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

Performance

LKOR.DE vs. XBAS.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 Singapore UCITS ETF (Acc) (XBAS.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, LKOR.DE achieves a 77.17% return, which is significantly higher than XBAS.DE's 18.59% return. Over the past 10 years, LKOR.DE has outperformed XBAS.DE with an annualized return of 13.99%, while XBAS.DE has yielded a comparatively lower 8.33% annualized return.


LKOR.DE

1D
-3.30%
1M
-18.19%
6M
58.05%
YTD
77.17%
1Y
147.54%
3Y*
38.15%
5Y*
15.93%
10Y*
13.99%

XBAS.DE

1D
1.29%
1M
11.85%
6M
16.83%
YTD
18.59%
1Y
28.96%
3Y*
22.62%
5Y*
12.49%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LKOR.DE
Amundi MSCI Korea UCITS ETF Acc
77.17%77.71%-17.75%15.66%-23.88%-0.89%29.98%14.30%-18.23%28.36%
XBAS.DE
Xtrackers MSCI Singapore UCITS ETF (Acc)
18.59%15.70%34.37%0.79%-4.51%12.71%-13.87%19.13%-5.74%17.31%

Correlation

The correlation between LKOR.DE and XBAS.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.34

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

0.40

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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.45

The correlation between LKOR.DE and XBAS.DE shifts across timeframes, from 0.29 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

LKOR.DE vs. XBAS.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: 9494
Overall Rank
LKOR.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LKOR.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
LKOR.DE Omega Ratio Rank: 9292
Omega Ratio Rank
LKOR.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
LKOR.DE Martin Ratio Rank: 9494
Martin Ratio Rank

XBAS.DE
XBAS.DE Risk / Return Rank: 8080
Overall Rank
XBAS.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XBAS.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
XBAS.DE Omega Ratio Rank: 8080
Omega Ratio Rank
XBAS.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XBAS.DE Martin Ratio Rank: 6969
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. XBAS.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 Singapore UCITS ETF (Acc) (XBAS.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.


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

+1.27

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.11

Calmar ratioReturn relative to maximum drawdown

6.53

4.04

+2.49

Martin ratioReturn relative to average drawdown

20.38

10.09

+10.29

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

The current LKOR.DE Sharpe Ratio is 3.34, which is higher than the XBAS.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of LKOR.DE and XBAS.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

LKOR.DE vs. XBAS.DE - Drawdown Comparison

The maximum LKOR.DE drawdown since its inception was -63.63%, which is greater than XBAS.DE's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for LKOR.DE and XBAS.DE.


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Drawdown Indicators


LKOR.DEXBAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.63%

-36.43%

-27.20%

Max Drawdown (1Y)

Largest decline over 1 year

-22.47%

-7.14%

-15.33%

Max Drawdown (3Y)

Largest decline over 3 years

-30.36%

-20.54%

-9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-40.08%

-20.54%

-19.54%

Max Drawdown (10Y)

Largest decline over 10 years

-41.81%

-36.43%

-5.38%

Current Drawdown

Current decline from peak

-22.47%

0.00%

-22.47%

Average Drawdown

Average peak-to-trough decline

-15.91%

-10.44%

-5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

2.86%

+4.35%

Volatility

LKOR.DE vs. XBAS.DE - Volatility Comparison

Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) has a higher volatility of 20.42% compared to Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) at 3.49%. This indicates that LKOR.DE's price experiences larger fluctuations and is considered to be riskier than XBAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LKOR.DEXBAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.42%

3.49%

+16.93%

Volatility (6M)

Calculated over the trailing 6-month period

39.57%

10.14%

+29.43%

Volatility (1Y)

Calculated over the trailing 1-year period

43.91%

13.92%

+29.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.63%

15.71%

+11.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

16.54%

+9.55%

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

LKOR.DE has a 0.45% expense ratio, which is lower than XBAS.DE's 0.50% expense ratio.


Dividends

LKOR.DE vs. XBAS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LKOR.DE and XBAS.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LKOR.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LKOR.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for XBAS.DE.

LKOR.DE is categorized as South Korea Equities, while XBAS.DE is Asia Pacific Equities. LKOR.DE tracks MSCI Korea 20/35, while XBAS.DE tracks MSCI Singapore Investable Market Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for LKOR.DE and 0.50% for XBAS.DE.

Portfolio Optimizer

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