LGQM.DE vs. LYBK.DE
LGQM.DE (Amundi Pan Africa UCITS ETF (Acc)) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - LGQM.DE is a Emerging Markets Equities fund tracking the SGI Pan Africa Index, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 10 years, LGQM.DE returned 5.74%/yr vs 19.13%/yr for LYBK.DE. At a 0.36 correlation, their price movements are largely independent. LGQM.DE charges 0.85%/yr vs 0.30%/yr for LYBK.DE.
Performance
LGQM.DE vs. LYBK.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 LYBK.DE's 17.49% return. Over the past 10 years, LGQM.DE has underperformed LYBK.DE with an annualized return of 5.74%, while LYBK.DE has yielded a comparatively higher 19.13% 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%
LYBK.DE
- 1D
- 0.53%
- 1M
- 12.55%
- 6M
- 15.65%
- YTD
- 17.49%
- 1Y
- 54.60%
- 3Y*
- 48.56%
- 5Y*
- 33.46%
- 10Y*
- 19.13%
LGQM.DE vs. LYBK.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% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 17.49% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -30.86% | 14.21% |
Correlation
The correlation between LGQM.DE and LYBK.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.36 |
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Return for Risk
LGQM.DE vs. LYBK.DE — Risk / Return Rank
LGQM.DE
LYBK.DE
LGQM.DE vs. LYBK.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 Euro Stoxx Banks UCITS ETF Acc (LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.17 | -1.39 |
| Martin ratioReturn relative to average drawdown | 4.45 | 9.98 | -5.53 |
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Drawdowns
LGQM.DE vs. LYBK.DE - Drawdown Comparison
The maximum LGQM.DE drawdown since its inception was -61.98%, roughly equal to the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for LGQM.DE and LYBK.DE.
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Drawdown Indicators
| LGQM.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.98% | -63.98% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -17.12% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -19.42% | -19.90% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -34.32% | +10.20% |
Max Drawdown (10Y)Largest decline over 10 years | -50.35% | -62.22% | +11.87% |
Current DrawdownCurrent decline from peak | -11.27% | 0.00% | -11.27% |
Average DrawdownAverage peak-to-trough decline | -26.95% | -20.14% | -6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 5.45% | +2.35% |
Volatility
LGQM.DE vs. LYBK.DE - Volatility Comparison
Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) has a higher volatility of 10.16% compared to Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) at 6.33%. This indicates that LGQM.DE's price experiences larger fluctuations and is considered to be riskier than LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.16% | 6.33% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 27.65% | 19.85% | +7.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.05% | 23.95% | +8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 25.48% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 27.66% | -4.54% |
LGQM.DE vs. LYBK.DE - Expense Ratio Comparison
LGQM.DE has a 0.85% expense ratio, which is higher than LYBK.DE's 0.30% expense ratio.
Dividends
LGQM.DE vs. LYBK.DE - Dividend Comparison
Neither LGQM.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
LGQM.DE and LYBK.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYBK.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYBK.DE is cheaper with a 0.30% expense ratio, compared with 0.85% for LGQM.DE.
LGQM.DE is categorized as Emerging Markets Equities, while LYBK.DE is Financials Equities. LGQM.DE tracks SGI Pan Africa Index, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.85% for LGQM.DE and 0.30% for LYBK.DE.
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