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

Performance

VGEJ.DE vs. LKOR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) and Amundi MSCI Korea UCITS ETF Acc (LKOR.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, VGEJ.DE achieves a 50.18% return, which is significantly lower than LKOR.DE's 108.92% return. Over the past 10 years, VGEJ.DE has underperformed LKOR.DE with an annualized return of 15.36%, while LKOR.DE has yielded a comparatively higher 16.69% annualized return.


VGEJ.DE

1D
-3.08%
1M
7.14%
YTD
50.18%
6M
54.46%
1Y
78.68%
3Y*
26.79%
5Y*
15.69%
10Y*
15.36%

LKOR.DE

1D
-5.01%
1M
11.92%
YTD
108.92%
6M
122.90%
1Y
219.69%
3Y*
45.45%
5Y*
19.86%
10Y*
16.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
50.18%24.74%3.34%10.27%-4.11%14.06%11.18%25.07%-6.90%14.80%
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%

Correlation

The correlation between VGEJ.DE and LKOR.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.84

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

0.83

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

0.78

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2015

0.73

The correlation between VGEJ.DE and LKOR.DE shifts across timeframes, from 0.73 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

VGEJ.DE
VGEJ.DE Risk / Return Rank: 9494
Overall Rank
VGEJ.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEJ.DE Omega Ratio Rank: 9595
Omega Ratio Rank
VGEJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEJ.DE Martin Ratio Rank: 9393
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) and Amundi MSCI Korea UCITS ETF Acc (LKOR.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.


VGEJ.DELKOR.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.20

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.69

1.79

-0.10

Calmar ratioReturn relative to maximum drawdown

6.17

10.81

-4.65

Martin ratioReturn relative to average drawdown

24.13

39.60

-15.48

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

The current VGEJ.DE Sharpe Ratio is 3.80, which is lower than the LKOR.DE Sharpe Ratio of 6.00. The chart below compares the historical Sharpe Ratios of VGEJ.DE and LKOR.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


VGEJ.DELKOR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.80

6.00

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.76

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.67

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.35

+0.44

Drawdowns

VGEJ.DE vs. LKOR.DE - Drawdown Comparison

The maximum VGEJ.DE drawdown since its inception was -36.78%, smaller than the maximum LKOR.DE drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for VGEJ.DE and LKOR.DE.


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Drawdown Indicators


VGEJ.DELKOR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.78%

-68.29%

+31.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-21.02%

+8.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.66%

-30.36%

+10.70%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-41.19%

+21.53%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

-41.81%

+5.03%

Current Drawdown

Current decline from peak

-3.88%

-5.31%

+1.43%

Average Drawdown

Average peak-to-trough decline

-4.86%

-17.52%

+12.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

5.75%

-2.44%

Volatility

VGEJ.DE vs. LKOR.DE - Volatility Comparison

The current volatility for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) is 10.63%, while Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) has a volatility of 17.02%. This indicates that VGEJ.DE experiences smaller price fluctuations and is considered to be less risky than LKOR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEJ.DELKOR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

17.02%

-6.39%

Volatility (6M)

Calculated over the trailing 6-month period

18.75%

33.05%

-14.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.99%

37.93%

-16.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

25.70%

-9.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

24.86%

-5.57%

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

VGEJ.DE has a 0.15% expense ratio, which is lower than LKOR.DE's 0.45% expense ratio.


Dividends

VGEJ.DE vs. LKOR.DE - Dividend Comparison

VGEJ.DE's dividend yield for the trailing twelve months is around 1.80%, while LKOR.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LKOR.DE
Amundi MSCI Korea UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
1.80%2.75%5.36%7.33%7.98%7.49%4.34%6.92%7.83%4.28%3.08%2.78%

Frequently Asked Questions


With a correlation of 0.91, VGEJ.DE and LKOR.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.

On fees, VGEJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEJ.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for LKOR.DE.

VGEJ.DE tracks FTSE Developed Asia Pacific ex Japan, while LKOR.DE tracks MSCI Korea 20/35. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.15% for VGEJ.DE and 0.45% for LKOR.DE.

Portfolio Optimizer

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