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Lyxor STOXX Europe 600 Food & Beverage UCITS ETF A...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1834985845
WKNLYX02J
IssuerAmundi
Inception DateAug 18, 2006
CategoryConsumer Staples Equities
Index TrackedSTOXX® Europe 600 Food & Beverage
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

LFOD.DE has a high expense ratio of 0.30%, indicating higher-than-average management fees.


Expense ratio chart for LFOD.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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Compare to other instruments

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


Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc

Performance

Performance Chart

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


200.00%250.00%300.00%350.00%December2024FebruaryMarchAprilMay
226.95%
358.50%
LFOD.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc had a return of 1.85% year-to-date (YTD) and -9.11% in the last 12 months. Over the past 10 years, Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc had an annualized return of 5.43%, while the S&P 500 had an annualized return of 10.97%, indicating that Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.85%11.29%
1 month6.27%4.87%
6 months3.58%17.88%
1 year-9.11%29.16%
5 years (annualized)1.00%13.20%
10 years (annualized)5.43%10.97%

Monthly Returns

The table below presents the monthly returns of LFOD.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.11%-3.12%1.35%-1.25%1.85%
20231.46%0.65%4.35%2.99%-5.94%0.34%0.08%-2.41%-4.73%-0.86%0.83%1.75%-1.97%
2022-6.07%-0.49%-0.56%4.91%-6.19%-3.43%8.25%-4.88%-5.44%-0.45%4.86%-3.18%-13.08%
2021-3.96%-2.38%7.64%5.18%2.98%2.99%0.80%-0.67%-2.15%5.32%-1.70%7.75%23.04%
2020-1.17%-10.18%-8.08%5.67%0.01%0.43%1.99%-0.54%-0.43%-5.28%9.46%3.47%-6.14%
20198.46%4.26%6.20%2.82%0.42%2.58%4.51%2.99%-1.37%-5.41%1.13%1.68%31.34%
2018-2.89%-3.56%-0.13%1.26%2.50%0.24%2.64%0.01%-1.63%-2.66%2.98%-7.13%-8.53%
2017-0.13%4.21%1.68%1.28%4.38%-2.24%-0.30%0.04%0.56%2.96%-0.51%0.48%12.90%
2016-4.41%-0.93%1.08%-0.50%3.59%0.80%2.22%-1.13%0.49%-6.06%-3.42%3.71%-4.96%
201511.71%3.90%-0.43%-1.09%1.45%-4.67%4.49%-7.67%2.75%9.31%4.20%-3.49%20.48%
2014-3.41%4.07%0.79%3.13%3.78%0.32%-1.40%2.67%0.28%-1.22%6.62%-2.01%13.99%
20132.71%4.74%5.67%-1.86%-2.93%-3.13%0.96%-0.83%2.54%2.22%-0.23%-0.14%9.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LFOD.DE is 3, indicating that it is in the bottom 3% of ETFs on our website 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 LFOD.DE is 33
LFOD.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc)
The Sharpe Ratio Rank of LFOD.DE is 33Sharpe Ratio Rank
The Sortino Ratio Rank of LFOD.DE is 33Sortino Ratio Rank
The Omega Ratio Rank of LFOD.DE is 22Omega Ratio Rank
The Calmar Ratio Rank of LFOD.DE is 22Calmar Ratio Rank
The Martin Ratio Rank of LFOD.DE is 44Martin 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 STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LFOD.DE
Sharpe ratio
The chart of Sharpe ratio for LFOD.DE, currently valued at -0.76, compared to the broader market0.002.004.00-0.76
Sortino ratio
The chart of Sortino ratio for LFOD.DE, currently valued at -0.98, compared to the broader market-2.000.002.004.006.008.0010.00-0.98
Omega ratio
The chart of Omega ratio for LFOD.DE, currently valued at 0.88, compared to the broader market0.501.001.502.002.500.88
Calmar ratio
The chart of Calmar ratio for LFOD.DE, currently valued at -0.42, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.42
Martin ratio
The chart of Martin ratio for LFOD.DE, currently valued at -0.88, compared to the broader market0.0020.0040.0060.0080.00-0.88
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market0.002.004.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.0012.0014.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.0080.009.39

Sharpe Ratio

The current Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc Sharpe ratio is -0.76. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.76
2.55
LFOD.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-14.72%
-0.08%
LFOD.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc. 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 Food & Beverage UCITS ETF Acc was 41.53%, occurring on Mar 20, 2009. Recovery took 200 trading sessions.

The current Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc drawdown is 14.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.53%Nov 12, 2007179Mar 20, 2009200Apr 1, 2010379
-30.44%Sep 5, 2019127Mar 18, 2020296Jun 16, 2021423
-20.27%Jan 5, 2022582Apr 16, 2024
-15.96%Apr 16, 201584Aug 24, 201547Nov 5, 2015131
-13.81%Dec 3, 2015224Dec 1, 201693May 4, 2017317

Volatility

Volatility Chart

The current Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc volatility is 3.07%, 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.


1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.07%
3.27%
LFOD.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc)
Benchmark (^GSPC)