LGQM.DE vs. EHDL.DE
LGQM.DE (Amundi Pan Africa UCITS ETF (Acc)) and EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) are both Emerging Markets Equities funds - LGQM.DE tracks the SGI Pan Africa Index while EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index. Both are passively managed. Over the past 10 years, LGQM.DE returned 5.74%/yr vs 6.47%/yr for EHDL.DE. At a 0.50 correlation, their price movements are largely independent. LGQM.DE charges 0.85%/yr vs 0.49%/yr for EHDL.DE.
Performance
LGQM.DE vs. EHDL.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 EHDL.DE's 9.26% return. Over the past 10 years, LGQM.DE has underperformed EHDL.DE with an annualized return of 5.74%, while EHDL.DE has yielded a comparatively higher 6.47% 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%
EHDL.DE
- 1D
- 1.22%
- 1M
- -0.90%
- 6M
- 8.37%
- YTD
- 9.26%
- 1Y
- 19.74%
- 3Y*
- 11.75%
- 5Y*
- 6.50%
- 10Y*
- 6.47%
LGQM.DE vs. EHDL.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% |
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 9.26% | 12.82% | 8.32% | 6.17% | -10.93% | 22.11% | -15.54% | 19.11% | -2.44% | 9.35% |
Correlation
The correlation between LGQM.DE and EHDL.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.50 |
The correlation between LGQM.DE and EHDL.DE shifts across timeframes, from 0.36 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LGQM.DE vs. EHDL.DE — Risk / Return Rank
LGQM.DE
EHDL.DE
LGQM.DE vs. EHDL.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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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 | EHDL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.31 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.73 | -1.95 |
| Martin ratioReturn relative to average drawdown | 4.45 | 10.05 | -5.60 |
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Drawdowns
LGQM.DE vs. EHDL.DE - Drawdown Comparison
The maximum LGQM.DE drawdown since its inception was -61.98%, which is greater than EHDL.DE's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for LGQM.DE and EHDL.DE.
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Drawdown Indicators
| LGQM.DE | EHDL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.98% | -36.13% | -25.85% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -5.26% | -14.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.42% | -14.85% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -18.80% | -5.32% |
Max Drawdown (10Y)Largest decline over 10 years | -50.35% | -36.13% | -14.22% |
Current DrawdownCurrent decline from peak | -11.27% | -3.59% | -7.68% |
Average DrawdownAverage peak-to-trough decline | -26.95% | -9.11% | -17.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 1.96% | +5.84% |
Volatility
LGQM.DE vs. EHDL.DE - Volatility Comparison
Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) has a higher volatility of 10.16% compared to Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) at 3.89%. This indicates that LGQM.DE's price experiences larger fluctuations and is considered to be riskier than EHDL.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 | EHDL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.16% | 3.89% | +6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 27.65% | 8.13% | +19.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.05% | 11.32% | +20.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 13.61% | +10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 18.02% | +5.10% |
LGQM.DE vs. EHDL.DE - Expense Ratio Comparison
LGQM.DE has a 0.85% expense ratio, which is higher than EHDL.DE's 0.49% expense ratio.
Dividends
LGQM.DE vs. EHDL.DE - Dividend Comparison
LGQM.DE has not paid dividends to shareholders, while EHDL.DE's dividend yield for the trailing twelve months is around 4.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 4.87% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% |
LGQM.DE Amundi Pan Africa UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LGQM.DE and EHDL.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHDL.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHDL.DE is cheaper with a 0.49% expense ratio, compared with 0.85% for LGQM.DE.
LGQM.DE tracks SGI Pan Africa Index, while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.85% for LGQM.DE and 0.49% for EHDL.DE.
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