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DFOP.DE vs. E61Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFOP.DE vs. E61Z.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 Global X E-commerce UCITS ETF USD Accumulating (E61Z.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, DFOP.DE achieves a -2.24% return, which is significantly higher than E61Z.DE's -14.62% return.


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%

E61Z.DE

1D
1.36%
1M
0.05%
YTD
-14.62%
6M
-13.76%
1Y
-9.72%
3Y*
14.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFOP.DE vs. E61Z.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFOP.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist
-2.24%5.99%-3.88%-2.06%-13.09%3.15%
E61Z.DE
Global X E-commerce UCITS ETF USD Accumulating
-14.62%7.18%37.44%27.85%-36.99%-14.47%

Correlation

The correlation between DFOP.DE and E61Z.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.24

The correlation between DFOP.DE and E61Z.DE shifts across timeframes, from 0.10 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DFOP.DE vs. E61Z.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

E61Z.DE
E61Z.DE Risk / Return Rank: 55
Overall Rank
E61Z.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
E61Z.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
E61Z.DE Omega Ratio Rank: 55
Omega Ratio Rank
E61Z.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
E61Z.DE Martin Ratio Rank: 66
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.

DFOP.DE vs. E61Z.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 Global X E-commerce UCITS ETF USD Accumulating (E61Z.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.DEE61Z.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

0.94

0.93

0.00

Calmar ratioReturn relative to maximum drawdown

-0.49

-0.38

-0.11

Martin ratioReturn relative to average drawdown

-0.98

-0.76

-0.22

DFOP.DE vs. E61Z.DE - Sharpe Ratio Comparison

The current DFOP.DE Sharpe Ratio is -0.45, which is comparable to the E61Z.DE Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of DFOP.DE and E61Z.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


DFOP.DEE61Z.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

-0.50

+0.05

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

-0.11

+0.68

Drawdowns

DFOP.DE vs. E61Z.DE - Drawdown Comparison

The maximum DFOP.DE drawdown since its inception was -30.33%, smaller than the maximum E61Z.DE drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for DFOP.DE and E61Z.DE.


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Drawdown Indicators


DFOP.DEE61Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.33%

-49.16%

+18.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-25.19%

+13.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-30.13%

+16.55%

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%

-21.27%

+4.57%

Average Drawdown

Average peak-to-trough decline

-7.05%

-25.70%

+18.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

12.75%

-6.85%

Volatility

DFOP.DE vs. E61Z.DE - Volatility Comparison

Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) and Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) have volatilities of 4.63% and 4.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFOP.DEE61Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.55%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

14.51%

-4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.92%

19.25%

-6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

27.20%

-13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

27.20%

-13.11%

DFOP.DE vs. E61Z.DE - Expense Ratio Comparison

DFOP.DE has a 0.30% expense ratio, which is lower than E61Z.DE's 0.50% expense ratio.


Dividends

DFOP.DE vs. E61Z.DE - Dividend Comparison

DFOP.DE's dividend yield for the trailing twelve months is around 1.43%, while E61Z.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
E61Z.DE
Global X E-commerce UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DFOP.DE and E61Z.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

DFOP.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for E61Z.DE.

DFOP.DE tracks STOXX® Europe 600 Food & Beverage, while E61Z.DE tracks Solactive E-commerce. They also come from different issuers: Amundi and Global X. Their fees differ too: 0.30% for DFOP.DE and 0.50% for E61Z.DE.

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