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6TVL.DE vs. XZEC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6TVL.DE vs. XZEC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.DE) and Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 6TVL.DE achieves a -8.10% return, which is significantly lower than XZEC.DE's 3.52% return.


6TVL.DE

1D
0.42%
1M
2.73%
YTD
-8.10%
6M
-7.86%
1Y
-4.24%
3Y*
-4.77%
5Y*
-4.06%
10Y*
-1.08%

XZEC.DE

1D
1.36%
1M
0.98%
YTD
3.52%
6M
3.97%
1Y
11.54%
3Y*
2.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

6TVL.DE vs. XZEC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
6TVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist
-8.10%1.54%-4.24%21.08%-11.83%-10.49%
XZEC.DE
Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF
3.52%1.95%3.52%16.28%-16.49%0.39%

Correlation

The correlation between 6TVL.DE and XZEC.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.73

The correlation between 6TVL.DE and XZEC.DE shifts across timeframes, from 0.73 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

6TVL.DE vs. XZEC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6TVL.DE
6TVL.DE Risk / Return Rank: 66
Overall Rank
6TVL.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
6TVL.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
6TVL.DE Omega Ratio Rank: 66
Omega Ratio Rank
6TVL.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
6TVL.DE Martin Ratio Rank: 66
Martin Ratio Rank

XZEC.DE
XZEC.DE Risk / Return Rank: 2222
Overall Rank
XZEC.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XZEC.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XZEC.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XZEC.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XZEC.DE Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

6TVL.DE vs. XZEC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.DE) and Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


6TVL.DEXZEC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

0.97

1.13

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.26

0.98

-1.24

Martin ratioReturn relative to average drawdown

-0.65

2.63

-3.28

6TVL.DE vs. XZEC.DE - Sharpe Ratio Comparison

The current 6TVL.DE Sharpe Ratio is -0.27, which is lower than the XZEC.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of 6TVL.DE and XZEC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


6TVL.DEXZEC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.73

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.06

+0.23

Drawdowns

6TVL.DE vs. XZEC.DE - Drawdown Comparison

The maximum 6TVL.DE drawdown since its inception was -55.51%, which is greater than XZEC.DE's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for 6TVL.DE and XZEC.DE.


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Drawdown Indicators


6TVL.DEXZEC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.51%

-30.22%

-25.29%

Max Drawdown (1Y)

Largest decline over 1 year

-18.82%

-11.27%

-7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-28.26%

-23.79%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-38.62%

Max Drawdown (10Y)

Largest decline over 10 years

-55.51%

Current Drawdown

Current decline from peak

-23.38%

-4.58%

-18.80%

Average Drawdown

Average peak-to-trough decline

-13.35%

-10.22%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.59%

4.19%

+3.40%

Volatility

6TVL.DE vs. XZEC.DE - Volatility Comparison

Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.DE) has a higher volatility of 5.06% compared to Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) at 4.04%. This indicates that 6TVL.DE's price experiences larger fluctuations and is considered to be riskier than XZEC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6TVL.DEXZEC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

4.04%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

11.07%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.19%

15.07%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.43%

20.02%

+4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.85%

20.02%

+5.83%

6TVL.DE vs. XZEC.DE - Expense Ratio Comparison

6TVL.DE has a 0.30% expense ratio, which is higher than XZEC.DE's 0.17% expense ratio.


Dividends

6TVL.DE vs. XZEC.DE - Dividend Comparison

6TVL.DE's dividend yield for the trailing twelve months is around 2.14%, while XZEC.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
6TVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist
2.14%1.97%1.46%0.80%1.63%0.05%
XZEC.DE
Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


6TVL.DE and XZEC.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for 6TVL.DE.

6TVL.DE tracks STOXX® Europe 600 Travel & Leisure, while XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for 6TVL.DE and 0.17% for XZEC.DE.

Portfolio Optimizer

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