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CSTA.DE vs. ETLH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSTA.DE vs. ETLH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.DE) and L&G Ecommerce Logistics UCITS ETF (ETLH.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, CSTA.DE achieves a 26.81% return, which is significantly higher than ETLH.DE's 0.49% return.


CSTA.DE

1D
1.41%
1M
15.91%
YTD
26.81%
6M
24.52%
1Y
25.25%
3Y*
14.19%
5Y*
8.98%
10Y*
13.18%

ETLH.DE

1D
1.09%
1M
4.94%
YTD
0.49%
6M
2.11%
1Y
4.70%
3Y*
5.96%
5Y*
2.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSTA.DE vs. ETLH.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CSTA.DE
Lyxor STOXX Europe 600 Technology UCITS ETF Dist
26.81%3.46%6.60%32.50%-27.79%34.31%14.21%37.95%-7.67%
ETLH.DE
L&G Ecommerce Logistics UCITS ETF
0.49%-0.43%8.79%17.72%-16.87%27.97%30.38%35.30%-10.20%

Correlation

The correlation between CSTA.DE and ETLH.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2018

0.71

The correlation between CSTA.DE and ETLH.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.

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Return for Risk

CSTA.DE vs. ETLH.DE — Risk / Return Rank

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

CSTA.DE
CSTA.DE Risk / Return Rank: 3131
Overall Rank
CSTA.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CSTA.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
CSTA.DE Omega Ratio Rank: 3030
Omega Ratio Rank
CSTA.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
CSTA.DE Martin Ratio Rank: 3030
Martin Ratio Rank

ETLH.DE
ETLH.DE Risk / Return Rank: 1414
Overall Rank
ETLH.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ETLH.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
ETLH.DE Omega Ratio Rank: 1313
Omega Ratio Rank
ETLH.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
ETLH.DE Martin Ratio Rank: 1414
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.

CSTA.DE vs. ETLH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.DE) and L&G Ecommerce Logistics UCITS ETF (ETLH.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.


CSTA.DEETLH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.20

1.06

+0.14

Calmar ratioReturn relative to maximum drawdown

1.69

0.37

+1.31

Martin ratioReturn relative to average drawdown

4.37

0.96

+3.41

CSTA.DE vs. ETLH.DE - Sharpe Ratio Comparison

The current CSTA.DE Sharpe Ratio is 1.09, which is higher than the ETLH.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of CSTA.DE and ETLH.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


CSTA.DEETLH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.32

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.14

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.03

Drawdowns

CSTA.DE vs. ETLH.DE - Drawdown Comparison

The maximum CSTA.DE drawdown since its inception was -40.24%, which is greater than ETLH.DE's maximum drawdown of -27.60%. Use the drawdown chart below to compare losses from any high point for CSTA.DE and ETLH.DE.


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Drawdown Indicators


CSTA.DEETLH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-27.60%

-12.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-12.61%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-23.86%

-25.70%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-40.24%

-26.37%

-13.87%

Max Drawdown (10Y)

Largest decline over 10 years

-40.24%

Current Drawdown

Current decline from peak

0.00%

-7.50%

+7.50%

Average Drawdown

Average peak-to-trough decline

-8.76%

-8.28%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

4.89%

+0.88%

Volatility

CSTA.DE vs. ETLH.DE - Volatility Comparison

Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.DE) has a higher volatility of 7.89% compared to L&G Ecommerce Logistics UCITS ETF (ETLH.DE) at 4.00%. This indicates that CSTA.DE's price experiences larger fluctuations and is considered to be riskier than ETLH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSTA.DEETLH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

4.00%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

19.06%

10.62%

+8.44%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

14.85%

+8.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.97%

16.60%

+8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

17.49%

+5.84%

CSTA.DE vs. ETLH.DE - Expense Ratio Comparison

CSTA.DE has a 0.30% expense ratio, which is lower than ETLH.DE's 0.49% expense ratio.


Dividends

CSTA.DE vs. ETLH.DE - Dividend Comparison

Neither CSTA.DE nor ETLH.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CSTA.DE
Lyxor STOXX Europe 600 Technology UCITS ETF Dist
0.00%0.00%0.77%0.59%1.04%0.52%0.55%1.26%1.49%0.09%
ETLH.DE
L&G Ecommerce Logistics UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CSTA.DE and ETLH.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSTA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSTA.DE is cheaper with a 0.30% expense ratio, compared with 0.49% for ETLH.DE.

CSTA.DE tracks STOXX® Europe 600 Technology, while ETLH.DE tracks Solactive eCommerce Logistics. They also come from different issuers: Amundi and Legal & General. Their fees differ too: 0.30% for CSTA.DE and 0.49% for ETLH.DE.

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