XMEM.L vs. LGQK.DE
XMEM.L (Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C) and LGQK.DE (Amundi MSCI Pacific Ex Japan UCITS ETF Dist) are both exchange-traded funds - XMEM.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while LGQK.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, XMEM.L returned 10.73%/yr vs 12.75%/yr for LGQK.DE. A 0.69 correlation means they provide meaningful diversification when combined. XMEM.L charges 0.49%/yr vs 0.12%/yr for LGQK.DE.
Performance
XMEM.L vs. LGQK.DE - Performance Comparison
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Different Trading Currencies
XMEM.L is traded in GBp, while LGQK.DE is traded in EUR. To make them comparable, the LGQK.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XMEM.L achieves a 25.99% return, which is significantly higher than LGQK.DE's 8.18% return. Over the past 10 years, XMEM.L has underperformed LGQK.DE with an annualized return of 10.73%, while LGQK.DE has yielded a comparatively higher 12.75% annualized return.
XMEM.L
- 1D
- -1.54%
- 1M
- 6.19%
- YTD
- 25.99%
- 6M
- 27.99%
- 1Y
- 53.69%
- 3Y*
- 20.58%
- 5Y*
- 8.31%
- 10Y*
- 10.73%
LGQK.DE
- 1D
- -0.93%
- 1M
- -0.10%
- YTD
- 8.18%
- 6M
- 9.00%
- 1Y
- 16.97%
- 3Y*
- 10.28%
- 5Y*
- 5.68%
- 10Y*
- 12.75%
XMEM.L vs. LGQK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMEM.L Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C | 25.99% | 24.74% | 8.98% | 2.98% | -10.70% | -2.06% | 13.72% | 13.41% | -9.64% | 25.10% |
LGQK.DE Amundi MSCI Pacific Ex Japan UCITS ETF Dist | 8.18% | 12.03% | 7.27% | -0.36% | 4.35% | 4.40% | 64.99% | 10.80% | -7.76% | 14.98% |
Correlation
The correlation between XMEM.L and LGQK.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2008 | 0.69 |
The correlation between XMEM.L and LGQK.DE shifts across timeframes, from 0.56 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XMEM.L vs. LGQK.DE — Risk / Return Rank
XMEM.L
LGQK.DE
XMEM.L vs. LGQK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C (XMEM.L) 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.
| XMEM.L | LGQK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.25 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 4.87 | 2.36 | +2.52 |
| Martin ratioReturn relative to average drawdown | 17.24 | 6.96 | +10.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XMEM.L | LGQK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | 1.45 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.40 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.52 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.54 | -0.24 |
Drawdowns
XMEM.L vs. LGQK.DE - Drawdown Comparison
The maximum XMEM.L drawdown since its inception was -54.53%, which is greater than LGQK.DE's maximum drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for XMEM.L and LGQK.DE.
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Drawdown Indicators
| XMEM.L | LGQK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.53% | -35.21% | -19.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -7.16% | -3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -15.33% | -17.80% | +2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -17.80% | -6.14% |
Max Drawdown (10Y)Largest decline over 10 years | -27.58% | -35.21% | +7.63% |
Current DrawdownCurrent decline from peak | -2.44% | -2.98% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -6.59% | -5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.43% | +0.67% |
Volatility
XMEM.L vs. LGQK.DE - Volatility Comparison
Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C (XMEM.L) has a higher volatility of 7.37% compared to Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) at 3.26%. This indicates that XMEM.L'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.
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Volatility by Period
| XMEM.L | LGQK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 3.26% | +4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.54% | 9.08% | +5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 11.69% | +5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 14.13% | +2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 24.59% | -6.28% |
XMEM.L vs. LGQK.DE - Expense Ratio Comparison
XMEM.L has a 0.49% expense ratio, which is higher than LGQK.DE's 0.12% expense ratio.
Dividends
XMEM.L vs. LGQK.DE - Dividend Comparison
XMEM.L 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% |
XMEM.L Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XMEM.L and LGQK.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.49% for XMEM.L.
XMEM.L is categorized as Emerging Markets Equities, while LGQK.DE is Asia Pacific Equities. XMEM.L tracks MSCI EM NR USD, while LGQK.DE tracks MSCI Pacific ex Japan. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.49% for XMEM.L and 0.12% for LGQK.DE.
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