LGQK.DE vs. ESGP.DE

Last updated Jun 5, 2026

LGQK.DE (Amundi MSCI Pacific Ex Japan UCITS ETF Dist) and ESGP.DE (HANetf AuAg ESG Gold Mining UCITS ETF) are both Asia Pacific Equities funds - LGQK.DE tracks the MSCI Pacific ex Japan while ESGP.DE tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 3 years, LGQK.DE returned 10.11%/yr vs 9.26%/yr for ESGP.DE. With a 0.97 correlation, they move nearly in lockstep. LGQK.DE charges 0.12%/yr vs 0.60%/yr for ESGP.DE.

Performance

LGQK.DE vs. ESGP.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 HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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 higher than ESGP.DE's 6.87% return.

LGQK.DE

• 1D: -1.05%
• 1M: -2.05%
• YTD: 9.03%
• 6M: 9.97%
• 1Y: 13.31%
• 3Y*: 10.11%
• 5Y*: 5.53%
• 10Y*: 11.66%

ESGP.DE

• 1D: -0.72%
• 1M: -2.17%
• YTD: 6.87%
• 6M: 8.10%
• 1Y: 11.11%
• 3Y*: 9.26%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	9.03%	6.49%	12.16%	1.67%	-1.07%	0.76%
ESGP.DE HANetf AuAg ESG Gold Mining UCITS ETF	6.87%	5.79%	12.94%	2.10%	-2.36%	2.35%

Correlation

The correlation between LGQK.DE and ESGP.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (All Time) Calculated using the full available price history since Aug 30, 2021	0.97

The correlation between LGQK.DE and ESGP.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Return for Risk

LGQK.DE vs. ESGP.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

ESGP.DE

ESGP.DE Risk / Return Rank: 32
ESGP.DE Sharpe Ratio Rank: 29
ESGP.DE Sortino Ratio Rank: 29
ESGP.DE Omega Ratio Rank: 27
ESGP.DE Calmar Ratio Rank: 38
ESGP.DE Martin Ratio Rank: 35

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. ESGP.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 HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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	ESGP.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.14	1.02	+0.11
Sortino ratio: Return per unit of downside risk	1.74	1.56	+0.19
Omega ratio: Gain probability vs. loss probability	1.20	1.18	+0.02
Calmar ratio: Return relative to maximum drawdown	2.21	1.83	+0.38
Martin ratio: Return relative to average drawdown	6.30	5.36	+0.94
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. ESGP.DE - Sharpe Ratio Comparison

The current LGQK.DE Sharpe Ratio is 1.14, which is comparable to the ESGP.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of LGQK.DE and ESGP.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	ESGP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	1.02	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.39	+0.17

Drawdowns

LGQK.DE vs. ESGP.DE - Drawdown Comparison

The maximum LGQK.DE drawdown since its inception was -36.96%, which is greater than ESGP.DE's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for LGQK.DE and ESGP.DE.

Drawdown Indicators

	LGQK.DE	ESGP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.96%	-20.50%	-16.46%
Max Drawdown (1Y) Largest decline over 1 year	-6.26%	-6.31%	+0.05%
Max Drawdown (3Y) Largest decline over 3 years	-20.04%	-20.50%	+0.46%
Max Drawdown (5Y) Largest decline over 5 years	-20.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.96%	—	—
Current Drawdown Current decline from peak	-2.16%	-2.57%	+0.41%
Average Drawdown Average peak-to-trough decline	-6.18%	-5.31%	-0.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.16%	+0.04%

Volatility

LGQK.DE vs. ESGP.DE - Volatility Comparison

Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) and HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) have volatilities of 3.20% and 3.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGQK.DE	ESGP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	3.24%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	9.32%	8.68%	+0.64%
Volatility (1Y) Calculated over the trailing 1-year period	12.16%	11.29%	+0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.67%	14.54%	+0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.08%	14.54%	+10.54%

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

LGQK.DE has a 0.12% expense ratio, which is lower than ESGP.DE's 0.60% expense ratio.

Dividends

LGQK.DE vs. ESGP.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020
ESGP.DE HANetf AuAg ESG Gold Mining UCITS ETF	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 ESGP.DE in my portfolio?

With a correlation of 0.94, LGQK.DE and ESGP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.60% for ESGP.DE.

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

LGQK.DE tracks MSCI Pacific ex Japan, while ESGP.DE tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.12% for LGQK.DE and 0.60% for ESGP.DE.