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CSTA.DE vs. M37R.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSTA.DE vs. M37R.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 HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE). The values are adjusted to include any dividend payments, if applicable.

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CSTA.DE vs. M37R.DE - Yearly Performance Comparison


2026 (YTD)20252024
CSTA.DE
Lyxor STOXX Europe 600 Technology UCITS ETF Dist
-2.16%3.46%-2.45%
M37R.DE
HANetf ETC Group Global Metaverse UCITS ETF
-20.04%-10.17%28.74%

Returns By Period

In the year-to-date period, CSTA.DE achieves a -2.16% return, which is significantly higher than M37R.DE's -20.04% return.


CSTA.DE

1D
3.73%
1M
-4.38%
YTD
-2.16%
6M
-3.74%
1Y
2.42%
3Y*
5.95%
5Y*
3.98%
10Y*
10.25%

M37R.DE

1D
3.87%
1M
-9.89%
YTD
-20.04%
6M
-31.63%
1Y
-8.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSTA.DE vs. M37R.DE - Expense Ratio Comparison

CSTA.DE has a 0.30% expense ratio, which is lower than M37R.DE's 0.65% expense ratio.


Return for Risk

CSTA.DE vs. M37R.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: 1414
Overall Rank
CSTA.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CSTA.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
CSTA.DE Omega Ratio Rank: 1414
Omega Ratio Rank
CSTA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
CSTA.DE Martin Ratio Rank: 1414
Martin Ratio Rank

M37R.DE
M37R.DE Risk / Return Rank: 88
Overall Rank
M37R.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
M37R.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
M37R.DE Omega Ratio Rank: 88
Omega Ratio Rank
M37R.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
M37R.DE Martin Ratio Rank: 77
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. M37R.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 HANetf ETC Group Global Metaverse UCITS ETF (M37R.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.DEM37R.DEDifference

Sharpe ratio

Return per unit of total volatility

0.10

-0.26

+0.36

Sortino ratio

Return per unit of downside risk

0.31

-0.15

+0.46

Omega ratio

Gain probability vs. loss probability

1.04

0.98

+0.06

Calmar ratio

Return relative to maximum drawdown

0.17

-0.24

+0.41

Martin ratio

Return relative to average drawdown

0.46

-0.62

+1.07

CSTA.DE vs. M37R.DE - Sharpe Ratio Comparison

The current CSTA.DE Sharpe Ratio is 0.10, which is higher than the M37R.DE Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of CSTA.DE and M37R.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSTA.DEM37R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

-0.26

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

-0.16

+0.62

Correlation

The correlation between CSTA.DE and M37R.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSTA.DE vs. M37R.DE - Dividend Comparison

Neither CSTA.DE nor M37R.DE has paid dividends to shareholders.


TTM202520242023202220212020201920182017
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%
M37R.DE
HANetf ETC Group Global Metaverse UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSTA.DE vs. M37R.DE - Drawdown Comparison

The maximum CSTA.DE drawdown since its inception was -40.24%, roughly equal to the maximum M37R.DE drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for CSTA.DE and M37R.DE.


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Drawdown Indicators


CSTA.DEM37R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-38.85%

-1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-38.85%

+23.94%

Max Drawdown (5Y)

Largest decline over 5 years

-40.24%

Max Drawdown (10Y)

Largest decline over 10 years

-40.24%

Current Drawdown

Current decline from peak

-10.99%

-35.62%

+24.63%

Average Drawdown

Average peak-to-trough decline

-8.82%

-12.70%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

15.05%

-9.47%

Volatility

CSTA.DE vs. M37R.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.DE) is 8.25%, while HANetf ETC Group Global Metaverse UCITS ETF (M37R.DE) has a volatility of 10.31%. This indicates that CSTA.DE experiences smaller price fluctuations and is considered to be less risky than M37R.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.DEM37R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

10.31%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

21.55%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

32.81%

-9.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.72%

32.11%

-7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

32.11%

-8.99%