LGQK.DE vs. FLXT.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) and Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE).

LGQK.DE and FLXT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LGQK.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Pacific ex Japan. It was launched on Apr 29, 2015. FLXT.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Taiwan 30/18 Capped. It was launched on Mar 21, 2022. Both LGQK.DE and FLXT.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LGQK.DE vs. FLXT.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 Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	6.60%	6.49%	12.16%	1.67%	-5.05%
FLXT.DE Franklin FTSE Taiwan UCITS ETF USD Capitalisation	15.53%	19.89%	30.42%	25.56%	-22.29%

Returns By Period

In the year-to-date period, LGQK.DE achieves a 6.60% return, which is significantly lower than FLXT.DE's 15.53% return.

LGQK.DE

• 1D: 1.97%
• 1M: -3.47%
• YTD: 6.60%
• 6M: 6.60%
• 1Y: 16.23%
• 3Y*: 8.70%
• 5Y*: 5.73%
• 10Y*: 11.79%

FLXT.DE

• 1D: 3.86%
• 1M: -4.08%
• YTD: 15.53%
• 6M: 22.96%
• 1Y: 56.38%
• 3Y*: 26.47%
• 5Y*: —
• 10Y*: —

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

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

LGQK.DE has a 0.12% expense ratio, which is lower than FLXT.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

FLXT.DE

Franklin FTSE Taiwan UCITS ETF USD Capitalisation

LGQK.DE

Amundi MSCI Pacific Ex Japan UCITS ETF Dist

Return for Risk

LGQK.DE vs. FLXT.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: 52
LGQK.DE Sharpe Ratio Rank: 52
LGQK.DE Sortino Ratio Rank: 47
LGQK.DE Omega Ratio Rank: 53
LGQK.DE Calmar Ratio Rank: 50
LGQK.DE Martin Ratio Rank: 57

FLXT.DE

FLXT.DE Risk / Return Rank: 91
FLXT.DE Sharpe Ratio Rank: 90
FLXT.DE Sortino Ratio Rank: 90
FLXT.DE Omega Ratio Rank: 88
FLXT.DE Calmar Ratio Rank: 93
FLXT.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. FLXT.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 Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.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	FLXT.DE	Difference
Sharpe ratio Return per unit of total volatility	1.00	2.08	-1.07
Sortino ratio Return per unit of downside risk	1.36	2.66	-1.29
Omega ratio Gain probability vs. loss probability	1.21	1.38	-0.17
Calmar ratio Return relative to maximum drawdown	1.50	3.81	-2.31
Martin ratio Return relative to average drawdown	6.44	16.39	-9.95
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. FLXT.DE - Sharpe Ratio Comparison

The current LGQK.DE Sharpe Ratio is 1.00, which is lower than the FLXT.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of LGQK.DE and FLXT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LGQK.DE	FLXT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	2.08	-1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	—	—
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	0.70	-0.15

Correlation

The correlation between LGQK.DE and FLXT.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LGQK.DE vs. FLXT.DE - Dividend Comparison

LGQK.DE's dividend yield for the trailing twelve months is around 2.70%, while FLXT.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	2.70%	2.88%	5.33%	3.78%	4.41%	3.15%	0.89%
FLXT.DE Franklin FTSE Taiwan UCITS ETF USD Capitalisation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LGQK.DE vs. FLXT.DE - Drawdown Comparison

The maximum LGQK.DE drawdown since its inception was -36.96%, which is greater than FLXT.DE's maximum drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for LGQK.DE and FLXT.DE.

Drawdown Indicators

	LGQK.DE	FLXT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.96%	-31.16%	-5.80%
Max Drawdown (1Y) Largest decline over 1 year	-13.63%	-19.48%	+5.85%
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	-3.93%	-5.54%	+1.61%
Average Drawdown Average peak-to-trough decline	-6.23%	-8.48%	+2.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	3.39%	-0.83%

Volatility

LGQK.DE vs. FLXT.DE - Volatility Comparison

The current volatility for Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) is 4.97%, while Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) has a volatility of 7.91%. This indicates that LGQK.DE experiences smaller price fluctuations and is considered to be less risky than FLXT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGQK.DE	FLXT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	7.91%	-2.94%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	16.57%	-7.53%
Volatility (1Y) Calculated over the trailing 1-year period	16.19%	27.07%	-10.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.67%	21.28%	-6.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.11%	21.28%	+3.83%