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LFOD.DE vs. ZPDS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFOD.DE vs. ZPDS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE) and SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE). The values are adjusted to include any dividend payments, if applicable.

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LFOD.DE vs. ZPDS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LFOD.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc
-1.80%6.07%-3.94%-1.97%-13.19%23.20%-6.14%23.36%-2.67%12.60%
ZPDS.DE
SPDR S&P US Consumer Staples Select Sector UCITS ETF
8.45%-8.90%20.38%-5.08%5.38%26.65%-0.79%29.96%-4.12%-1.59%

Returns By Period

In the year-to-date period, LFOD.DE achieves a -1.80% return, which is significantly lower than ZPDS.DE's 8.45% return. Over the past 10 years, LFOD.DE has underperformed ZPDS.DE with an annualized return of 2.95%, while ZPDS.DE has yielded a comparatively higher 6.97% annualized return.


LFOD.DE

1D
0.31%
1M
-9.21%
YTD
-1.80%
6M
2.75%
1Y
-1.78%
3Y*
-2.72%
5Y*
0.72%
10Y*
2.95%

ZPDS.DE

1D
-13.15%
1M
-4.62%
YTD
8.45%
6M
9.29%
1Y
-1.11%
3Y*
4.51%
5Y*
7.30%
10Y*
6.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LFOD.DE vs. ZPDS.DE - Expense Ratio Comparison

LFOD.DE has a 0.30% expense ratio, which is higher than ZPDS.DE's 0.15% expense ratio.


Return for Risk

LFOD.DE vs. ZPDS.DE — Risk / Return Rank

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

LFOD.DE
LFOD.DE Risk / Return Rank: 99
Overall Rank
LFOD.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LFOD.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
LFOD.DE Omega Ratio Rank: 99
Omega Ratio Rank
LFOD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
LFOD.DE Martin Ratio Rank: 99
Martin Ratio Rank

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

LFOD.DE vs. ZPDS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE) and SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.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.


LFOD.DEZPDS.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.13

-0.04

-0.08

Sortino ratio

Return per unit of downside risk

-0.08

0.11

-0.20

Omega ratio

Gain probability vs. loss probability

0.99

1.02

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.13

-0.01

-0.11

Martin ratio

Return relative to average drawdown

-0.28

-0.03

-0.25

LFOD.DE vs. ZPDS.DE - Sharpe Ratio Comparison

The current LFOD.DE Sharpe Ratio is -0.13, which is lower than the ZPDS.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of LFOD.DE and ZPDS.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


LFOD.DEZPDS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

-0.04

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.46

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.45

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.46

-0.04

Correlation

The correlation between LFOD.DE and ZPDS.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LFOD.DE vs. ZPDS.DE - Dividend Comparison

Neither LFOD.DE nor ZPDS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LFOD.DE vs. ZPDS.DE - Drawdown Comparison

The maximum LFOD.DE drawdown since its inception was -41.53%, which is greater than ZPDS.DE's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for LFOD.DE and ZPDS.DE.


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Drawdown Indicators


LFOD.DEZPDS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-23.29%

-18.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-13.15%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.91%

-16.54%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

-23.29%

-7.15%

Current Drawdown

Current decline from peak

-16.23%

-13.15%

-3.08%

Average Drawdown

Average peak-to-trough decline

-7.98%

-6.14%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

5.13%

+0.19%

Volatility

LFOD.DE vs. ZPDS.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE) is 4.94%, while SPDR S&P US Consumer Staples Select Sector UCITS ETF (ZPDS.DE) has a volatility of 20.92%. This indicates that LFOD.DE experiences smaller price fluctuations and is considered to be less risky than ZPDS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFOD.DEZPDS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

20.92%

-15.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

22.40%

-12.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.74%

24.59%

-10.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.19%

15.85%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.15%

15.23%

-1.08%