PortfoliosLab logoPortfoliosLab logo
LGQM.DE vs. AUM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGQM.DE vs. AUM5.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 S&P 500 UCITS ETF EUR (AUM5.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 AUM5.DE's 12.24% return. Over the past 10 years, LGQM.DE has underperformed AUM5.DE with an annualized return of 5.74%, while AUM5.DE has yielded a comparatively higher 15.03% annualized 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%

AUM5.DE

1D
0.21%
1M
0.61%
6M
13.04%
YTD
12.24%
1Y
24.13%
3Y*
18.43%
5Y*
13.81%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGQM.DE vs. AUM5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGQM.DE
Amundi Pan Africa UCITS ETF (Acc)
1.72%51.40%12.14%-3.16%-5.95%9.29%-6.21%12.09%-16.43%10.99%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR
12.24%4.80%32.40%22.65%-14.14%40.97%7.09%34.94%-1.01%6.83%

Correlation

The correlation between LGQM.DE and AUM5.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

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

0.32

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

0.36

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

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2010

0.43

The correlation between LGQM.DE and AUM5.DE shifts across timeframes, from 0.32 (3 years) to 0.43 (all time), reflecting how their relationship changes across market environments.

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. AUM5.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

AUM5.DE
AUM5.DE Risk / Return Rank: 7777
Overall Rank
AUM5.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7777
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 7777
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. AUM5.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 S&P 500 UCITS ETF EUR (AUM5.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.DEAUM5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.78

3.35

-1.56

Martin ratioReturn relative to average drawdown

4.45

11.77

-7.32

LGQM.DE vs. AUM5.DE - Sharpe Ratio Comparison

The current LGQM.DE Sharpe Ratio is 1.08, which is lower than the AUM5.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of LGQM.DE and AUM5.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. AUM5.DE - Drawdown Comparison

The maximum LGQM.DE drawdown since its inception was -61.98%, which is greater than AUM5.DE's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for LGQM.DE and AUM5.DE.


Loading charts...

Drawdown Indicators


LGQM.DEAUM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.98%

-33.65%

-28.33%

Max Drawdown (1Y)

Largest decline over 1 year

-19.42%

-7.18%

-12.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.42%

-23.30%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

-23.30%

-0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-50.35%

-33.65%

-16.70%

Current Drawdown

Current decline from peak

-11.27%

-0.65%

-10.62%

Average Drawdown

Average peak-to-trough decline

-26.95%

-3.98%

-22.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.80%

2.04%

+5.76%

Volatility

LGQM.DE vs. AUM5.DE - Volatility Comparison

Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) has a higher volatility of 10.16% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.66%. This indicates that LGQM.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LGQM.DEAUM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

3.66%

+6.50%

Volatility (6M)

Calculated over the trailing 6-month period

27.65%

7.97%

+19.68%

Volatility (1Y)

Calculated over the trailing 1-year period

32.05%

11.89%

+20.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

15.22%

+8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

16.08%

+7.04%

LGQM.DE vs. AUM5.DE - Expense Ratio Comparison

LGQM.DE has a 0.85% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.


Dividends

LGQM.DE vs. AUM5.DE - Dividend Comparison

Neither LGQM.DE nor AUM5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LGQM.DE and AUM5.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.85% for LGQM.DE.

LGQM.DE is categorized as Emerging Markets Equities, while AUM5.DE is S&P 500. LGQM.DE tracks SGI Pan Africa Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.85% for LGQM.DE and 0.15% for AUM5.DE.

Portfolio Optimizer

Find the right allocation for LGQM.DE and AUM5.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