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Lyxor UCITS Dow Jones Industrial Average D-EUR (DJ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINFR0007056841
IssuerAmundi
Inception DateApr 4, 2001
CategoryLarge Cap Blend Equities
Index TrackedRussell 1000 TR USD
Asset ClassEquity

Expense Ratio

The Lyxor UCITS Dow Jones Industrial Average D-EUR has a high expense ratio of 0.50%, indicating higher-than-average management fees.


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

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Lyxor UCITS Dow Jones Industrial Average D-EUR

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor UCITS Dow Jones Industrial Average D-EUR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.37%
17.73%
DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor UCITS Dow Jones Industrial Average D-EUR had a return of 4.69% year-to-date (YTD) and 13.90% in the last 12 months. Over the past 10 years, Lyxor UCITS Dow Jones Industrial Average D-EUR had an annualized return of 12.16%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.


PeriodReturnBenchmark
Year-To-Date4.69%6.33%
1 month-0.80%-2.81%
6 months12.37%21.13%
1 year13.90%24.56%
5 years (annualized)8.74%11.55%
10 years (annualized)12.16%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.35%2.03%2.18%
20230.16%-1.63%4.40%3.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DJEL.L is 76, placing it in the top 24% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of DJEL.L is 7676
Lyxor UCITS Dow Jones Industrial Average D-EUR(DJEL.L)
The Sharpe Ratio Rank of DJEL.L is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of DJEL.L is 7373Sortino Ratio Rank
The Omega Ratio Rank of DJEL.L is 7171Omega Ratio Rank
The Calmar Ratio Rank of DJEL.L is 7979Calmar Ratio Rank
The Martin Ratio Rank of DJEL.L is 8484Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DJEL.L
Sharpe ratio
The chart of Sharpe ratio for DJEL.L, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.46
Sortino ratio
The chart of Sortino ratio for DJEL.L, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.002.27
Omega ratio
The chart of Omega ratio for DJEL.L, currently valued at 1.26, compared to the broader market1.001.502.001.26
Calmar ratio
The chart of Calmar ratio for DJEL.L, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for DJEL.L, currently valued at 9.57, compared to the broader market0.0010.0020.0030.0040.0050.009.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.007.61

Sharpe Ratio

The current Lyxor UCITS Dow Jones Industrial Average D-EUR Sharpe ratio is 1.46. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.46
1.69
DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR)
Benchmark (^GSPC)

Dividends

Dividend History

Lyxor UCITS Dow Jones Industrial Average D-EUR granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to £0.03 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend£0.03£0.03£0.05£0.03£0.04£0.03£0.03£0.03£0.04£0.03£0.02

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for Lyxor UCITS Dow Jones Industrial Average D-EUR. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£0.00£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£0.03
2022£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.03
2021£0.00£0.00£0.00£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.02
2020£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.02
2019£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.01
2018£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.02
2017£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.01
2016£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.02
2015£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.00£0.01
2014£0.01£0.00£0.00£0.00£0.00£0.01

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.90%
-2.21%
DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor UCITS Dow Jones Industrial Average D-EUR. 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 UCITS Dow Jones Industrial Average D-EUR was 28.44%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Lyxor UCITS Dow Jones Industrial Average D-EUR drawdown is 1.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.44%Feb 13, 202028Mar 23, 2020162Nov 16, 2020190
-18.28%Apr 14, 201593Aug 24, 2015148Mar 23, 2016241
-15.45%Oct 4, 201858Dec 24, 2018117Jun 14, 2019175
-11.29%Jan 30, 201840Mar 26, 201849Jun 7, 201889
-10.64%Jul 10, 201364Oct 8, 2013227Sep 2, 2014291

Volatility

Volatility Chart

The current Lyxor UCITS Dow Jones Industrial Average D-EUR volatility is 2.50%, 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.50%
4.46%
DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR)
Benchmark (^GSPC)