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LGQK.DE vs. V3PA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGQK.DE vs. V3PA.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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.DE). The values are adjusted to include any dividend payments, if applicable.

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LGQK.DE vs. V3PA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
LGQK.DE
Amundi MSCI Pacific Ex Japan UCITS ETF Dist
6.60%6.49%12.16%1.67%5.24%
V3PA.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating
7.36%16.47%7.66%10.91%3.89%

Returns By Period

In the year-to-date period, LGQK.DE achieves a 6.60% return, which is significantly lower than V3PA.DE's 7.36% 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%

V3PA.DE

1D
-15.05%
1M
-1.67%
YTD
7.36%
6M
13.16%
1Y
28.27%
3Y*
13.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGQK.DE vs. V3PA.DE - Expense Ratio Comparison

LGQK.DE has a 0.12% expense ratio, which is lower than V3PA.DE's 0.17% 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%.


Return for Risk

LGQK.DE vs. V3PA.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: 5252
Overall Rank
LGQK.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LGQK.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LGQK.DE Omega Ratio Rank: 5353
Omega Ratio Rank
LGQK.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
LGQK.DE Martin Ratio Rank: 5757
Martin Ratio Rank

V3PA.DE
V3PA.DE Risk / Return Rank: 6666
Overall Rank
V3PA.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
V3PA.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
V3PA.DE Omega Ratio Rank: 7474
Omega Ratio Rank
V3PA.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
V3PA.DE Martin Ratio Rank: 8585
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. V3PA.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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.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.DEV3PA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.91

+0.09

Sortino ratio

Return per unit of downside risk

1.36

1.49

-0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratio

Return relative to maximum drawdown

1.50

2.26

-0.76

Martin ratio

Return relative to average drawdown

6.44

11.50

-5.07

LGQK.DE vs. V3PA.DE - Sharpe Ratio Comparison

The current LGQK.DE Sharpe Ratio is 1.00, which is comparable to the V3PA.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of LGQK.DE and V3PA.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.


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Sharpe Ratios by Period


LGQK.DEV3PA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.91

+0.09

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

0.67

-0.12

Correlation

The correlation between LGQK.DE and V3PA.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LGQK.DE vs. V3PA.DE - Dividend Comparison

LGQK.DE's dividend yield for the trailing twelve months is around 2.70%, while V3PA.DE has not paid dividends to shareholders.


TTM202520242023202220212020
LGQK.DE
Amundi MSCI Pacific Ex Japan UCITS ETF Dist
2.70%2.88%5.33%3.78%4.41%3.15%0.89%
V3PA.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LGQK.DE vs. V3PA.DE - Drawdown Comparison

The maximum LGQK.DE drawdown since its inception was -36.96%, which is greater than V3PA.DE's maximum drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for LGQK.DE and V3PA.DE.


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Drawdown Indicators


LGQK.DEV3PA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.96%

-17.58%

-19.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.63%

-15.05%

+1.42%

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%

-15.05%

+11.12%

Average Drawdown

Average peak-to-trough decline

-6.23%

-2.84%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.95%

-0.39%

Volatility

LGQK.DE vs. V3PA.DE - Volatility Comparison

The current volatility for Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) is 4.97%, while Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.DE) has a volatility of 26.07%. This indicates that LGQK.DE experiences smaller price fluctuations and is considered to be less risky than V3PA.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.DEV3PA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

26.07%

-21.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

27.97%

-18.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

30.84%

-14.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

19.84%

-5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.11%

19.84%

+5.27%