SPYA.DE vs. LGQK.DE

Last updated Jun 5, 2026

SPYA.DE (SPDR MSCI EM Asia UCITS ETF) and LGQK.DE (Amundi MSCI Pacific Ex Japan UCITS ETF Dist) are both Asia Pacific Equities funds - SPYA.DE tracks the MSCI Emerging Markets Asia while LGQK.DE tracks the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, SPYA.DE returned 10.77%/yr vs 11.66%/yr for LGQK.DE. A 0.67 correlation means they provide meaningful diversification when combined. SPYA.DE charges 0.55%/yr vs 0.12%/yr for LGQK.DE.

Performance

SPYA.DE vs. LGQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI EM Asia UCITS ETF (SPYA.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPYA.DE achieves a 32.76% return, which is significantly higher than LGQK.DE's 9.03% return. Over the past 10 years, SPYA.DE has underperformed LGQK.DE with an annualized return of 10.77%, while LGQK.DE has yielded a comparatively higher 11.66% annualized return.

SPYA.DE

• 1D: -1.79%
• 1M: 4.52%
• YTD: 32.76%
• 6M: 32.61%
• 1Y: 52.96%
• 3Y*: 22.22%
• 5Y*: 8.39%
• 10Y*: 10.77%

LGQK.DE

• 1D: -1.05%
• 1M: -2.05%
• YTD: 9.03%
• 6M: 9.97%
• 1Y: 13.31%
• 3Y*: 10.11%
• 5Y*: 5.53%
• 10Y*: 11.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYA.DE vs. LGQK.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SPYA.DE SPDR MSCI EM Asia UCITS ETF	32.76%	17.77%	17.39%	3.14%	-16.02%	1.17%	15.21%	21.30%	-11.35%	25.30%
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	9.03%	6.49%	12.16%	1.67%	-1.07%	12.33%	56.18%	16.88%	-9.04%	10.27%

Correlation

The correlation between SPYA.DE and LGQK.DE is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since May 23, 2011	0.67

The correlation between SPYA.DE and LGQK.DE has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.

Return for Risk

SPYA.DE vs. LGQK.DE — Risk / Return Rank

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

SPYA.DE

SPYA.DE Risk / Return Rank: 85
SPYA.DE Sharpe Ratio Rank: 87
SPYA.DE Sortino Ratio Rank: 83
SPYA.DE Omega Ratio Rank: 83
SPYA.DE Calmar Ratio Rank: 87
SPYA.DE Martin Ratio Rank: 84

LGQK.DE

LGQK.DE Risk / Return Rank: 36
LGQK.DE Sharpe Ratio Rank: 32
LGQK.DE Sortino Ratio Rank: 33
LGQK.DE Omega Ratio Rank: 30
LGQK.DE Calmar Ratio Rank: 45
LGQK.DE Martin Ratio Rank: 40

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.

SPYA.DE vs. LGQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EM Asia UCITS ETF (SPYA.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.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.

	SPYA.DE	LGQK.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.80	1.14	+1.67
Sortino ratio: Return per unit of downside risk	3.64	1.74	+1.89
Omega ratio: Gain probability vs. loss probability	1.49	1.20	+0.30
Calmar ratio: Return relative to maximum drawdown	4.82	2.21	+2.61
Martin ratio: Return relative to average drawdown	16.86	6.30	+10.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPYA.DE vs. LGQK.DE - Sharpe Ratio Comparison

The current SPYA.DE Sharpe Ratio is 2.80, which is higher than the LGQK.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SPYA.DE and LGQK.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.

Sharpe Ratios by Period

	SPYA.DE	LGQK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.80	1.14	+1.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.37	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.47	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.55	-0.10

Drawdowns

SPYA.DE vs. LGQK.DE - Drawdown Comparison

The maximum SPYA.DE drawdown since its inception was -35.34%, roughly equal to the maximum LGQK.DE drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for SPYA.DE and LGQK.DE.

Drawdown Indicators

	SPYA.DE	LGQK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.34%	-36.96%	+1.62%
Max Drawdown (1Y) Largest decline over 1 year	-11.13%	-6.26%	-4.87%
Max Drawdown (3Y) Largest decline over 3 years	-21.39%	-20.04%	-1.35%
Max Drawdown (5Y) Largest decline over 5 years	-29.31%	-20.04%	-9.27%
Max Drawdown (10Y) Largest decline over 10 years	-33.85%	-36.96%	+3.11%
Current Drawdown Current decline from peak	-2.98%	-2.16%	-0.82%
Average Drawdown Average peak-to-trough decline	-10.94%	-6.18%	-4.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	2.20%	+0.99%

Volatility

SPYA.DE vs. LGQK.DE - Volatility Comparison

SPDR MSCI EM Asia UCITS ETF (SPYA.DE) has a higher volatility of 8.10% compared to Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) at 3.20%. This indicates that SPYA.DE's price experiences larger fluctuations and is considered to be riskier than LGQK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPYA.DE	LGQK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.10%	3.20%	+4.90%
Volatility (6M) Calculated over the trailing 6-month period	16.09%	9.32%	+6.77%
Volatility (1Y) Calculated over the trailing 1-year period	19.17%	12.16%	+7.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.38%	14.67%	+3.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.19%	25.08%	-5.89%

SPYA.DE vs. LGQK.DE - Expense Ratio Comparison

SPYA.DE has a 0.55% expense ratio, which is higher than LGQK.DE's 0.12% expense ratio.

Dividends

SPYA.DE vs. LGQK.DE - Dividend Comparison

SPYA.DE has not paid dividends to shareholders, while LGQK.DE's dividend yield for the trailing twelve months is around 2.64%.

Position	TTM	2025	2024	2023	2022	2021	2020
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist	2.64%	2.88%	5.33%	3.78%	4.41%	3.15%	0.89%
SPYA.DE SPDR MSCI EM Asia UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SPYA.DE and LGQK.DE in my portfolio?

SPYA.DE and LGQK.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPYA.DE or LGQK.DE?

On fees, LGQK.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPYA.DE or LGQK.DE?

LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.55% for SPYA.DE.

What is the main difference between SPYA.DE and LGQK.DE?

SPYA.DE tracks MSCI Emerging Markets Asia, while LGQK.DE tracks MSCI Pacific ex Japan. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.55% for SPYA.DE and 0.12% for LGQK.DE.