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Amundi STOXX Europe 600 Consumer Discretionary UCITS ETF Acc (LTVL.DE) Sharpe Ratio: 0.35

ETF · Currency in EUR · Last updated Aug 4, 2026

The Amundi STOXX Europe 600 Consumer Discretionary UCITS ETF Acc seeks to track the STOXX Europe 600 Industry Consumer Discretionary 30-15 Index. It provides synthetic exposure to European consumer discretionary companies, with constituent weights capped to limit concentration. The fund reinvests income and is domiciled in Luxembourg.

LTVL.DE's Sharpe Ratio of 0.35 indicates that for each unit of volatility, it generates 0.35 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

LTVL.DE Sharpe Ratio Rank

LTVL.DE Sharpe Ratio Rank: 17.618
Concerning

LTVL.DE ranks above 17.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

LTVL.DE Sharpe Ratio Market Positioning

The chart shows LTVL.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.63 or lower
  • Yellow zone (middle 50%): 0.63 to 1.92
  • Green zone (top 25%): 1.92 or higher
  • Top 1%: 6.46+
  • Median: 1.40 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi STOXX Europe 600 Consumer Discretionary UCITS ETF Acc's Sharpe Ratio with other ETFs in the Consumer Discretionary Equities, Europe Equities category across multiple time periods, showing how LTVL.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ROX.DEExpat Romania BET UCITS ETF3.89
SELD.DEAmundi STOXX Europe Select Dividend 30 UCITS ETF Dist3.36
EXSH.DEiShares STOXX Europe Select Dividend 30 UCITS ETF (DE)3.31
EUPE.DEOssiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)3.15
WTEE.DEWisdomTree Europe Equity Income UCITS ETF3.11
ZPRW.DESPDR MSCI Europe Value UCITS ETF2.93
DXSA.DEXtrackers Euro Stoxx Quality Dividend UCITS ETF 1D2.89
XB4A.DEXtrackers ATX UCITS ETF (Acc)2.88
EDEU.DEBNP Paribas Easy ESG Dividend Europe UCITS ETF2.87
EXXX.DEiShares ATX UCITS ETF (DE)2.82
LTVL.DEAmundi STOXX Europe 600 Consumer Discretionary UCITS ETF Acc0.35
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows LTVL.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when LTVL.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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