DXSK.DE vs. DFOP.DE
DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and DFOP.DE (Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist) are both Consumer Staples Equities funds - DXSK.DE tracks the MSCI Europe Consumer Staples ESG Screened 20-35 while DFOP.DE tracks the STOXX® Europe 600 Food & Beverage. Both are passively managed. Over the past 10 years, DXSK.DE returned 1.68%/yr vs 2.50%/yr for DFOP.DE. Their correlation of 0.90 suggests significant overlap in exposure. DXSK.DE charges 0.17%/yr vs 0.30%/yr for DFOP.DE.
Performance
DXSK.DE vs. DFOP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSK.DE achieves a -1.77% return, which is significantly higher than DFOP.DE's -2.24% return. Over the past 10 years, DXSK.DE has underperformed DFOP.DE with an annualized return of 1.68%, while DFOP.DE has yielded a comparatively higher 2.50% annualized return.
DXSK.DE
- 1D
- -0.60%
- 1M
- -3.00%
- YTD
- -1.77%
- 6M
- -1.94%
- 1Y
- -8.43%
- 3Y*
- -5.20%
- 5Y*
- -2.86%
- 10Y*
- 1.68%
DFOP.DE
- 1D
- -0.84%
- 1M
- -3.42%
- YTD
- -2.24%
- 6M
- -1.87%
- 1Y
- -5.53%
- 3Y*
- -1.99%
- 5Y*
- -1.18%
- 10Y*
- 2.50%
DXSK.DE vs. DFOP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | -1.77% | -1.90% | -8.81% | 1.36% | -10.89% | 20.71% | -6.08% | 29.68% | -7.36% | 12.63% |
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% |
Correlation
The correlation between DXSK.DE and DFOP.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2008 | 0.90 |
The correlation between DXSK.DE and DFOP.DE shifts across timeframes, from 0.81 (1 year) to 0.92 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DXSK.DE vs. DFOP.DE — Risk / Return Rank
DXSK.DE
DFOP.DE
DXSK.DE vs. DFOP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.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.
| DXSK.DE | DFOP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.94 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.49 | -0.06 |
| Martin ratioReturn relative to average drawdown | -1.17 | -0.98 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXSK.DE | DFOP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | -0.45 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | -0.09 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.18 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.56 | -0.19 |
Drawdowns
DXSK.DE vs. DFOP.DE - Drawdown Comparison
The maximum DXSK.DE drawdown since its inception was -39.67%, which is greater than DFOP.DE's maximum drawdown of -30.33%. Use the drawdown chart below to compare losses from any high point for DXSK.DE and DFOP.DE.
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Drawdown Indicators
| DXSK.DE | DFOP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -30.33% | -9.34% |
Max Drawdown (1Y)Largest decline over 1 year | -16.96% | -11.83% | -5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | -13.58% | -5.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -21.98% | -2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -29.70% | -30.33% | +0.63% |
Current DrawdownCurrent decline from peak | -21.72% | -16.70% | -5.02% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -7.05% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 5.90% | +2.18% |
Volatility
DXSK.DE vs. DFOP.DE - Volatility Comparison
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) has a higher volatility of 5.14% compared to Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) at 4.63%. This indicates that DXSK.DE's price experiences larger fluctuations and is considered to be riskier than DFOP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSK.DE | DFOP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 4.63% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 10.46% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 12.92% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.81% | 13.34% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 14.09% | +0.30% |
DXSK.DE vs. DFOP.DE - Expense Ratio Comparison
DXSK.DE has a 0.17% expense ratio, which is lower than DFOP.DE's 0.30% expense ratio.
Dividends
DXSK.DE vs. DFOP.DE - Dividend Comparison
DXSK.DE has not paid dividends to shareholders, while DFOP.DE's dividend yield for the trailing twelve months is around 1.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened 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
DXSK.DE and DFOP.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSK.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSK.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for DFOP.DE.
DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35, while DFOP.DE tracks STOXX® Europe 600 Food & Beverage. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.17% for DXSK.DE and 0.30% for DFOP.DE.
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