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GLUX.DE vs. EXH3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLUX.DE vs. EXH3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) and iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.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, GLUX.DE achieves a -4.26% return, which is significantly lower than EXH3.DE's 10.86% return. Over the past 10 years, GLUX.DE has outperformed EXH3.DE with an annualized return of 9.51%, while EXH3.DE has yielded a comparatively lower 2.22% annualized return.


GLUX.DE

1D
-1.31%
1M
-2.21%
6M
-3.42%
YTD
-4.26%
1Y
1.69%
3Y*
-1.04%
5Y*
0.72%
10Y*
9.51%

EXH3.DE

1D
0.31%
1M
6.61%
6M
11.07%
YTD
10.86%
1Y
8.24%
3Y*
-1.83%
5Y*
-1.74%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLUX.DE vs. EXH3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLUX.DE
Amundi S&P Global Luxury UCITS ETF EUR
-4.26%2.34%4.43%11.98%-19.34%32.41%23.80%33.53%-9.13%22.10%
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
10.86%0.44%-10.82%-2.05%-13.20%22.57%-6.15%29.56%-7.32%12.78%

Correlation

The correlation between GLUX.DE and EXH3.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.43

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

0.48

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

0.52

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2014

0.58

The correlation between GLUX.DE and EXH3.DE shifts across timeframes, from 0.41 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GLUX.DE vs. EXH3.DE — Risk / Return Rank

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

GLUX.DE
GLUX.DE Risk / Return Rank: 1111
Overall Rank
GLUX.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GLUX.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
GLUX.DE Omega Ratio Rank: 1111
Omega Ratio Rank
GLUX.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
GLUX.DE Martin Ratio Rank: 1111
Martin Ratio Rank

EXH3.DE
EXH3.DE Risk / Return Rank: 2020
Overall Rank
EXH3.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EXH3.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
EXH3.DE Omega Ratio Rank: 1919
Omega Ratio Rank
EXH3.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
EXH3.DE Martin Ratio Rank: 1919
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.

GLUX.DE vs. EXH3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) and iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLUX.DEEXH3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.03

1.10

-0.07

Calmar ratioReturn relative to maximum drawdown

0.11

0.64

-0.54

Martin ratioReturn relative to average drawdown

0.25

1.44

-1.20

GLUX.DE vs. EXH3.DE - Sharpe Ratio Comparison

The current GLUX.DE Sharpe Ratio is 0.09, which is lower than the EXH3.DE Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of GLUX.DE and EXH3.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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Drawdowns

GLUX.DE vs. EXH3.DE - Drawdown Comparison

The maximum GLUX.DE drawdown since its inception was -43.20%, which is greater than EXH3.DE's maximum drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for GLUX.DE and EXH3.DE.


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Drawdown Indicators


GLUX.DEEXH3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.20%

-39.85%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.87%

-12.77%

-3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-27.94%

-21.11%

-6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-30.52%

-28.68%

-1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.20%

-30.20%

-13.00%

Current Drawdown

Current decline from peak

-12.16%

-16.95%

+4.79%

Average Drawdown

Average peak-to-trough decline

-10.02%

-8.99%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.77%

5.69%

+1.08%

Volatility

GLUX.DE vs. EXH3.DE - Volatility Comparison

The current volatility for Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) is 5.02%, while iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE) has a volatility of 5.50%. This indicates that GLUX.DE experiences smaller price fluctuations and is considered to be less risky than EXH3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLUX.DEEXH3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

5.50%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

15.73%

12.45%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

19.49%

15.93%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.14%

14.28%

+6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

14.40%

+6.45%

GLUX.DE vs. EXH3.DE - Expense Ratio Comparison

GLUX.DE has a 0.25% expense ratio, which is lower than EXH3.DE's 0.46% expense ratio.


Dividends

GLUX.DE vs. EXH3.DE - Dividend Comparison

GLUX.DE has not paid dividends to shareholders, while EXH3.DE's dividend yield for the trailing twelve months is around 2.25%.


PositionTTM20252024202320222021202020192018201720162015
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
2.25%2.10%2.16%1.70%1.56%0.88%1.45%1.46%1.70%2.08%2.45%2.52%
GLUX.DE
Amundi S&P Global Luxury UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLUX.DE and EXH3.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLUX.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLUX.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for EXH3.DE.

GLUX.DE tracks S&P Global Luxury, while EXH3.DE tracks STOXX® Europe 600 Food & Beverage. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for GLUX.DE and 0.46% for EXH3.DE.

Portfolio Optimizer

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