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LGQK.DE vs. EXXW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGQK.DE vs. EXXW.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 iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGQK.DE achieves a 9.03% return, which is significantly lower than EXXW.DE's 13.56% return. Over the past 10 years, LGQK.DE has outperformed EXXW.DE with an annualized return of 11.66%, while EXXW.DE has yielded a comparatively lower 7.08% 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%

EXXW.DE

1D
-0.19%
1M
-1.64%
YTD
13.56%
6M
14.59%
1Y
34.39%
3Y*
18.59%
5Y*
10.99%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)
13.56%15.94%13.25%9.56%4.03%12.54%-18.74%18.28%-10.70%2.63%

Correlation

The correlation between LGQK.DE and EXXW.DE is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2008

0.77

The correlation between LGQK.DE and EXXW.DE shifts across timeframes, from 0.61 (1 year) to 0.78 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

LGQK.DE vs. EXXW.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: 3636
Overall Rank
LGQK.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LGQK.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
LGQK.DE Omega Ratio Rank: 3030
Omega Ratio Rank
LGQK.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LGQK.DE Martin Ratio Rank: 4040
Martin Ratio Rank

EXXW.DE
EXXW.DE Risk / Return Rank: 8989
Overall Rank
EXXW.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EXXW.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EXXW.DE Omega Ratio Rank: 8787
Omega Ratio Rank
EXXW.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXW.DE Martin Ratio Rank: 9090
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.

LGQK.DE vs. EXXW.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 iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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.DEEXXW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

1.20

1.53

-0.33

Calmar ratioReturn relative to maximum drawdown

2.21

5.69

-3.48

Martin ratioReturn relative to average drawdown

6.30

20.43

-14.12

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

The current LGQK.DE Sharpe Ratio is 1.14, which is lower than the EXXW.DE Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of LGQK.DE and EXXW.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.


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Sharpe Ratios by Period


LGQK.DEEXXW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.88

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.81

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.45

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.28

+0.27

Drawdowns

LGQK.DE vs. EXXW.DE - Drawdown Comparison

The maximum LGQK.DE drawdown since its inception was -36.96%, smaller than the maximum EXXW.DE drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for LGQK.DE and EXXW.DE.


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Drawdown Indicators


LGQK.DEEXXW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.96%

-66.89%

+29.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.26%

-6.34%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-20.04%

-20.10%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.04%

-20.10%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

-41.88%

+4.92%

Current Drawdown

Current decline from peak

-2.16%

-2.21%

+0.05%

Average Drawdown

Average peak-to-trough decline

-6.18%

-11.54%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.77%

+0.43%

Volatility

LGQK.DE vs. EXXW.DE - Volatility Comparison

Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) has a higher volatility of 3.20% compared to iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) at 2.42%. This indicates that LGQK.DE's price experiences larger fluctuations and is considered to be riskier than EXXW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGQK.DEEXXW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

2.42%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

8.92%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

12.53%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

13.38%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

15.81%

+9.27%

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

LGQK.DE has a 0.12% expense ratio, which is lower than EXXW.DE's 0.31% expense ratio.


Dividends

LGQK.DE vs. EXXW.DE - Dividend Comparison

LGQK.DE's dividend yield for the trailing twelve months is around 2.64%, less than EXXW.DE's 4.04% yield.


PositionTTM20252024202320222021202020192018201720162015
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)
4.04%4.60%5.32%5.98%7.16%5.56%4.64%5.67%5.04%7.91%4.27%5.52%
LGQK.DE
Amundi MSCI Pacific Ex Japan UCITS ETF Dist
2.64%2.88%5.33%3.78%4.41%3.15%0.89%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LGQK.DE and EXXW.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.31% for EXXW.DE.

LGQK.DE tracks MSCI Pacific ex Japan, while EXXW.DE tracks Dow Jones Asia/Pacific Select Dividend 50. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for LGQK.DE and 0.31% for EXXW.DE.

Portfolio Optimizer

Find the right allocation for LGQK.DE and EXXW.DE

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