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DXSL.DE vs. LBRE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXSL.DE vs. LBRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE). The values are adjusted to include any dividend payments, if applicable.

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DXSL.DE vs. LBRE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSL.DE
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
-0.05%15.36%9.82%24.09%-19.61%29.29%6.12%36.96%-13.91%17.04%
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
14.59%33.09%-8.87%-2.42%9.41%26.55%13.06%22.34%-12.39%22.13%

Returns By Period

In the year-to-date period, DXSL.DE achieves a -0.05% return, which is significantly lower than LBRE.DE's 14.59% return. Over the past 10 years, DXSL.DE has underperformed LBRE.DE with an annualized return of 10.52%, while LBRE.DE has yielded a comparatively higher 15.53% annualized return.


DXSL.DE

1D
3.69%
1M
-7.07%
YTD
-0.05%
6M
3.52%
1Y
11.54%
3Y*
12.12%
5Y*
8.16%
10Y*
10.52%

LBRE.DE

1D
-0.87%
1M
-1.66%
YTD
14.59%
6M
36.47%
1Y
55.77%
3Y*
12.67%
5Y*
10.23%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXSL.DE vs. LBRE.DE - Expense Ratio Comparison

DXSL.DE has a 0.17% expense ratio, which is lower than LBRE.DE's 0.30% expense ratio.


Return for Risk

DXSL.DE vs. LBRE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXSL.DE
DXSL.DE Risk / Return Rank: 2828
Overall Rank
DXSL.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DXSL.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
DXSL.DE Omega Ratio Rank: 2626
Omega Ratio Rank
DXSL.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
DXSL.DE Martin Ratio Rank: 3030
Martin Ratio Rank

LBRE.DE
LBRE.DE Risk / Return Rank: 9090
Overall Rank
LBRE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LBRE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
LBRE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
LBRE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 9393
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.

DXSL.DE vs. LBRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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.


DXSL.DELBRE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.57

2.12

-1.55

Sortino ratio

Return per unit of downside risk

0.89

2.70

-1.80

Omega ratio

Gain probability vs. loss probability

1.12

1.36

-0.24

Calmar ratio

Return relative to maximum drawdown

0.87

3.76

-2.89

Martin ratio

Return relative to average drawdown

3.11

15.57

-12.46

DXSL.DE vs. LBRE.DE - Sharpe Ratio Comparison

The current DXSL.DE Sharpe Ratio is 0.57, which is lower than the LBRE.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of DXSL.DE and LBRE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DXSL.DELBRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

2.12

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.39

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.59

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.15

+0.21

Correlation

The correlation between DXSL.DE and LBRE.DE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DXSL.DE vs. LBRE.DE - Dividend Comparison

Neither DXSL.DE nor LBRE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DXSL.DE vs. LBRE.DE - Drawdown Comparison

The maximum DXSL.DE drawdown since its inception was -58.54%, smaller than the maximum LBRE.DE drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and LBRE.DE.


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Drawdown Indicators


DXSL.DELBRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.54%

-74.21%

+15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-17.12%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-31.06%

-37.22%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

-45.32%

+3.40%

Current Drawdown

Current decline from peak

-8.84%

-8.74%

-0.10%

Average Drawdown

Average peak-to-trough decline

-10.06%

-31.63%

+21.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

4.14%

-0.43%

Volatility

DXSL.DE vs. LBRE.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) is 8.68%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) has a volatility of 11.10%. This indicates that DXSL.DE experiences smaller price fluctuations and is considered to be less risky than LBRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSL.DELBRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.68%

11.10%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

19.46%

-6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.32%

26.21%

-5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

26.03%

-7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.41%

29.17%

-9.76%