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V3PL.DE vs. LCUA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3PL.DE vs. LCUA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) and Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE). The values are adjusted to include any dividend payments, if applicable.

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V3PL.DE vs. LCUA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
10.10%16.39%7.41%10.31%3.85%
LCUA.DE
Amundi MSCI Emerging Asia II UCITS ETF Acc
5.69%18.08%18.51%3.26%4.74%

Returns By Period

In the year-to-date period, V3PL.DE achieves a 10.10% return, which is significantly higher than LCUA.DE's 5.69% return.


V3PL.DE

1D
5.07%
1M
-4.92%
YTD
10.10%
6M
16.13%
1Y
30.06%
3Y*
13.67%
5Y*
10Y*

LCUA.DE

1D
3.92%
1M
-5.81%
YTD
5.69%
6M
8.17%
1Y
25.59%
3Y*
14.02%
5Y*
3.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V3PL.DE vs. LCUA.DE - Expense Ratio Comparison

V3PL.DE has a 0.17% expense ratio, which is higher than LCUA.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

V3PL.DE vs. LCUA.DE — Risk / Return Rank

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

V3PL.DE
V3PL.DE Risk / Return Rank: 8282
Overall Rank
V3PL.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
V3PL.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
V3PL.DE Omega Ratio Rank: 8080
Omega Ratio Rank
V3PL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
V3PL.DE Martin Ratio Rank: 8585
Martin Ratio Rank

LCUA.DE
LCUA.DE Risk / Return Rank: 6767
Overall Rank
LCUA.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LCUA.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
LCUA.DE Omega Ratio Rank: 6363
Omega Ratio Rank
LCUA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LCUA.DE Martin Ratio Rank: 6666
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.

V3PL.DE vs. LCUA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) and Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.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.


V3PL.DELCUA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.27

+0.39

Sortino ratio

Return per unit of downside risk

2.25

1.76

+0.49

Omega ratio

Gain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratio

Return relative to maximum drawdown

2.79

2.17

+0.62

Martin ratio

Return relative to average drawdown

10.99

7.61

+3.38

V3PL.DE vs. LCUA.DE - Sharpe Ratio Comparison

The current V3PL.DE Sharpe Ratio is 1.66, which is higher than the LCUA.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of V3PL.DE and LCUA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


V3PL.DELCUA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.27

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.34

+0.61

Correlation

The correlation between V3PL.DE and LCUA.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

V3PL.DE vs. LCUA.DE - Dividend Comparison

V3PL.DE's dividend yield for the trailing twelve months is around 1.70%, while LCUA.DE has not paid dividends to shareholders.


TTM2025202420232022
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
1.70%1.90%2.16%2.13%0.14%
LCUA.DE
Amundi MSCI Emerging Asia II UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Drawdowns

V3PL.DE vs. LCUA.DE - Drawdown Comparison

The maximum V3PL.DE drawdown since its inception was -17.66%, smaller than the maximum LCUA.DE drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for V3PL.DE and LCUA.DE.


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Drawdown Indicators


V3PL.DELCUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.66%

-33.18%

+15.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-14.50%

+3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

Current Drawdown

Current decline from peak

-6.62%

-8.69%

+2.07%

Average Drawdown

Average peak-to-trough decline

-2.84%

-12.23%

+9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.46%

-0.64%

Volatility

V3PL.DE vs. LCUA.DE - Volatility Comparison

Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) and Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) have volatilities of 8.20% and 7.85%, 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


V3PL.DELCUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.20%

7.85%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

14.33%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

20.06%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

17.84%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

19.18%

-4.61%