GLUX.DE vs. XZEC.DE
GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) and XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) are both Consumer Staples Equities funds - GLUX.DE tracks the S&P Global Luxury while XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. Both are passively managed. Over the past 3 years, GLUX.DE returned -0.97%/yr vs 2.19%/yr for XZEC.DE. Their correlation of 0.88 suggests significant overlap in exposure. GLUX.DE charges 0.25%/yr vs 0.17%/yr for XZEC.DE.
Performance
GLUX.DE vs. XZEC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GLUX.DE achieves a -7.03% return, which is significantly lower than XZEC.DE's 3.52% return.
GLUX.DE
- 1D
- -0.12%
- 1M
- 4.80%
- YTD
- -7.03%
- 6M
- -6.01%
- 1Y
- 2.52%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
GLUX.DE vs. XZEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 9.93% |
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
Correlation
The correlation between GLUX.DE and XZEC.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.88 |
The correlation between GLUX.DE and XZEC.DE shifts across timeframes, from 0.78 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GLUX.DE vs. XZEC.DE — Risk / Return Rank
GLUX.DE
XZEC.DE
GLUX.DE vs. XZEC.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 Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.
| GLUX.DE | XZEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.13 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 0.98 | -0.82 |
| Martin ratioReturn relative to average drawdown | 0.39 | 2.63 | -2.25 |
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
| GLUX.DE | XZEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 0.73 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.06 | +0.37 |
Drawdowns
GLUX.DE vs. XZEC.DE - Drawdown Comparison
The maximum GLUX.DE drawdown since its inception was -43.20%, which is greater than XZEC.DE's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for GLUX.DE and XZEC.DE.
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Drawdown Indicators
| GLUX.DE | XZEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -30.22% | -12.98% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -11.27% | -4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -27.94% | -23.79% | -4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | — | — |
Current DrawdownCurrent decline from peak | -14.70% | -4.58% | -10.12% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -10.22% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 4.19% | +2.32% |
Volatility
GLUX.DE vs. XZEC.DE - Volatility Comparison
Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a higher volatility of 5.55% compared to Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) at 4.04%. This indicates that GLUX.DE's price experiences larger fluctuations and is considered to be riskier than XZEC.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.DE | XZEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 4.04% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 15.60% | 11.07% | +4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 15.07% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 20.02% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 20.02% | +0.92% |
GLUX.DE vs. XZEC.DE - Expense Ratio Comparison
GLUX.DE has a 0.25% expense ratio, which is higher than XZEC.DE's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GLUX.DE vs. XZEC.DE - Dividend Comparison
Neither GLUX.DE nor XZEC.DE has paid dividends to shareholders.
Frequently Asked Questions
GLUX.DE and XZEC.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for GLUX.DE.
GLUX.DE tracks S&P Global Luxury, while XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.25% for GLUX.DE and 0.17% for XZEC.DE.
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