XCS4.DE vs. LGQK.DE

Last updated Jun 5, 2026

XCS4.DE (Xtrackers MSCI Thailand UCITS ETF 1C) and LGQK.DE (Amundi MSCI Pacific Ex Japan UCITS ETF Dist) are both Asia Pacific Equities funds - XCS4.DE tracks the MSCI Thailand while LGQK.DE tracks the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, XCS4.DE returned 4.54%/yr vs 11.66%/yr for LGQK.DE. A 0.53 correlation means they provide meaningful diversification when combined. XCS4.DE charges 0.50%/yr vs 0.12%/yr for LGQK.DE.

Performance

XCS4.DE vs. LGQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.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, XCS4.DE achieves a 29.46% return, which is significantly higher than LGQK.DE's 9.03% return. Over the past 10 years, XCS4.DE has underperformed LGQK.DE with an annualized return of 4.54%, while LGQK.DE has yielded a comparatively higher 11.66% annualized return.

XCS4.DE

• 1D: 0.72%
• 1M: 5.08%
• YTD: 29.46%
• 6M: 30.06%
• 1Y: 51.12%
• 3Y*: 7.20%
• 5Y*: 5.01%
• 10Y*: 4.54%

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)

XCS4.DE vs. LGQK.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XCS4.DE Xtrackers MSCI Thailand UCITS ETF 1C	29.46%	-3.83%	7.49%	-15.52%	11.15%	6.09%	-19.52%	11.73%	-1.47%	17.20%
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 XCS4.DE and LGQK.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Jul 27, 2011	0.53

The correlation between XCS4.DE and LGQK.DE shifts across timeframes, from 0.43 (3 years) to 0.53 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XCS4.DE vs. LGQK.DE — Risk / Return Rank

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

XCS4.DE

XCS4.DE Risk / Return Rank: 75
XCS4.DE Sharpe Ratio Rank: 74
XCS4.DE Sortino Ratio Rank: 71
XCS4.DE Omega Ratio Rank: 67
XCS4.DE Calmar Ratio Rank: 87
XCS4.DE Martin Ratio Rank: 77

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.

XCS4.DE vs. LGQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.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.

	XCS4.DE	LGQK.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.35	1.14	+1.22
Sortino ratio: Return per unit of downside risk	3.19	1.74	+1.44
Omega ratio: Gain probability vs. loss probability	1.40	1.20	+0.20
Calmar ratio: Return relative to maximum drawdown	4.91	2.21	+2.70
Martin ratio: Return relative to average drawdown	14.58	6.30	+8.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XCS4.DE vs. LGQK.DE - Sharpe Ratio Comparison

The current XCS4.DE Sharpe Ratio is 2.35, which is higher than the LGQK.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of XCS4.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

	XCS4.DE	LGQK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	1.14	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.37	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.47	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.55	-0.32

Drawdowns

XCS4.DE vs. LGQK.DE - Drawdown Comparison

The maximum XCS4.DE drawdown since its inception was -45.06%, which is greater than LGQK.DE's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for XCS4.DE and LGQK.DE.

Drawdown Indicators

	XCS4.DE	LGQK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-45.06%	-36.96%	-8.10%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-6.26%	-4.12%
Max Drawdown (3Y) Largest decline over 3 years	-29.85%	-20.04%	-9.81%
Max Drawdown (5Y) Largest decline over 5 years	-34.04%	-20.04%	-14.00%
Max Drawdown (10Y) Largest decline over 10 years	-45.06%	-36.96%	-8.10%
Current Drawdown Current decline from peak	-0.16%	-2.16%	+2.00%
Average Drawdown Average peak-to-trough decline	-15.35%	-6.18%	-9.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	2.20%	+1.30%

Volatility

XCS4.DE vs. LGQK.DE - Volatility Comparison

Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.DE) has a higher volatility of 5.83% compared to Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) at 3.20%. This indicates that XCS4.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

	XCS4.DE	LGQK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.83%	3.20%	+2.63%
Volatility (6M) Calculated over the trailing 6-month period	16.61%	9.32%	+7.29%
Volatility (1Y) Calculated over the trailing 1-year period	21.68%	12.16%	+9.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.74%	14.67%	+3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.70%	25.08%	-5.38%

XCS4.DE vs. LGQK.DE - Expense Ratio Comparison

XCS4.DE has a 0.50% expense ratio, which is higher than LGQK.DE's 0.12% expense ratio.

Dividends

XCS4.DE vs. LGQK.DE - Dividend Comparison

XCS4.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%
XCS4.DE Xtrackers MSCI Thailand UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XCS4.DE and LGQK.DE in my portfolio?

XCS4.DE and LGQK.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XCS4.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, XCS4.DE or LGQK.DE?

LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.50% for XCS4.DE.

What is the main difference between XCS4.DE and LGQK.DE?

XCS4.DE tracks MSCI Thailand, while LGQK.DE tracks MSCI Pacific ex Japan. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.50% for XCS4.DE and 0.12% for LGQK.DE.