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

Performance

LGQK.DE vs. LCUA.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 Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.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 LCUA.DE's 31.85% 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%

LCUA.DE

1D
-1.97%
1M
5.12%
YTD
31.85%
6M
32.05%
1Y
53.21%
3Y*
22.72%
5Y*
8.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%-3.26%
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%

Correlation

The correlation between LGQK.DE and LCUA.DE is 0.59, 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

0.59

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

0.67

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

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.71

The correlation between LGQK.DE and LCUA.DE shifts across timeframes, from 0.59 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LGQK.DE vs. LCUA.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

LCUA.DE
LCUA.DE Risk / Return Rank: 8383
Overall Rank
LCUA.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LCUA.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
LCUA.DE Omega Ratio Rank: 8383
Omega Ratio Rank
LCUA.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
LCUA.DE Martin Ratio Rank: 8383
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. LCUA.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 Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.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.DELCUA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.20

1.49

-0.29

Calmar ratioReturn relative to maximum drawdown

2.21

4.49

-2.28

Martin ratioReturn relative to average drawdown

6.30

16.33

-10.03

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

The current LGQK.DE Sharpe Ratio is 1.14, which is lower than the LCUA.DE Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of LGQK.DE and LCUA.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.DELCUA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.72

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.48

-0.10

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

0.48

+0.08

Drawdowns

LGQK.DE vs. LCUA.DE - Drawdown Comparison

The maximum LGQK.DE drawdown since its inception was -36.96%, which is greater than LCUA.DE's maximum drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for LGQK.DE and LCUA.DE.


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Drawdown Indicators


LGQK.DELCUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.96%

-33.18%

-3.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.26%

-12.13%

+5.87%

Max Drawdown (3Y)

Largest decline over 3 years

-20.04%

-21.07%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.04%

-28.54%

+8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

Current Drawdown

Current decline from peak

-2.16%

-2.86%

+0.70%

Average Drawdown

Average peak-to-trough decline

-6.18%

-12.02%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

3.34%

-1.14%

Volatility

LGQK.DE vs. LCUA.DE - Volatility Comparison

The current volatility for Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) is 3.20%, while Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) has a volatility of 8.54%. This indicates that LGQK.DE experiences smaller price fluctuations and is considered to be less risky than LCUA.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.DELCUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

8.54%

-5.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

17.04%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

20.08%

-7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

18.48%

-3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

19.46%

+5.62%

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

Both LGQK.DE and LCUA.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LGQK.DE vs. LCUA.DE - Dividend Comparison

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


PositionTTM202520242023202220212020
LCUA.DE
Amundi MSCI Emerging Asia II UCITS ETF Acc
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


LGQK.DE and LCUA.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LGQK.DE and LCUA.DE have the same expense ratio: 0.12% per year.

LGQK.DE tracks MSCI Pacific ex Japan, while LCUA.DE tracks MSCI Emerging Markets Asia.

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