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E6BR.DE vs. LBRE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

E6BR.DE vs. LBRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.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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E6BR.DE vs. LBRE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
15.71%33.08%-9.05%-6.66%9.00%27.01%12.86%22.79%-12.99%21.27%
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
15.60%33.09%-8.87%-2.42%9.41%26.55%13.06%22.34%-12.39%22.13%

Returns By Period

The year-to-date returns for both stocks are quite close, with E6BR.DE having a 15.71% return and LBRE.DE slightly lower at 15.60%. Both investments have delivered pretty close results over the past 10 years, with E6BR.DE having a 15.06% annualized return and LBRE.DE not far ahead at 15.41%.


E6BR.DE

1D
3.11%
1M
-4.39%
YTD
15.71%
6M
36.91%
1Y
56.24%
3Y*
10.85%
5Y*
9.44%
10Y*
15.06%

LBRE.DE

1D
3.21%
1M
-4.42%
YTD
15.60%
6M
37.02%
1Y
56.19%
3Y*
12.55%
5Y*
10.43%
10Y*
15.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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E6BR.DE vs. LBRE.DE - Expense Ratio Comparison

Both E6BR.DE and LBRE.DE have an expense ratio of 0.30%.


Return for Risk

E6BR.DE vs. LBRE.DE — Risk / Return Rank

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

E6BR.DE
E6BR.DE Risk / Return Rank: 8989
Overall Rank
E6BR.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
E6BR.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
E6BR.DE Omega Ratio Rank: 8585
Omega Ratio Rank
E6BR.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
E6BR.DE Martin Ratio Rank: 9090
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: 9090
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 9090
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.

E6BR.DE vs. LBRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.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.


E6BR.DELBRE.DEDifference

Sharpe ratio

Return per unit of total volatility

2.10

2.14

-0.03

Sortino ratio

Return per unit of downside risk

2.67

2.72

-0.05

Omega ratio

Gain probability vs. loss probability

1.36

1.36

-0.01

Calmar ratio

Return relative to maximum drawdown

3.32

3.34

-0.02

Martin ratio

Return relative to average drawdown

13.04

13.13

-0.09

E6BR.DE vs. LBRE.DE - Sharpe Ratio Comparison

The current E6BR.DE Sharpe Ratio is 2.10, which is comparable to the LBRE.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of E6BR.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


E6BR.DELBRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.14

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.40

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.58

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.15

0.00

Correlation

The correlation between E6BR.DE and LBRE.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

E6BR.DE vs. LBRE.DE - Dividend Comparison

E6BR.DE's dividend yield for the trailing twelve months is around 2.00%, while LBRE.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
2.00%2.31%4.15%0.00%5.98%5.68%3.72%5.24%3.59%
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

E6BR.DE vs. LBRE.DE - Drawdown Comparison

The maximum E6BR.DE drawdown since its inception was -66.16%, smaller than the maximum LBRE.DE drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for E6BR.DE and LBRE.DE.


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Drawdown Indicators


E6BR.DELBRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.16%

-74.21%

+8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-17.12%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-40.00%

-37.22%

-2.78%

Max Drawdown (10Y)

Largest decline over 10 years

-44.33%

-45.32%

+0.99%

Current Drawdown

Current decline from peak

-8.02%

-7.94%

-0.08%

Average Drawdown

Average peak-to-trough decline

-23.16%

-31.63%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

4.35%

+0.03%

Volatility

E6BR.DE vs. LBRE.DE - Volatility Comparison

Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) have volatilities of 11.25% and 11.25%, 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


E6BR.DELBRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

11.25%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

19.80%

19.44%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

26.62%

26.21%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.30%

26.04%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.84%

29.18%

-1.34%