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LGQM.DE vs. XMKA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGQM.DE vs. XMKA.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 Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) (XMKA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGQM.DE achieves a -3.64% return, which is significantly lower than XMKA.DE's -1.31% return. Over the past 10 years, LGQM.DE has outperformed XMKA.DE with an annualized return of 4.70%, while XMKA.DE has yielded a comparatively lower 2.94% annualized return.


LGQM.DE

1D
-0.85%
1M
-10.13%
6M
-8.84%
YTD
-3.64%
1Y
27.57%
3Y*
15.50%
5Y*
9.54%
10Y*
4.70%

XMKA.DE

1D
-1.31%
1M
-3.10%
6M
-7.74%
YTD
-1.31%
1Y
14.97%
3Y*
13.72%
5Y*
6.22%
10Y*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LGQM.DE
Amundi Pan Africa UCITS ETF (Acc)
-3.64%51.40%12.14%-3.16%-5.95%9.29%-6.21%12.09%-16.43%10.99%
XMKA.DE
Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc)
-1.31%36.20%10.13%-6.42%-6.03%12.80%-15.94%13.45%-15.31%10.09%

Correlation

The correlation between LGQM.DE and XMKA.DE is 0.62, 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

0.62

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

0.47

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

0.56

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

0.63

Correlation (All Time)
Calculated using the full available price history since May 9, 2011

0.63

The correlation between LGQM.DE and XMKA.DE shifts across timeframes, from 0.47 (3 years) to 0.63 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

LGQM.DE vs. XMKA.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: 3232
Overall Rank
LGQM.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LGQM.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
LGQM.DE Omega Ratio Rank: 3232
Omega Ratio Rank
LGQM.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LGQM.DE Martin Ratio Rank: 3030
Martin Ratio Rank

XMKA.DE
XMKA.DE Risk / Return Rank: 2626
Overall Rank
XMKA.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XMKA.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
XMKA.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XMKA.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
XMKA.DE Martin Ratio Rank: 2424
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. XMKA.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 Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) (XMKA.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.DEXMKA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratioReturn relative to maximum drawdown

1.41

0.92

+0.49

Martin ratioReturn relative to average drawdown

3.31

2.17

+1.14

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

The current LGQM.DE Sharpe Ratio is 0.85, which is comparable to the XMKA.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of LGQM.DE and XMKA.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.


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Drawdowns

LGQM.DE vs. XMKA.DE - Drawdown Comparison

The maximum LGQM.DE drawdown since its inception was -61.98%, which is greater than XMKA.DE's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for LGQM.DE and XMKA.DE.


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Drawdown Indicators


LGQM.DEXMKA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.98%

-51.47%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-19.42%

-16.24%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-19.42%

-16.24%

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

-26.58%

+2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-50.35%

-47.21%

-3.14%

Current Drawdown

Current decline from peak

-15.95%

-10.83%

-5.12%

Average Drawdown

Average peak-to-trough decline

-26.92%

-22.00%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.31%

6.88%

+1.43%

Volatility

LGQM.DE vs. XMKA.DE - Volatility Comparison

Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) has a higher volatility of 6.31% compared to Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) (XMKA.DE) at 4.67%. This indicates that LGQM.DE's price experiences larger fluctuations and is considered to be riskier than XMKA.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.DEXMKA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

4.67%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

27.50%

16.99%

+10.51%

Volatility (1Y)

Calculated over the trailing 1-year period

32.16%

20.10%

+12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.79%

20.06%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

21.66%

+1.46%

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

LGQM.DE has a 0.85% expense ratio, which is higher than XMKA.DE's 0.65% expense ratio.


Dividends

LGQM.DE vs. XMKA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LGQM.DE and XMKA.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMKA.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMKA.DE is cheaper with a 0.65% expense ratio, compared with 0.85% for LGQM.DE.

LGQM.DE tracks SGI Pan Africa Index, while XMKA.DE tracks MSCI EFM Africa Top 50 Capped Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.85% for LGQM.DE and 0.65% for XMKA.DE.

Portfolio Optimizer

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