LGQK.DE vs. DBX8.DE

Last updated Jun 5, 2026

LGQK.DE (Amundi MSCI Pacific Ex Japan UCITS ETF Dist) and DBX8.DE (Xtrackers MSCI Korea UCITS ETF 1C) are both Asia Pacific Equities funds - LGQK.DE tracks the MSCI Pacific ex Japan while DBX8.DE tracks the MSCI Korea 20/35 Custom. Both are passively managed. Over the past 10 years, LGQK.DE returned 11.66%/yr vs 16.74%/yr for DBX8.DE. A 0.61 correlation means they provide meaningful diversification when combined. LGQK.DE charges 0.12%/yr vs 0.45%/yr for DBX8.DE.

Performance

LGQK.DE vs. DBX8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGQK.DE achieves a 9.03% return, which is significantly lower than DBX8.DE's 109.21% return. Over the past 10 years, LGQK.DE has underperformed DBX8.DE with an annualized return of 11.66%, while DBX8.DE has yielded a comparatively higher 16.74% annualized return.

LGQK.DE

• 1D: -1.05%
• 1M: -0.33%
• YTD: 9.03%
• 6M: 10.06%
• 1Y: 13.89%
• 3Y*: 10.11%
• 5Y*: 5.53%
• 10Y*: 11.66%

DBX8.DE

• 1D: -5.08%
• 1M: 16.35%
• YTD: 109.21%
• 6M: 127.53%
• 1Y: 227.59%
• 3Y*: 45.04%
• 5Y*: 19.70%
• 10Y*: 16.74%

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

LGQK.DE vs. DBX8.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	9.03%	6.49%	12.16%	1.67%	-1.07%	12.33%	56.18%	16.88%	-9.04%	10.27%
DBX8.DE Xtrackers MSCI Korea UCITS ETF 1C	109.21%	77.39%	-18.45%	15.93%	-23.95%	-0.54%	30.13%	14.92%	-18.04%	28.39%

Correlation

The correlation between LGQK.DE and DBX8.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Dec 19, 2008	0.61

The correlation between LGQK.DE and DBX8.DE shifts across timeframes, from 0.47 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LGQK.DE vs. DBX8.DE — Risk / Return Rank

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

LGQK.DE

LGQK.DE Risk / Return Rank: 36
LGQK.DE Sharpe Ratio Rank: 32
LGQK.DE Sortino Ratio Rank: 33
LGQK.DE Omega Ratio Rank: 30
LGQK.DE Calmar Ratio Rank: 45
LGQK.DE Martin Ratio Rank: 40

DBX8.DE

DBX8.DE Risk / Return Rank: 96
DBX8.DE Sharpe Ratio Rank: 98
DBX8.DE Sortino Ratio Rank: 95
DBX8.DE Omega Ratio Rank: 96
DBX8.DE Calmar Ratio Rank: 97
DBX8.DE Martin Ratio Rank: 95

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.

LGQK.DE vs. DBX8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.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.

	LGQK.DE	DBX8.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.14	5.17	-4.04
Sortino ratio: Return per unit of downside risk	1.74	5.03	-3.29
Omega ratio: Gain probability vs. loss probability	1.20	1.75	-0.55
Calmar ratio: Return relative to maximum drawdown	2.21	10.67	-8.46
Martin ratio: Return relative to average drawdown	6.30	32.63	-26.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LGQK.DE vs. DBX8.DE - Sharpe Ratio Comparison

The current LGQK.DE Sharpe Ratio is 1.14, which is lower than the DBX8.DE Sharpe Ratio of 5.17. The chart below compares the historical Sharpe Ratios of LGQK.DE and DBX8.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

	LGQK.DE	DBX8.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	5.17	-4.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.72	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.66	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.31	+0.25

Drawdowns

LGQK.DE vs. DBX8.DE - Drawdown Comparison

The maximum LGQK.DE drawdown since its inception was -36.96%, smaller than the maximum DBX8.DE drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for LGQK.DE and DBX8.DE.

Drawdown Indicators

	LGQK.DE	DBX8.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.96%	-68.01%	+31.05%
Max Drawdown (1Y) Largest decline over 1 year	-6.26%	-21.19%	+14.93%
Max Drawdown (3Y) Largest decline over 3 years	-20.04%	-30.70%	+10.66%
Max Drawdown (5Y) Largest decline over 5 years	-20.04%	-41.29%	+21.25%
Max Drawdown (10Y) Largest decline over 10 years	-36.96%	-41.89%	+4.93%
Current Drawdown Current decline from peak	-2.16%	-5.82%	+3.66%
Average Drawdown Average peak-to-trough decline	-6.18%	-17.55%	+11.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	6.94%	-4.74%

Volatility

LGQK.DE vs. DBX8.DE - Volatility Comparison

The current volatility for Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) is 3.20%, while Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a volatility of 17.08%. This indicates that LGQK.DE experiences smaller price fluctuations and is considered to be less risky than DBX8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGQK.DE	DBX8.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	17.08%	-13.88%
Volatility (6M) Calculated over the trailing 6-month period	9.32%	33.48%	-24.16%
Volatility (1Y) Calculated over the trailing 1-year period	12.16%	43.73%	-31.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.67%	27.53%	-12.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.08%	26.03%	-0.95%

LGQK.DE vs. DBX8.DE - Expense Ratio Comparison

LGQK.DE has a 0.12% expense ratio, which is lower than DBX8.DE's 0.45% expense ratio.

Dividends

LGQK.DE vs. DBX8.DE - Dividend Comparison

LGQK.DE's dividend yield for the trailing twelve months is around 2.64%, while DBX8.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
DBX8.DE Xtrackers MSCI Korea UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	2.64%	2.88%	5.33%	3.78%	4.41%	3.15%	0.89%

Frequently Asked Questions

Can I hold both LGQK.DE and DBX8.DE in my portfolio?

LGQK.DE and DBX8.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LGQK.DE or DBX8.DE?

On fees, LGQK.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, LGQK.DE or DBX8.DE?

LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for DBX8.DE.

What is the main difference between LGQK.DE and DBX8.DE?

LGQK.DE tracks MSCI Pacific ex Japan, while DBX8.DE tracks MSCI Korea 20/35 Custom. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.12% for LGQK.DE and 0.45% for DBX8.DE.