PortfoliosLab logoPortfoliosLab logo
LGQM.DE vs. AE5A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGQM.DE vs. AE5A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) and Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LGQM.DE achieves a 1.72% return, which is significantly lower than AE5A.DE's 24.89% 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%

AE5A.DE

1D
0.00%
1M
-3.48%
6M
22.41%
YTD
24.89%
1Y
42.78%
3Y*
19.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGQM.DE vs. AE5A.DE - Yearly Performance Comparison


2026 (YTD)202520242023
LGQM.DE
Amundi Pan Africa UCITS ETF (Acc)
1.72%51.40%12.14%1.06%
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
24.89%19.26%14.36%4.85%

Correlation

The correlation between LGQM.DE and AE5A.DE is 0.52, 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

0.52

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

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2023

0.52

The correlation between LGQM.DE and AE5A.DE has been stable across timeframes, ranging from 0.51 to 0.52 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LGQM.DE vs. AE5A.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGQM.DE
LGQM.DE Risk / Return Rank: 3636
Overall Rank
LGQM.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LGQM.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
LGQM.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LGQM.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
LGQM.DE Martin Ratio Rank: 3434
Martin Ratio Rank

AE5A.DE
AE5A.DE Risk / Return Rank: 8383
Overall Rank
AE5A.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AE5A.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
AE5A.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AE5A.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
AE5A.DE Martin Ratio Rank: 8484
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.

LGQM.DE vs. AE5A.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 Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.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.DEAE5A.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.21

1.40

-0.18

Calmar ratioReturn relative to maximum drawdown

1.78

4.15

-2.37

Martin ratioReturn relative to average drawdown

4.45

13.73

-9.28

LGQM.DE vs. AE5A.DE - Sharpe Ratio Comparison

The current LGQM.DE Sharpe Ratio is 1.08, which is lower than the AE5A.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of LGQM.DE and AE5A.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.


Loading charts...

Drawdowns

LGQM.DE vs. AE5A.DE - Drawdown Comparison

The maximum LGQM.DE drawdown since its inception was -61.98%, which is greater than AE5A.DE's maximum drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for LGQM.DE and AE5A.DE.


Loading charts...

Drawdown Indicators


LGQM.DEAE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.98%

-19.22%

-42.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.42%

-10.34%

-9.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.42%

-19.22%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-50.35%

Current Drawdown

Current decline from peak

-11.27%

-6.95%

-4.32%

Average Drawdown

Average peak-to-trough decline

-26.95%

-3.05%

-23.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.80%

3.13%

+4.67%

Volatility

LGQM.DE vs. AE5A.DE - Volatility Comparison

Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) has a higher volatility of 10.16% compared to Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) at 9.06%. This indicates that LGQM.DE's price experiences larger fluctuations and is considered to be riskier than AE5A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LGQM.DEAE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

9.06%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

27.65%

17.07%

+10.58%

Volatility (1Y)

Calculated over the trailing 1-year period

32.05%

19.66%

+12.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

16.46%

+7.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

16.46%

+6.66%

LGQM.DE vs. AE5A.DE - Expense Ratio Comparison

LGQM.DE has a 0.85% expense ratio, which is higher than AE5A.DE's 0.14% expense ratio.


Dividends

LGQM.DE vs. AE5A.DE - Dividend Comparison

LGQM.DE has not paid dividends to shareholders, while AE5A.DE's dividend yield for the trailing twelve months is around 1.72%.


PositionTTM202520242023
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
1.72%2.15%3.38%3.80%
LGQM.DE
Amundi Pan Africa UCITS ETF (Acc)
0.00%0.00%0.00%0.00%

Frequently Asked Questions


LGQM.DE and AE5A.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.85% for LGQM.DE.

LGQM.DE tracks SGI Pan Africa Index, while AE5A.DE tracks MSCI Emerging Markets Index. Their fees differ too: 0.85% for LGQM.DE and 0.14% for AE5A.DE.

Portfolio Optimizer

Find the right allocation for LGQM.DE and AE5A.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer