	9.29%	5.18%

Correlation

The correlation between LCUA.DE and XCS5.DE is 0.52, 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	0.52
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 Mar 28, 2018	0.54

The correlation between LCUA.DE and XCS5.DE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

Return for Risk

LCUA.DE vs. XCS5.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: 83
LCUA.DE Sharpe Ratio Rank: 84
LCUA.DE Sortino Ratio Rank: 82
LCUA.DE Omega Ratio Rank: 83
LCUA.DE Calmar Ratio Rank: 84
LCUA.DE Martin Ratio Rank: 83

XCS5.DE

XCS5.DE Risk / Return Rank: 2
XCS5.DE Sharpe Ratio Rank: 2
XCS5.DE Sortino Ratio Rank: 2
XCS5.DE Omega Ratio Rank: 3
XCS5.DE Calmar Ratio Rank: 3
XCS5.DE Martin Ratio Rank: 1

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. XCS5.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 Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.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.

	LCUA.DE	XCS5.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.72	-0.88	+3.59
Sortino ratio: Return per unit of downside risk	3.59	-1.21	+4.80
Omega ratio: Gain probability vs. loss probability	1.49	0.87	+0.62
Calmar ratio: Return relative to maximum drawdown	4.49	-0.72	+5.20
Martin ratio: Return relative to average drawdown	16.33	-1.49	+17.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LCUA.DE vs. XCS5.DE - Sharpe Ratio Comparison

The current LCUA.DE Sharpe Ratio is 2.72, which is higher than the XCS5.DE Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of LCUA.DE and XCS5.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.

Sharpe Ratios by Period

	LCUA.DE	XCS5.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.72	-0.88	+3.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.24	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.25	+0.23

Drawdowns

LCUA.DE vs. XCS5.DE - Drawdown Comparison

The maximum LCUA.DE drawdown since its inception was -33.18%, smaller than the maximum XCS5.DE drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for LCUA.DE and XCS5.DE.

Drawdown Indicators

	LCUA.DE	XCS5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.18%	-41.37%	+8.19%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-20.16%	+8.03%
Max Drawdown (3Y) Largest decline over 3 years	-21.07%	-28.79%	+7.72%
Max Drawdown (5Y) Largest decline over 5 years	-28.54%	-28.79%	+0.25%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.37%	—
Current Drawdown Current decline from peak	-2.86%	-25.66%	+22.80%
Average Drawdown Average peak-to-trough decline	-12.02%	-10.00%	-2.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.34%	9.73%	-6.39%

Volatility

LCUA.DE vs. XCS5.DE - Volatility Comparison

Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) has a higher volatility of 8.54% compared to Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE) at 5.61%. This indicates that LCUA.DE's price experiences larger fluctuations and is considered to be riskier than XCS5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCUA.DE	XCS5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.54%	5.61%	+2.93%
Volatility (6M) Calculated over the trailing 6-month period	17.04%	13.67%	+3.37%
Volatility (1Y) Calculated over the trailing 1-year period	20.08%	16.45%	+3.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.48%	16.22%	+2.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.46%	20.39%	-0.93%

LCUA.DE vs. XCS5.DE - Expense Ratio Comparison

LCUA.DE has a 0.12% expense ratio, which is lower than XCS5.DE's 0.75% expense ratio.

Dividends

LCUA.DE vs. XCS5.DE - Dividend Comparison

Neither LCUA.DE nor XCS5.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LCUA.DE and XCS5.DE in my portfolio?

LCUA.DE and XCS5.DE have a correlation of 0.52, 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 XCS5.DE?

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.

Which ETF is cheaper, LCUA.DE or XCS5.DE?

LCUA.DE is cheaper with a 0.12% expense ratio, compared with 0.75% for XCS5.DE.

What is the main difference between LCUA.DE and XCS5.DE?

LCUA.DE tracks MSCI Emerging Markets Asia, while XCS5.DE tracks MSCI India. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.12% for LCUA.DE and 0.75% for XCS5.DE.