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Lyxor STOXX Europe 600 Media UCITS ETF Dist (C071....
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2082995734
WKNLYX039
IssuerAmundi
Inception DateMar 6, 2020
CategoryCommunications Equities
Index TrackedSTOXX® Europe 600 Media
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large

Asset Class Style

Growth

Expense Ratio

The Lyxor STOXX Europe 600 Media UCITS ETF Dist has a high expense ratio of 0.30%, indicating higher-than-average management fees.


Expense ratio chart for C071.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Lyxor STOXX Europe 600 Media UCITS ETF Dist

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Lyxor STOXX Europe 600 Media UCITS ETF Dist, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%550.00%600.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
378.99%
580.69%
C071.DE (Lyxor STOXX Europe 600 Media UCITS ETF Dist)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A6.92%
1 monthN/A-2.83%
6 monthsN/A23.86%
1 yearN/A23.33%
5 years (annualized)N/A11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.91%2.60%
20232.83%0.83%5.16%1.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor STOXX Europe 600 Media UCITS ETF Dist (C071.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


C071.DE
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
1.68
1.90
C071.DE (Lyxor STOXX Europe 600 Media UCITS ETF Dist)
Benchmark (^GSPC)

Dividends

Dividend History

Lyxor STOXX Europe 600 Media UCITS ETF Dist granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.


PeriodTTM2023202220212020201920182017
Dividend€0.00€0.00€1.40€1.11€1.02€1.43€1.28€0.51

Dividend yield

0.00%0.00%2.18%1.52%1.86%2.43%2.58%0.98%

Monthly Dividends

The table displays the monthly dividend distributions for Lyxor STOXX Europe 600 Media UCITS ETF Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.00€1.02€0.00€0.00€0.00€0.00€0.38
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.85€0.00€0.00€0.00€0.00€0.26
2020€0.00€0.00€0.00€0.00€0.00€0.00€0.69€0.00€0.00€0.00€0.00€0.33
2019€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.43€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.28€0.00€0.00€0.00€0.00
2017€0.17€0.00€0.00€0.00€0.35

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
-1.37%
-1.18%
C071.DE (Lyxor STOXX Europe 600 Media UCITS ETF Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor STOXX Europe 600 Media UCITS ETF Dist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lyxor STOXX Europe 600 Media UCITS ETF Dist was 38.17%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.17%Jan 27, 202041Mar 23, 2020227Feb 15, 2021268
-24.18%Feb 14, 2011110Aug 11, 2011248Aug 9, 2012358
-23.61%Jul 20, 2015239Jun 27, 2016879Dec 16, 20191118
-20.37%Jan 3, 2022117Jun 16, 2022179Feb 23, 2023296
-13.27%Apr 29, 201012May 25, 201046Aug 2, 201058

Volatility

Volatility Chart

The current Lyxor STOXX Europe 600 Media UCITS ETF Dist volatility is 2.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
2.95%
3.17%
C071.DE (Lyxor STOXX Europe 600 Media UCITS ETF Dist)
Benchmark (^GSPC)