LGQK.DE vs. XCS4.DE

Last updated Jun 5, 2026

LGQK.DE (Amundi MSCI Pacific Ex Japan UCITS ETF Dist) and XCS4.DE (Xtrackers MSCI Thailand UCITS ETF 1C) are both Asia Pacific Equities funds - LGQK.DE tracks the MSCI Pacific ex Japan while XCS4.DE tracks the MSCI Thailand. Both are passively managed. Over the past 10 years, LGQK.DE returned 11.66%/yr vs 4.54%/yr for XCS4.DE. A 0.53 correlation means they provide meaningful diversification when combined. LGQK.DE charges 0.12%/yr vs 0.50%/yr for XCS4.DE.

Performance

LGQK.DE vs. XCS4.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 Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGQK.DE achieves a 9.03% return, which is significantly lower than XCS4.DE's 29.46% return. Over the past 10 years, LGQK.DE has outperformed XCS4.DE with an annualized return of 11.66%, while XCS4.DE has yielded a comparatively lower 4.54% 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%

XCS4.DE

• 1D: 0.72%
• 1M: 5.08%
• YTD: 29.46%
• 6M: 30.06%
• 1Y: 51.12%
• 3Y*: 7.20%
• 5Y*: 5.01%
• 10Y*: 4.54%

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

LGQK.DE vs. XCS4.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
XCS4.DE Xtrackers MSCI Thailand UCITS ETF 1C	29.46%	-3.83%	7.49%	-15.52%	11.15%	6.09%	-19.52%	11.73%	-1.47%	17.20%

Correlation

The correlation between LGQK.DE and XCS4.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Jul 27, 2011	0.53

The correlation between LGQK.DE and XCS4.DE shifts across timeframes, from 0.43 (3 years) to 0.53 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LGQK.DE vs. XCS4.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: 36
LGQK.DE Sharpe Ratio Rank: 32
LGQK.DE Sortino Ratio Rank: 33
LGQK.DE Omega Ratio Rank: 30
LGQK.DE Calmar Ratio Rank: 45
LGQK.DE Martin Ratio Rank: 40

XCS4.DE

XCS4.DE Risk / Return Rank: 75
XCS4.DE Sharpe Ratio Rank: 74
XCS4.DE Sortino Ratio Rank: 71
XCS4.DE Omega Ratio Rank: 67
XCS4.DE Calmar Ratio Rank: 87
XCS4.DE Martin Ratio Rank: 77

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. XCS4.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 Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.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	XCS4.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.14	2.35	-1.22
Sortino ratio: Return per unit of downside risk	1.74	3.19	-1.44
Omega ratio: Gain probability vs. loss probability	1.20	1.40	-0.20
Calmar ratio: Return relative to maximum drawdown	2.21	4.91	-2.70
Martin ratio: Return relative to average drawdown	6.30	14.58	-8.27
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. XCS4.DE - Sharpe Ratio Comparison

The current LGQK.DE Sharpe Ratio is 1.14, which is lower than the XCS4.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of LGQK.DE and XCS4.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.

Sharpe Ratios by Period

	LGQK.DE	XCS4.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	2.35	-1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.28	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.23	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.23	+0.32

Drawdowns

LGQK.DE vs. XCS4.DE - Drawdown Comparison

The maximum LGQK.DE drawdown since its inception was -36.96%, smaller than the maximum XCS4.DE drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for LGQK.DE and XCS4.DE.

Drawdown Indicators

	LGQK.DE	XCS4.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.96%	-45.06%	+8.10%
Max Drawdown (1Y) Largest decline over 1 year	-6.26%	-10.38%	+4.12%
Max Drawdown (3Y) Largest decline over 3 years	-20.04%	-29.85%	+9.81%
Max Drawdown (5Y) Largest decline over 5 years	-20.04%	-34.04%	+14.00%
Max Drawdown (10Y) Largest decline over 10 years	-36.96%	-45.06%	+8.10%
Current Drawdown Current decline from peak	-2.16%	-0.16%	-2.00%
Average Drawdown Average peak-to-trough decline	-6.18%	-15.35%	+9.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	3.50%	-1.30%

Volatility

LGQK.DE vs. XCS4.DE - Volatility Comparison

The current volatility for Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) is 3.20%, while Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.DE) has a volatility of 5.83%. This indicates that LGQK.DE experiences smaller price fluctuations and is considered to be less risky than XCS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGQK.DE	XCS4.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	5.83%	-2.63%
Volatility (6M) Calculated over the trailing 6-month period	9.32%	16.61%	-7.29%
Volatility (1Y) Calculated over the trailing 1-year period	12.16%	21.68%	-9.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.67%	17.74%	-3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.08%	19.70%	+5.38%

LGQK.DE vs. XCS4.DE - Expense Ratio Comparison

LGQK.DE has a 0.12% expense ratio, which is lower than XCS4.DE's 0.50% expense ratio.

Dividends

LGQK.DE vs. XCS4.DE - Dividend Comparison

LGQK.DE's dividend yield for the trailing twelve months is around 2.64%, while XCS4.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	2.64%	2.88%	5.33%	3.78%	4.41%	3.15%	0.89%
XCS4.DE Xtrackers MSCI Thailand UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LGQK.DE and XCS4.DE in my portfolio?

LGQK.DE and XCS4.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LGQK.DE or XCS4.DE?

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.

Which ETF is cheaper, LGQK.DE or XCS4.DE?

LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.50% for XCS4.DE.

What is the main difference between LGQK.DE and XCS4.DE?

LGQK.DE tracks MSCI Pacific ex Japan, while XCS4.DE tracks MSCI Thailand. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.12% for LGQK.DE and 0.50% for XCS4.DE.