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

Performance

DFOP.DE vs. LFOD.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 Food & Beverage UCITS ETF Acc (LFOD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with DFOP.DE having a -2.24% return and LFOD.DE slightly higher at -2.18%. Both investments have delivered pretty close results over the past 10 years, with DFOP.DE having a 2.50% annualized return and LFOD.DE not far ahead at 2.55%.


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%

LFOD.DE

1D
-0.88%
1M
-1.60%
YTD
-2.18%
6M
-1.99%
1Y
-5.63%
3Y*
-2.00%
5Y*
-1.16%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFOP.DE vs. LFOD.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%
LFOD.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc
-2.18%6.07%-3.94%-1.97%-13.19%23.20%-6.14%23.36%-2.67%12.60%

Correlation

The correlation between DFOP.DE and LFOD.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.95

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2008

0.92

The correlation between DFOP.DE and LFOD.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

DFOP.DE vs. LFOD.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

LFOD.DE
LFOD.DE Risk / Return Rank: 55
Overall Rank
LFOD.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LFOD.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
LFOD.DE Omega Ratio Rank: 55
Omega Ratio Rank
LFOD.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
LFOD.DE Martin Ratio Rank: 55
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. LFOD.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 Food & Beverage UCITS ETF Acc (LFOD.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.DELFOD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

0.94

0.94

0.00

Calmar ratioReturn relative to maximum drawdown

-0.49

-0.47

-0.02

Martin ratioReturn relative to average drawdown

-0.98

-0.93

-0.05

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

The current DFOP.DE Sharpe Ratio is -0.45, which is comparable to the LFOD.DE Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of DFOP.DE and LFOD.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.DELFOD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

-0.43

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.09

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.18

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.42

+0.15

Drawdowns

DFOP.DE vs. LFOD.DE - Drawdown Comparison

The maximum DFOP.DE drawdown since its inception was -30.33%, smaller than the maximum LFOD.DE drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for DFOP.DE and LFOD.DE.


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Drawdown Indicators


DFOP.DELFOD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.33%

-41.53%

+11.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-11.84%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-13.51%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-21.91%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-30.33%

-30.44%

+0.11%

Current Drawdown

Current decline from peak

-16.70%

-16.55%

-0.15%

Average Drawdown

Average peak-to-trough decline

-7.05%

-8.05%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

6.04%

-0.14%

Volatility

DFOP.DE vs. LFOD.DE - Volatility Comparison

Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) and Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE) have volatilities of 4.63% and 4.46%, 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.DELFOD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.46%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

10.51%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.92%

13.00%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

13.29%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

14.18%

-0.09%

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

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


Dividends

DFOP.DE vs. LFOD.DE - Dividend Comparison

DFOP.DE's dividend yield for the trailing twelve months is around 1.43%, while LFOD.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%
LFOD.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF 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 0.95, DFOP.DE and LFOD.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.

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 LFOD.DE have the same expense ratio: 0.30% per year.

Both ETFs track STOXX® Europe 600 Food & Beverage.

Portfolio Optimizer

Find the right allocation for DFOP.DE and LFOD.DE

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