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DFOP.DE vs. DFOA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFOP.DE vs. DFOA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) and Lyxor STOXX Europe 600 Automobiles & Parts UCITS ETF Dist (DFOA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DFOP.DE

1D
-0.84%
1M
-1.75%
YTD
-2.24%
6M
-2.12%
1Y
-5.84%
3Y*
-1.99%
5Y*
-1.18%
10Y*
2.50%

DFOA.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFOP.DE vs. DFOA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFOP.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist
-2.24%5.99%-3.88%-2.06%-13.09%23.08%-6.16%29.47%-7.36%12.34%
DFOA.DE
Lyxor STOXX Europe 600 Automobiles & Parts UCITS ETF Dist
0.00%0.00%5.54%24.16%-16.08%25.87%5.89%21.16%-26.76%15.41%

Correlation

The correlation between DFOP.DE and DFOA.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2008

0.40

The correlation between DFOP.DE and DFOA.DE shifts across timeframes, from 0.12 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DFOP.DE vs. DFOA.DE — Risk / Return Rank

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

DFOP.DE
DFOP.DE Risk / Return Rank: 55
Overall Rank
DFOP.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DFOP.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
DFOP.DE Omega Ratio Rank: 55
Omega Ratio Rank
DFOP.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
DFOP.DE Martin Ratio Rank: 44
Martin Ratio Rank

DFOA.DE
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.

DFOP.DE vs. DFOA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) and Lyxor STOXX Europe 600 Automobiles & Parts UCITS ETF Dist (DFOA.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.


DFOP.DEDFOA.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.94

Calmar ratioReturn relative to maximum drawdown

-0.49

Martin ratioReturn relative to average drawdown

-0.98

DFOP.DE vs. DFOA.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DFOP.DEDFOA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Drawdowns

DFOP.DE vs. DFOA.DE - Drawdown Comparison


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Drawdown Indicators


DFOP.DEDFOA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

Max Drawdown (10Y)

Largest decline over 10 years

-30.33%

Current Drawdown

Current decline from peak

-16.70%

Average Drawdown

Average peak-to-trough decline

-7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

Volatility

DFOP.DE vs. DFOA.DE - Volatility Comparison


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Volatility by Period


DFOP.DEDFOA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

DFOP.DE vs. DFOA.DE - Expense Ratio Comparison

Both DFOP.DE and DFOA.DE have an expense ratio of 0.30%.


Dividends

DFOP.DE vs. DFOA.DE - Dividend Comparison

DFOP.DE's dividend yield for the trailing twelve months is around 1.43%, while DFOA.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DFOA.DE
Lyxor STOXX Europe 600 Automobiles & Parts UCITS ETF Dist
0.00%0.00%0.00%4.33%7.24%1.14%3.18%4.16%3.60%0.00%
DFOP.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist
1.43%1.40%1.94%1.47%2.06%1.46%2.31%1.65%2.35%0.84%

Frequently Asked Questions


DFOP.DE and DFOA.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DFOP.DE and DFOA.DE have the same expense ratio: 0.30% per year.

DFOP.DE tracks STOXX® Europe 600 Food & Beverage, while DFOA.DE tracks STOXX® Europe 600 Automobiles & Parts.

Portfolio Optimizer

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