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EXV5.DE vs. DFOP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV5.DE vs. DFOP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) and Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.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, EXV5.DE achieves a -10.29% return, which is significantly lower than DFOP.DE's -2.24% return. Both investments have delivered pretty close results over the past 10 years, with EXV5.DE having a 2.63% annualized return and DFOP.DE not far behind at 2.50%.


EXV5.DE

1D
-0.72%
1M
4.09%
YTD
-10.29%
6M
-11.94%
1Y
-10.92%
3Y*
-6.23%
5Y*
-4.08%
10Y*
2.63%

DFOP.DE

1D
-0.84%
1M
-1.75%
YTD
-2.24%
6M
-2.12%
1Y
-5.84%
3Y*
-1.99%
5Y*
-1.18%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV5.DE vs. DFOP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV5.DE
iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist
-10.29%-1.15%-8.64%24.07%-16.20%25.34%6.08%20.17%-27.04%16.25%
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 EXV5.DE and DFOP.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.30

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

0.35

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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2008

0.39

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Return for Risk

EXV5.DE vs. DFOP.DE — Risk / Return Rank

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

EXV5.DE
EXV5.DE Risk / Return Rank: 44
Overall Rank
EXV5.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EXV5.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
EXV5.DE Omega Ratio Rank: 55
Omega Ratio Rank
EXV5.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
EXV5.DE Martin Ratio Rank: 33
Martin Ratio Rank

DFOP.DE
DFOP.DE Risk / Return Rank: 55
Overall Rank
DFOP.DE Sharpe Ratio Rank: 55
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: 55
Calmar Ratio Rank
DFOP.DE Martin Ratio Rank: 44
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.

EXV5.DE vs. DFOP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.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.


EXV5.DEDFOP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

0.94

0.94

0.00

Calmar ratioReturn relative to maximum drawdown

-0.52

-0.49

-0.03

Martin ratioReturn relative to average drawdown

-1.18

-0.98

-0.19

EXV5.DE vs. DFOP.DE - Sharpe Ratio Comparison

The current EXV5.DE Sharpe Ratio is -0.48, which is comparable to the DFOP.DE Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of EXV5.DE and DFOP.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


EXV5.DEDFOP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

-0.45

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.09

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.18

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.56

-0.36

Drawdowns

EXV5.DE vs. DFOP.DE - Drawdown Comparison

The maximum EXV5.DE drawdown since its inception was -64.56%, 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 EXV5.DE and DFOP.DE.


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Drawdown Indicators


EXV5.DEDFOP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.56%

-30.33%

-34.23%

Max Drawdown (1Y)

Largest decline over 1 year

-20.93%

-11.83%

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-13.58%

-22.24%

Max Drawdown (5Y)

Largest decline over 5 years

-35.82%

-21.98%

-13.84%

Max Drawdown (10Y)

Largest decline over 10 years

-58.64%

-30.33%

-28.31%

Current Drawdown

Current decline from peak

-30.36%

-16.70%

-13.66%

Average Drawdown

Average peak-to-trough decline

-17.76%

-7.05%

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.26%

5.90%

+3.36%

Volatility

EXV5.DE vs. DFOP.DE - Volatility Comparison

iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) has a higher volatility of 5.27% compared to Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Dist (DFOP.DE) at 4.63%. This indicates that EXV5.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


EXV5.DEDFOP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

4.63%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

16.88%

10.46%

+6.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.65%

12.92%

+9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.93%

13.34%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

14.09%

+11.28%

EXV5.DE vs. DFOP.DE - Expense Ratio Comparison

EXV5.DE has a 0.46% expense ratio, which is higher than DFOP.DE's 0.30% expense ratio.


Dividends

EXV5.DE vs. DFOP.DE - Dividend Comparison

EXV5.DE's dividend yield for the trailing twelve months is around 4.01%, more than DFOP.DE's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
EXV5.DE
iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist
4.01%4.34%4.96%5.38%4.39%2.94%0.77%4.11%3.44%3.97%2.88%2.82%

Frequently Asked Questions


EXV5.DE and DFOP.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFOP.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFOP.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for EXV5.DE.

EXV5.DE tracks STOXX® Europe 600 Automobiles & Parts, while DFOP.DE tracks STOXX® Europe 600 Food & Beverage. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.46% for EXV5.DE and 0.30% for DFOP.DE.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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