LMWE.DE vs. D5BK.DE
LMWE.DE (Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)) and D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) are both REIT funds - LMWE.DE tracks the FTSE EPRA/NAREIT Developed while D5BK.DE tracks the FTSE EPRA/NAREIT Developed Europe. Both are passively managed. Over the past 10 years, LMWE.DE returned 2.38%/yr vs -0.15%/yr for D5BK.DE. A 0.56 correlation means they provide meaningful diversification when combined. LMWE.DE charges 0.45%/yr vs 0.33%/yr for D5BK.DE.
Performance
LMWE.DE vs. D5BK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LMWE.DE achieves a 7.51% return, which is significantly higher than D5BK.DE's -0.60% return. Over the past 10 years, LMWE.DE has outperformed D5BK.DE with an annualized return of 2.38%, while D5BK.DE has yielded a comparatively lower -0.15% annualized return.
LMWE.DE
- 1D
- -0.04%
- 1M
- -2.48%
- YTD
- 7.51%
- 6M
- 7.23%
- 1Y
- 9.11%
- 3Y*
- 4.39%
- 5Y*
- 0.78%
- 10Y*
- 2.38%
D5BK.DE
- 1D
- 0.72%
- 1M
- -2.59%
- YTD
- -0.60%
- 6M
- 0.51%
- 1Y
- -2.67%
- 3Y*
- 6.51%
- 5Y*
- -4.66%
- 10Y*
- -0.15%
LMWE.DE vs. D5BK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) | 7.51% | -2.27% | 4.83% | 3.20% | -20.69% | 36.10% | -17.30% | 22.98% | -1.37% | -2.23% |
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -4.03% | 15.92% | -36.63% | 17.10% | -10.26% | 29.66% | -8.93% | 12.62% |
Correlation
The correlation between LMWE.DE and D5BK.DE is 0.61, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.56 |
The correlation between LMWE.DE and D5BK.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
LMWE.DE vs. D5BK.DE — Risk / Return Rank
LMWE.DE
D5BK.DE
LMWE.DE vs. D5BK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.
| LMWE.DE | D5BK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.98 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | -0.18 | +1.41 |
| Martin ratioReturn relative to average drawdown | 3.96 | -0.45 | +4.42 |
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
| LMWE.DE | D5BK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | -0.17 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | -0.21 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | -0.01 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.27 | +0.14 |
Drawdowns
LMWE.DE vs. D5BK.DE - Drawdown Comparison
The maximum LMWE.DE drawdown since its inception was -42.37%, smaller than the maximum D5BK.DE drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for LMWE.DE and D5BK.DE.
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Drawdown Indicators
| LMWE.DE | D5BK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.37% | -46.41% | +4.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.88% | -15.61% | +7.73% |
Max Drawdown (3Y)Largest decline over 3 years | -20.47% | -21.61% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.69% | -46.41% | +15.72% |
Max Drawdown (10Y)Largest decline over 10 years | -42.37% | -46.41% | +4.04% |
Current DrawdownCurrent decline from peak | -11.34% | -28.23% | +16.89% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -13.98% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 6.05% | -3.63% |
Volatility
LMWE.DE vs. D5BK.DE - Volatility Comparison
The current volatility for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) is 2.75%, while Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a volatility of 4.80%. This indicates that LMWE.DE experiences smaller price fluctuations and is considered to be less risky than D5BK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMWE.DE | D5BK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 4.80% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 13.17% | -4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 15.75% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 21.49% | -6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 19.95% | -3.01% |
LMWE.DE vs. D5BK.DE - Expense Ratio Comparison
LMWE.DE has a 0.45% expense ratio, which is higher than D5BK.DE's 0.33% expense ratio.
Dividends
LMWE.DE vs. D5BK.DE - Dividend Comparison
LMWE.DE's dividend yield for the trailing twelve months is around 2.42%, while D5BK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) | 2.42% | 2.61% | 3.75% | 0.00% | 4.18% | 2.22% | 3.76% | 3.37% | 3.76% | 3.44% | 3.65% | 4.01% |
Frequently Asked Questions
LMWE.DE and D5BK.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BK.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BK.DE is cheaper with a 0.33% expense ratio, compared with 0.45% for LMWE.DE.
LMWE.DE tracks FTSE EPRA/NAREIT Developed, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for LMWE.DE and 0.33% for D5BK.DE.
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