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

Performance

DFOP.DE vs. XDWS.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 Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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 XDWS.DE's 4.68% return. Over the past 10 years, DFOP.DE has underperformed XDWS.DE with an annualized return of 2.61%, while XDWS.DE has yielded a comparatively higher 5.39% annualized 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%

XDWS.DE

1D
0.97%
1M
-1.96%
YTD
4.68%
6M
3.49%
1Y
-0.43%
3Y*
3.44%
5Y*
4.98%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DFOP.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist
-1.41%5.99%-3.88%-2.06%-13.09%23.08%-6.16%29.47%-7.36%12.34%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
4.68%-3.34%12.56%-1.53%-0.06%22.38%-1.96%25.94%-5.88%2.82%

Correlation

The correlation between DFOP.DE and XDWS.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.67

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

0.69

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

0.72

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.72

The correlation between DFOP.DE and XDWS.DE shifts across timeframes, from 0.67 (3 years) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DFOP.DE vs. XDWS.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

XDWS.DE
XDWS.DE Risk / Return Rank: 88
Overall Rank
XDWS.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 88
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. XDWS.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 Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.DEXDWS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

0.95

1.00

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.05

-0.34

Martin ratioReturn relative to average drawdown

-0.76

-0.09

-0.67

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

The current DFOP.DE Sharpe Ratio is -0.36, which is lower than the XDWS.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of DFOP.DE and XDWS.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.DEXDWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

-0.04

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.43

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.44

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.45

+0.12

Drawdowns

DFOP.DE vs. XDWS.DE - Drawdown Comparison

The maximum DFOP.DE drawdown since its inception was -30.33%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for DFOP.DE and XDWS.DE.


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Drawdown Indicators


DFOP.DEXDWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.33%

-22.95%

-7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-8.78%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-11.90%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-12.47%

-9.51%

Max Drawdown (10Y)

Largest decline over 10 years

-30.33%

-22.95%

-7.38%

Current Drawdown

Current decline from peak

-15.99%

-7.38%

-8.61%

Average Drawdown

Average peak-to-trough decline

-7.05%

-5.04%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

4.31%

+1.57%

Volatility

DFOP.DE vs. XDWS.DE - Volatility Comparison

Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) have volatilities of 4.93% and 5.02%, 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.DEXDWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

5.02%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

10.01%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

12.89%

12.06%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

11.35%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

12.20%

+1.89%

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

DFOP.DE has a 0.30% expense ratio, which is higher than XDWS.DE's 0.25% expense ratio.


Dividends

DFOP.DE vs. XDWS.DE - Dividend Comparison

DFOP.DE's dividend yield for the trailing twelve months is around 1.42%, while XDWS.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%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
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 XDWS.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWS.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for DFOP.DE.

DFOP.DE tracks STOXX® Europe 600 Food & Beverage, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for DFOP.DE and 0.25% for XDWS.DE.

Portfolio Optimizer

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