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LKOR.DE vs. DBX8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LKOR.DE vs. DBX8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LKOR.DE having a 108.92% return and DBX8.DE slightly higher at 109.21%. Both investments have delivered pretty close results over the past 10 years, with LKOR.DE having a 16.69% annualized return and DBX8.DE not far ahead at 16.74%.


LKOR.DE

1D
-5.01%
1M
16.76%
YTD
108.92%
6M
128.25%
1Y
228.86%
3Y*
45.45%
5Y*
19.86%
10Y*
16.69%

DBX8.DE

1D
-5.08%
1M
16.35%
YTD
109.21%
6M
127.53%
1Y
227.59%
3Y*
45.04%
5Y*
19.70%
10Y*
16.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LKOR.DE vs. DBX8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LKOR.DE
Amundi MSCI Korea UCITS ETF Acc
108.92%77.71%-17.75%15.66%-23.88%-0.89%29.98%14.67%-18.27%28.10%
DBX8.DE
Xtrackers MSCI Korea UCITS ETF 1C
109.21%77.39%-18.45%15.93%-23.95%-0.54%30.13%14.92%-18.04%28.39%

Correlation

The correlation between LKOR.DE and DBX8.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

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

0.98

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2007

0.92

The correlation between LKOR.DE and DBX8.DE has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.

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Return for Risk

LKOR.DE vs. DBX8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LKOR.DE
LKOR.DE Risk / Return Rank: 9797
Overall Rank
LKOR.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LKOR.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
LKOR.DE Omega Ratio Rank: 9696
Omega Ratio Rank
LKOR.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
LKOR.DE Martin Ratio Rank: 9797
Martin Ratio Rank

DBX8.DE
DBX8.DE Risk / Return Rank: 9696
Overall Rank
DBX8.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DBX8.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
DBX8.DE Omega Ratio Rank: 9696
Omega Ratio Rank
DBX8.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBX8.DE Martin Ratio Rank: 9595
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.

LKOR.DE vs. DBX8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.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.


LKOR.DEDBX8.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.79

1.75

+0.05

Calmar ratioReturn relative to maximum drawdown

10.81

10.67

+0.15

Martin ratioReturn relative to average drawdown

39.60

32.63

+6.98

LKOR.DE vs. DBX8.DE - Sharpe Ratio Comparison

The current LKOR.DE Sharpe Ratio is 6.00, which is comparable to the DBX8.DE Sharpe Ratio of 5.17. The chart below compares the historical Sharpe Ratios of LKOR.DE and DBX8.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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Sharpe Ratios by Period


LKOR.DEDBX8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.00

5.17

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.72

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.66

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.31

+0.04

Drawdowns

LKOR.DE vs. DBX8.DE - Drawdown Comparison

The maximum LKOR.DE drawdown since its inception was -68.29%, roughly equal to the maximum DBX8.DE drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for LKOR.DE and DBX8.DE.


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Drawdown Indicators


LKOR.DEDBX8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.29%

-68.01%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-21.02%

-21.19%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-30.36%

-30.70%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-41.19%

-41.29%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.81%

-41.89%

+0.08%

Current Drawdown

Current decline from peak

-5.31%

-5.82%

+0.51%

Average Drawdown

Average peak-to-trough decline

-17.52%

-17.55%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

6.94%

-1.19%

Volatility

LKOR.DE vs. DBX8.DE - Volatility Comparison

Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) have volatilities of 17.02% and 17.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LKOR.DEDBX8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.02%

17.08%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

33.05%

33.48%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

37.93%

43.73%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.70%

27.53%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.86%

26.03%

-1.17%

LKOR.DE vs. DBX8.DE - Expense Ratio Comparison

Both LKOR.DE and DBX8.DE have an expense ratio of 0.45%.


Dividends

LKOR.DE vs. DBX8.DE - Dividend Comparison

Neither LKOR.DE nor DBX8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, LKOR.DE and DBX8.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LKOR.DE and DBX8.DE have the same expense ratio: 0.45% per year.

LKOR.DE tracks MSCI Korea 20/35, while DBX8.DE tracks MSCI Korea 20/35 Custom. They also come from different issuers: Amundi and Xtrackers.

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