LGQM.DE vs. AUM5.DE
LGQM.DE (Amundi Pan Africa UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LGQM.DE is a Emerging Markets Equities fund tracking the SGI Pan Africa Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LGQM.DE returned 5.74%/yr vs 15.03%/yr for AUM5.DE. At a 0.43 correlation, their price movements are largely independent. LGQM.DE charges 0.85%/yr vs 0.15%/yr for AUM5.DE.
Performance
LGQM.DE vs. AUM5.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 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%
LGQM.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
LGQM.DE vs. AUM5.DE — Risk / Return Rank
LGQM.DE
AUM5.DE
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.DE | AUM5.DE | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| LGQM.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.27% | -0.65% | -10.62% |
Average DrawdownAverage peak-to-trough decline | -26.95% | -3.98% | -22.97% |
Ulcer IndexDepth 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.
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Volatility by Period
| LGQM.DE | AUM5.DE | Difference | |
|---|---|---|---|
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.
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.
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