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LGQK.DE vs. SXR1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGQK.DE vs. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LGQK.DE having a 9.03% return and SXR1.DE slightly lower at 8.90%. Over the past 10 years, LGQK.DE has outperformed SXR1.DE with an annualized return of 11.66%, while SXR1.DE has yielded a comparatively lower 7.48% annualized 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%

SXR1.DE

1D
-0.90%
1M
-2.17%
YTD
8.90%
6M
10.35%
1Y
13.62%
3Y*
10.41%
5Y*
5.82%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGQK.DE vs. SXR1.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%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
8.90%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-6.20%10.76%

Correlation

The correlation between LGQK.DE and SXR1.DE is 0.93, 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

0.93

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

0.97

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since May 5, 2010

0.94

The correlation between LGQK.DE and SXR1.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

LGQK.DE vs. SXR1.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

SXR1.DE
SXR1.DE Risk / Return Rank: 3838
Overall Rank
SXR1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3333
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4242
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. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.DESXR1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

2.21

2.25

-0.04

Martin ratioReturn relative to average drawdown

6.30

6.64

-0.34

LGQK.DE vs. SXR1.DE - Sharpe Ratio Comparison

The current LGQK.DE Sharpe Ratio is 1.14, which is comparable to the SXR1.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of LGQK.DE and SXR1.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.DESXR1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.19

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.39

-0.02

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

0.27

+0.28

Drawdowns

LGQK.DE vs. SXR1.DE - Drawdown Comparison

The maximum LGQK.DE drawdown since its inception was -36.96%, roughly equal to the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for LGQK.DE and SXR1.DE.


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Drawdown Indicators


LGQK.DESXR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.96%

-38.62%

+1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.26%

-6.21%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-20.04%

-20.28%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.04%

-20.28%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

-36.91%

-0.05%

Current Drawdown

Current decline from peak

-2.16%

-2.17%

+0.01%

Average Drawdown

Average peak-to-trough decline

-6.18%

-9.79%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.11%

+0.09%

Volatility

LGQK.DE vs. SXR1.DE - Volatility Comparison

Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) have volatilities of 3.20% and 3.06%, 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.


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Volatility by Period


LGQK.DESXR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

3.06%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

9.04%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

11.73%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

14.73%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

16.60%

+8.48%

LGQK.DE vs. SXR1.DE - Expense Ratio Comparison

LGQK.DE has a 0.12% expense ratio, which is lower than SXR1.DE's 0.20% 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%.


Dividends

LGQK.DE vs. SXR1.DE - Dividend Comparison

LGQK.DE's dividend yield for the trailing twelve months is around 2.64%, while SXR1.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
LGQK.DE
Amundi MSCI Pacific Ex Japan UCITS ETF Dist
2.64%2.88%5.33%3.78%4.41%3.15%0.89%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, LGQK.DE and SXR1.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.

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 0.20% for SXR1.DE.

Both ETFs track MSCI Pacific ex Japan. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for LGQK.DE and 0.20% for SXR1.DE.

Portfolio Optimizer

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