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Lyxor STOXX Europe 600 Personal & Household Goods ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1834988351
WKNLYX02Q
IssuerAmundi
Inception DateAug 18, 2006
CategoryConsumer Staples Equities
Index TrackedSTOXX® Europe 600 Personal & Household Goods
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

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


Expense ratio chart for LPHG.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 Personal & Household Goods UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Lyxor STOXX Europe 600 Personal & Household Goods 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.


240.00%260.00%280.00%300.00%320.00%340.00%360.00%December2024FebruaryMarchAprilMay
293.21%
364.94%
LPHG.DE (Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc had a return of 8.08% year-to-date (YTD) and -1.53% in the last 12 months. Over the past 10 years, Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc had an annualized return of 11.42%, while the S&P 500 benchmark had an annualized return of 10.97%, indicating that Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date8.08%11.29%
1 month6.18%4.87%
6 months10.30%17.88%
1 year-1.53%29.16%
5 years (annualized)9.29%13.20%
10 years (annualized)11.42%10.97%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.42%3.85%0.00%-2.14%8.08%
20239.10%0.45%4.12%4.00%-6.60%3.74%0.43%-4.68%-5.60%-3.72%4.94%2.44%7.55%
2022-5.75%-3.35%-2.40%-1.59%-2.48%-2.52%10.34%-4.63%-6.94%3.03%11.14%-4.39%-10.84%
2021-1.66%-1.97%8.03%2.58%6.05%1.15%-0.07%-2.78%-3.54%5.60%1.66%4.90%20.94%
20200.76%-9.49%-9.43%7.93%2.88%2.45%-2.45%2.35%3.55%-4.59%10.40%3.33%5.72%
20198.42%4.59%6.93%2.39%-3.63%3.52%3.76%-3.45%1.83%-0.96%5.04%2.32%34.48%
2018-0.84%-6.34%0.86%5.03%1.66%-1.32%2.93%-1.00%-1.42%-6.89%-2.08%-6.83%-15.78%
20172.36%5.98%3.81%3.56%1.69%-4.09%-2.69%0.45%0.95%3.05%-3.52%0.93%12.63%
2016-1.45%-1.50%2.14%1.15%2.60%-0.82%1.47%0.43%-0.97%-2.46%-2.04%4.83%3.15%
201511.48%6.16%-1.06%1.65%4.31%-5.72%8.72%-10.04%-0.92%12.71%-0.10%-3.99%22.62%
2014-5.05%7.84%-3.28%5.25%4.24%-1.10%-0.98%-0.20%-0.28%1.18%6.86%-1.71%12.55%
20132.35%2.48%5.44%1.19%2.44%-4.51%3.26%-2.03%3.60%2.21%0.15%-1.19%16.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LPHG.DE is 9, indicating that it is in the bottom 9% 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 LPHG.DE is 99
LPHG.DE (Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc)
The Sharpe Ratio Rank of LPHG.DE is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of LPHG.DE is 1010Sortino Ratio Rank
The Omega Ratio Rank of LPHG.DE is 1010Omega Ratio Rank
The Calmar Ratio Rank of LPHG.DE is 99Calmar Ratio Rank
The Martin Ratio Rank of LPHG.DE is 1010Martin 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 Personal & Household Goods UCITS ETF Acc (LPHG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LPHG.DE
Sharpe ratio
The chart of Sharpe ratio for LPHG.DE, currently valued at -0.06, compared to the broader market0.002.004.00-0.06
Sortino ratio
The chart of Sortino ratio for LPHG.DE, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.0010.000.02
Omega ratio
The chart of Omega ratio for LPHG.DE, currently valued at 1.00, compared to the broader market0.501.001.502.002.501.00
Calmar ratio
The chart of Calmar ratio for LPHG.DE, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00-0.06
Martin ratio
The chart of Martin ratio for LPHG.DE, currently valued at -0.12, compared to the broader market0.0020.0040.0060.0080.00-0.12
^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 market0.002.004.006.008.0010.0012.001.98
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 Personal & Household Goods UCITS ETF Acc Sharpe ratio is -0.06. 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 Personal & Household Goods 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
-0.06
2.55
LPHG.DE (Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-2.60%
-0.08%
LPHG.DE (Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor STOXX Europe 600 Personal & Household Goods 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 Personal & Household Goods UCITS ETF Acc was 48.96%, occurring on Mar 30, 2009. Recovery took 185 trading sessions.

The current Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc drawdown is 2.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.96%Jul 10, 200743Mar 30, 2009185Dec 3, 2010228
-29.39%Feb 20, 202018Mar 23, 2020127Nov 11, 2020145
-21.86%Jan 6, 202239Mar 8, 2022256Apr 3, 2023295
-20.53%Jun 7, 2017269Dec 27, 201885Jul 2, 2019354
-17.41%May 9, 2023124Oct 27, 2023

Volatility

Volatility Chart

The current Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc volatility is 3.15%, 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%6.00%December2024FebruaryMarchAprilMay
3.15%
3.27%
LPHG.DE (Lyxor STOXX Europe 600 Personal & Household Goods UCITS ETF Acc)
Benchmark (^GSPC)