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LGWS.DE vs. SELD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGWS.DE vs. SELD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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, LGWS.DE achieves a 7.09% return, which is significantly lower than SELD.DE's 14.08% return.


LGWS.DE

1D
0.43%
1M
2.56%
YTD
7.09%
6M
10.63%
1Y
21.46%
3Y*
18.49%
5Y*
12.16%
10Y*

SELD.DE

1D
0.52%
1M
4.00%
YTD
14.08%
6M
19.29%
1Y
32.34%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGWS.DE vs. SELD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGWS.DE
Lyxor MSCI EMU Value UCITS ETF Dist
7.09%37.06%9.12%14.07%-5.04%19.93%-7.89%19.62%-14.49%2.66%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%4.40%

Correlation

The correlation between LGWS.DE and SELD.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.88

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

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2017

0.90

The correlation between LGWS.DE and SELD.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

LGWS.DE vs. SELD.DE — Risk / Return Rank

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

LGWS.DE
LGWS.DE Risk / Return Rank: 4848
Overall Rank
LGWS.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LGWS.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LGWS.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LGWS.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
LGWS.DE Martin Ratio Rank: 5050
Martin Ratio Rank

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
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.

LGWS.DE vs. SELD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.


LGWS.DESELD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.30

1.49

-0.19

Calmar ratioReturn relative to maximum drawdown

2.41

4.79

-2.38

Martin ratioReturn relative to average drawdown

8.24

16.20

-7.97

LGWS.DE vs. SELD.DE - Sharpe Ratio Comparison

The current LGWS.DE Sharpe Ratio is 1.64, which is lower than the SELD.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of LGWS.DE and SELD.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


LGWS.DESELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.73

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.75

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.18

+0.29

Drawdowns

LGWS.DE vs. SELD.DE - Drawdown Comparison

The maximum LGWS.DE drawdown since its inception was -41.73%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for LGWS.DE and SELD.DE.


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Drawdown Indicators


LGWS.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.73%

-70.30%

+28.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-6.72%

-2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-14.65%

-14.13%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.84%

-23.02%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

Current Drawdown

Current decline from peak

-1.49%

-1.80%

+0.31%

Average Drawdown

Average peak-to-trough decline

-6.96%

-25.32%

+18.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.99%

+0.61%

Volatility

LGWS.DE vs. SELD.DE - Volatility Comparison

The current volatility for Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) is 3.59%, while Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a volatility of 3.83%. This indicates that LGWS.DE experiences smaller price fluctuations and is considered to be less risky than SELD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGWS.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.83%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

9.59%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

11.81%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

14.87%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

17.42%

+0.51%

LGWS.DE vs. SELD.DE - Expense Ratio Comparison

LGWS.DE has a 0.40% expense ratio, which is higher than SELD.DE's 0.30% expense ratio.


Dividends

LGWS.DE vs. SELD.DE - Dividend Comparison

LGWS.DE's dividend yield for the trailing twelve months is around 3.07%, less than SELD.DE's 5.68% yield.


PositionTTM20252024202320222021202020192018201720162015
LGWS.DE
Lyxor MSCI EMU Value UCITS ETF Dist
3.07%3.29%4.24%0.00%4.69%2.83%2.72%4.37%4.77%0.38%0.00%0.00%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


LGWS.DE and SELD.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SELD.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for LGWS.DE.

LGWS.DE tracks MSCI EMU Value, while SELD.DE tracks STOXX® Europe Select Dividend 30. Their fees differ too: 0.40% for LGWS.DE and 0.30% for SELD.DE.

Portfolio Optimizer

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