LGQM.DE vs. PRAM.DE
LGQM.DE (Amundi Pan Africa UCITS ETF (Acc)) and PRAM.DE (Amundi Prime Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds from Amundi - LGQM.DE tracks the SGI Pan Africa Index while PRAM.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 3 years, LGQM.DE returned 18.21%/yr vs 18.60%/yr for PRAM.DE. A 0.55 correlation means they provide meaningful diversification when combined. LGQM.DE charges 0.85%/yr vs 0.10%/yr for PRAM.DE.
Performance
LGQM.DE vs. PRAM.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 PRAM.DE's 23.36% 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%
PRAM.DE
- 1D
- 0.00%
- 1M
- -3.82%
- 6M
- 20.51%
- YTD
- 23.36%
- 1Y
- 40.19%
- 3Y*
- 18.60%
- 5Y*
- —
- 10Y*
- —
LGQM.DE vs. PRAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LGQM.DE Amundi Pan Africa UCITS ETF (Acc) | 1.72% | 51.40% | 12.14% | -3.16% | -5.95% | 5.38% |
PRAM.DE Amundi Prime Emerging Markets UCITS ETF DR (C) | 23.36% | 17.03% | 13.52% | 7.05% | -12.45% | -15.96% |
Correlation
The correlation between LGQM.DE and PRAM.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2021 | 0.55 |
The correlation between LGQM.DE and PRAM.DE has been stable across timeframes, ranging from 0.52 to 0.55 - a consistent structural relationship.
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Return for Risk
LGQM.DE vs. PRAM.DE — Risk / Return Rank
LGQM.DE
PRAM.DE
LGQM.DE vs. PRAM.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 Prime Emerging Markets UCITS ETF DR (C) (PRAM.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 | PRAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.35 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.39 | -0.61 |
| Martin ratioReturn relative to average drawdown | 4.45 | 5.52 | -1.08 |
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Drawdowns
LGQM.DE vs. PRAM.DE - Drawdown Comparison
The maximum LGQM.DE drawdown since its inception was -61.98%, which is greater than PRAM.DE's maximum drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for LGQM.DE and PRAM.DE.
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Drawdown Indicators
| LGQM.DE | PRAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.98% | -29.89% | -32.09% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -16.81% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.42% | -19.02% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.35% | — | — |
Current DrawdownCurrent decline from peak | -11.27% | -7.22% | -4.05% |
Average DrawdownAverage peak-to-trough decline | -26.95% | -15.85% | -11.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 7.28% | +0.52% |
Volatility
LGQM.DE vs. PRAM.DE - Volatility Comparison
Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) has a higher volatility of 10.16% compared to Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) at 8.85%. This indicates that LGQM.DE's price experiences larger fluctuations and is considered to be riskier than PRAM.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 | PRAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.16% | 8.85% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 27.65% | 16.90% | +10.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.05% | 28.05% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 20.65% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 20.65% | +2.47% |
LGQM.DE vs. PRAM.DE - Expense Ratio Comparison
LGQM.DE has a 0.85% expense ratio, which is higher than PRAM.DE's 0.10% expense ratio.
Dividends
LGQM.DE vs. PRAM.DE - Dividend Comparison
Neither LGQM.DE nor PRAM.DE has paid dividends to shareholders.
Frequently Asked Questions
LGQM.DE and PRAM.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAM.DE is cheaper with a 0.10% expense ratio, compared with 0.85% for LGQM.DE.
LGQM.DE tracks SGI Pan Africa Index, while PRAM.DE tracks MSCI EM NR USD. Their fees differ too: 0.85% for LGQM.DE and 0.10% for PRAM.DE.
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