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

Performance

LBRE.DE vs. DXSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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, LBRE.DE achieves a 32.03% return, which is significantly higher than DXSC.DE's 8.73% return. Over the past 10 years, LBRE.DE has outperformed DXSC.DE with an annualized return of 16.21%, while DXSC.DE has yielded a comparatively lower 12.15% annualized return.


LBRE.DE

1D
-0.97%
1M
5.56%
YTD
32.03%
6M
41.37%
1Y
78.47%
3Y*
19.81%
5Y*
11.64%
10Y*
16.21%

DXSC.DE

1D
-0.44%
1M
3.67%
YTD
8.73%
6M
11.15%
1Y
7.84%
3Y*
9.32%
5Y*
4.03%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
32.03%33.09%-8.87%-2.42%9.41%26.55%13.06%22.34%-12.39%22.13%
DXSC.DE
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C
8.73%8.23%-1.25%18.77%-13.04%26.49%13.22%22.28%-12.90%22.38%

Correlation

The correlation between LBRE.DE and DXSC.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

0.72

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

0.77

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2007

0.81

The correlation between LBRE.DE and DXSC.DE has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

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Return for Risk

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

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

LBRE.DE
LBRE.DE Risk / Return Rank: 8787
Overall Rank
LBRE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LBRE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
LBRE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
LBRE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 8787
Martin Ratio Rank

DXSC.DE
DXSC.DE Risk / Return Rank: 1717
Overall Rank
DXSC.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DXSC.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
DXSC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
DXSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
DXSC.DE Martin Ratio Rank: 1818
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.

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

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


LBRE.DEDXSC.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.66

Sortino ratioReturn per unit of downside risk

+3.16

Omega ratioGain probability vs. loss probability

1.50

1.10

+0.40

Calmar ratioReturn relative to maximum drawdown

4.71

0.58

+4.13

Martin ratioReturn relative to average drawdown

18.65

1.79

+16.86

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

The current LBRE.DE Sharpe Ratio is 3.15, which is higher than the DXSC.DE Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of LBRE.DE and DXSC.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


LBRE.DEDXSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

0.49

+2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.22

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.51

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.07

+0.10

Drawdowns

LBRE.DE vs. DXSC.DE - Drawdown Comparison

The maximum LBRE.DE drawdown since its inception was -74.21%, roughly equal to the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for LBRE.DE and DXSC.DE.


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Drawdown Indicators


LBRE.DEDXSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.21%

-73.82%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-14.34%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-17.53%

-15.70%

Max Drawdown (5Y)

Largest decline over 5 years

-37.22%

-25.63%

-11.59%

Max Drawdown (10Y)

Largest decline over 10 years

-45.32%

-44.96%

-0.36%

Current Drawdown

Current decline from peak

-2.86%

-1.80%

-1.06%

Average Drawdown

Average peak-to-trough decline

-31.35%

-30.18%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

4.61%

-0.35%

Volatility

LBRE.DE vs. DXSC.DE - Volatility Comparison

Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) has a higher volatility of 9.86% compared to Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) at 6.43%. This indicates that LBRE.DE's price experiences larger fluctuations and is considered to be riskier than DXSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBRE.DEDXSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

6.43%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

21.55%

14.24%

+7.31%

Volatility (1Y)

Calculated over the trailing 1-year period

25.64%

16.91%

+8.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.23%

17.98%

+8.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.67%

23.78%

+4.89%

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

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


Dividends

LBRE.DE vs. DXSC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LBRE.DE and DXSC.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, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for LBRE.DE.

LBRE.DE tracks STOXX® Europe 600 Basic Resources, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LBRE.DE and 0.17% for DXSC.DE.

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