DXSG.DE vs. LTCM.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and LTCM.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc) are both Communications Equities funds - DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35 while LTCM.DE tracks the STOXX® Europe 600 Telecommunications. Both are passively managed. Over the past 10 years, DXSG.DE returned 1.87%/yr vs 4.00%/yr for LTCM.DE. A 0.68 correlation means they provide meaningful diversification when combined. DXSG.DE charges 0.17%/yr vs 0.30%/yr for LTCM.DE.
Performance
DXSG.DE vs. LTCM.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly lower than LTCM.DE's 26.77% return. Over the past 10 years, DXSG.DE has underperformed LTCM.DE with an annualized return of 1.87%, while LTCM.DE has yielded a comparatively higher 4.00% annualized return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.09%
- YTD
- 5.28%
- 6M
- 7.13%
- 1Y
- -8.38%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
LTCM.DE
- 1D
- -1.92%
- 1M
- 3.88%
- YTD
- 26.77%
- 6M
- 29.84%
- 1Y
- 24.16%
- 3Y*
- 21.21%
- 5Y*
- 10.43%
- 10Y*
- 4.00%
DXSG.DE vs. LTCM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
LTCM.DE Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc | 26.77% | 15.77% | 20.76% | 7.89% | -13.99% | 14.35% | -12.67% | 5.36% | -8.87% | 0.74% |
Correlation
The correlation between DXSG.DE and LTCM.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2007 | 0.68 |
The correlation between DXSG.DE and LTCM.DE shifts across timeframes, from 0.60 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DXSG.DE vs. LTCM.DE — Risk / Return Rank
DXSG.DE
LTCM.DE
DXSG.DE vs. LTCM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.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.
| DXSG.DE | LTCM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.28 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.14 | -3.62 |
| Martin ratioReturn relative to average drawdown | -0.91 | 6.46 | -7.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DXSG.DE | LTCM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 1.57 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.80 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.30 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.22 | -0.05 |
Drawdowns
DXSG.DE vs. LTCM.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, roughly equal to the maximum LTCM.DE drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and LTCM.DE.
Loading charts...
Drawdown Indicators
| DXSG.DE | LTCM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -47.69% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -7.67% | -9.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -9.60% | -7.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -21.10% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | -31.91% | -5.42% |
Current DrawdownCurrent decline from peak | -9.16% | -2.38% | -6.78% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -21.45% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 3.48% | +5.41% |
Volatility
DXSG.DE vs. LTCM.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) is 5.43%, while Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) has a volatility of 6.12%. This indicates that DXSG.DE experiences smaller price fluctuations and is considered to be less risky than LTCM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DXSG.DE | LTCM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 6.12% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 12.40% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 15.36% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 15.74% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 18.36% | -2.48% |
DXSG.DE vs. LTCM.DE - Expense Ratio Comparison
DXSG.DE has a 0.17% expense ratio, which is lower than LTCM.DE's 0.30% expense ratio.
Dividends
DXSG.DE vs. LTCM.DE - Dividend Comparison
Neither DXSG.DE nor LTCM.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and LTCM.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for LTCM.DE.
DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while LTCM.DE tracks STOXX® Europe 600 Telecommunications. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.17% for DXSG.DE and 0.30% for LTCM.DE.
Find the right allocation for DXSG.DE and LTCM.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer