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

Performance

DFOP.DE vs. ESIS.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 iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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 -1.41% return, which is significantly lower than ESIS.DE's -1.06% return.


DFOP.DE

1D
-0.46%
1M
-0.69%
YTD
-1.41%
6M
-1.40%
1Y
-4.60%
3Y*
-1.96%
5Y*
-1.01%
10Y*
2.61%

ESIS.DE

1D
-0.73%
1M
0.25%
YTD
-1.06%
6M
-1.46%
1Y
-3.57%
3Y*
-0.33%
5Y*
0.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
DFOP.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist
-1.41%5.99%-3.88%-2.06%-13.09%23.08%3.52%
ESIS.DE
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)
-1.06%6.81%-2.47%0.99%-8.57%19.70%2.50%

Correlation

The correlation between DFOP.DE and ESIS.DE is 0.94, 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

0.94

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2020

0.90

The correlation between DFOP.DE and ESIS.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

DFOP.DE vs. ESIS.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: 66
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: 66
Calmar Ratio Rank
DFOP.DE Martin Ratio Rank: 55
Martin Ratio Rank

ESIS.DE
ESIS.DE Risk / Return Rank: 66
Overall Rank
ESIS.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ESIS.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
ESIS.DE Omega Ratio Rank: 66
Omega Ratio Rank
ESIS.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
ESIS.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. ESIS.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 iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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.DEESIS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

0.95

0.97

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.28

-0.11

Martin ratioReturn relative to average drawdown

-0.76

-0.58

-0.18

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

The current DFOP.DE Sharpe Ratio is -0.36, which is lower than the ESIS.DE Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of DFOP.DE and ESIS.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.DEESIS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

-0.25

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.06

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.23

+0.34

Drawdowns

DFOP.DE vs. ESIS.DE - Drawdown Comparison

The maximum DFOP.DE drawdown since its inception was -30.33%, which is greater than ESIS.DE's maximum drawdown of -15.05%. Use the drawdown chart below to compare losses from any high point for DFOP.DE and ESIS.DE.


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Drawdown Indicators


DFOP.DEESIS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.33%

-15.05%

-15.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-12.66%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-12.66%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-15.05%

-6.93%

Max Drawdown (10Y)

Largest decline over 10 years

-30.33%

Current Drawdown

Current decline from peak

-15.99%

-11.04%

-4.95%

Average Drawdown

Average peak-to-trough decline

-7.05%

-6.63%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

5.97%

-0.09%

Volatility

DFOP.DE vs. ESIS.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) is 4.93%, while iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) has a volatility of 5.36%. This indicates that DFOP.DE experiences smaller price fluctuations and is considered to be less risky than ESIS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFOP.DEESIS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

5.36%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

11.25%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.89%

14.03%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

12.93%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

12.96%

+1.13%

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

DFOP.DE has a 0.30% expense ratio, which is higher than ESIS.DE's 0.18% expense ratio.


Dividends

DFOP.DE vs. ESIS.DE - Dividend Comparison

DFOP.DE's dividend yield for the trailing twelve months is around 1.42%, while ESIS.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DFOP.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist
1.42%1.40%1.94%1.47%2.06%1.46%2.31%1.65%2.35%0.84%
ESIS.DE
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, DFOP.DE and ESIS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ESIS.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIS.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for DFOP.DE.

DFOP.DE tracks STOXX® Europe 600 Food & Beverage, while ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for DFOP.DE and 0.18% for ESIS.DE.

Portfolio Optimizer

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