LGQM.DE vs. 5MVL.DE
LGQM.DE (Amundi Pan Africa UCITS ETF (Acc)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - LGQM.DE tracks the SGI Pan Africa Index while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, LGQM.DE returned 10.34%/yr vs 16.49%/yr for 5MVL.DE. A 0.57 correlation means they provide meaningful diversification when combined. LGQM.DE charges 0.85%/yr vs 0.40%/yr for 5MVL.DE.
Performance
LGQM.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LGQM.DE achieves a 1.72% return, which is significantly lower than 5MVL.DE's 40.32% return.
LGQM.DE
- 1D
- 2.07%
- 1M
- -0.87%
- 6M
- 1.37%
- YTD
- 1.72%
- 1Y
- 34.79%
- 3Y*
- 18.21%
- 5Y*
- 10.34%
- 10Y*
- 5.74%
5MVL.DE
- 1D
- 2.80%
- 1M
- -6.17%
- 6M
- 36.31%
- YTD
- 40.32%
- 1Y
- 66.56%
- 3Y*
- 31.76%
- 5Y*
- 16.49%
- 10Y*
- —
LGQM.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LGQM.DE Amundi Pan Africa UCITS ETF (Acc) | 1.72% | 51.40% | 12.14% | -3.16% | -5.95% | 9.29% | -6.21% | 12.09% | -2.96% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 40.32% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
Correlation
The correlation between LGQM.DE and 5MVL.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.57 |
The correlation between LGQM.DE and 5MVL.DE has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.
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Return for Risk
LGQM.DE vs. 5MVL.DE — Risk / Return Rank
LGQM.DE
5MVL.DE
LGQM.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LGQM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.52 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 6.42 | -4.64 |
| Martin ratioReturn relative to average drawdown | 4.45 | 19.50 | -15.05 |
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Drawdowns
LGQM.DE vs. 5MVL.DE - Drawdown Comparison
The maximum LGQM.DE drawdown since its inception was -61.98%, which is greater than 5MVL.DE's maximum drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for LGQM.DE and 5MVL.DE.
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Drawdown Indicators
| LGQM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.98% | -32.22% | -29.76% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -10.32% | -9.10% |
Max Drawdown (3Y)Largest decline over 3 years | -19.42% | -19.14% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -20.60% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -50.35% | — | — |
Current DrawdownCurrent decline from peak | -11.27% | -7.81% | -3.46% |
Average DrawdownAverage peak-to-trough decline | -26.95% | -6.62% | -20.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 3.40% | +4.40% |
Volatility
LGQM.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) is 10.16%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that LGQM.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGQM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.16% | 10.83% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 27.65% | 18.78% | +8.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.05% | 21.61% | +10.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 17.42% | +6.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 19.53% | +3.59% |
LGQM.DE vs. 5MVL.DE - Expense Ratio Comparison
LGQM.DE has a 0.85% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
LGQM.DE vs. 5MVL.DE - Dividend Comparison
Neither LGQM.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
LGQM.DE and 5MVL.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.85% for LGQM.DE.
LGQM.DE tracks SGI Pan Africa Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.85% for LGQM.DE and 0.40% for 5MVL.DE.
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