LMWE.DE vs. XDRE.DE

Last updated Jun 5, 2026

LMWE.DE (Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)) and XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) are both REIT funds - LMWE.DE tracks the FTSE EPRA/NAREIT Developed while XDRE.DE tracks the Dow Jones Developed Green Real Estate Index. Both are passively managed. Over the past year, LMWE.DE returned 9.11% vs 9.66% for XDRE.DE. Their correlation of 0.90 suggests significant overlap in exposure. LMWE.DE charges 0.45%/yr vs 0.18%/yr for XDRE.DE.

Performance

LMWE.DE vs. XDRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with LMWE.DE having a 7.51% return and XDRE.DE slightly lower at 7.27%.

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%

XDRE.DE

• 1D: 0.41%
• 1M: -0.85%
• YTD: 7.27%
• 6M: 6.89%
• 1Y: 9.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LMWE.DE vs. XDRE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)	7.51%	-2.27%	-3.47%
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C	7.27%	-2.46%	-3.63%

Correlation

The correlation between LMWE.DE and XDRE.DE is 0.89, 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	0.89
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024	0.90

The correlation between LMWE.DE and XDRE.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

Return for Risk

LMWE.DE vs. XDRE.DE — Risk / Return Rank

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

LMWE.DE

LMWE.DE Risk / Return Rank: 26
LMWE.DE Sharpe Ratio Rank: 25
LMWE.DE Sortino Ratio Rank: 24
LMWE.DE Omega Ratio Rank: 24
LMWE.DE Calmar Ratio Rank: 27
LMWE.DE Martin Ratio Rank: 28

XDRE.DE

XDRE.DE Risk / Return Rank: 26
XDRE.DE Sharpe Ratio Rank: 25
XDRE.DE Sortino Ratio Rank: 24
XDRE.DE Omega Ratio Rank: 24
XDRE.DE Calmar Ratio Rank: 30
XDRE.DE Martin Ratio Rank: 30

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.

LMWE.DE vs. XDRE.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 Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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	XDRE.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.86	0.86	0.00
Sortino ratio: Return per unit of downside risk	1.25	1.25	0.00
Omega ratio: Gain probability vs. loss probability	1.15	1.15	0.00
Calmar ratio: Return relative to maximum drawdown	1.24	1.41	-0.17
Martin ratio: Return relative to average drawdown	3.96	4.22	-0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LMWE.DE vs. XDRE.DE - Sharpe Ratio Comparison

The current LMWE.DE Sharpe Ratio is 0.86, which is comparable to the XDRE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of LMWE.DE and XDRE.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.

Sharpe Ratios by Period

	LMWE.DE	XDRE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	0.86	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.04	+0.37

Drawdowns

LMWE.DE vs. XDRE.DE - Drawdown Comparison

The maximum LMWE.DE drawdown since its inception was -42.37%, which is greater than XDRE.DE's maximum drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for LMWE.DE and XDRE.DE.

Drawdown Indicators

	LMWE.DE	XDRE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-42.37%	-20.91%	-21.46%
Max Drawdown (1Y) Largest decline over 1 year	-7.88%	-6.79%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-20.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.69%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.37%	—	—
Current Drawdown Current decline from peak	-11.34%	-2.81%	-8.53%
Average Drawdown Average peak-to-trough decline	-10.67%	-8.22%	-2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	2.27%	+0.15%

Volatility

LMWE.DE vs. XDRE.DE - Volatility Comparison

The current volatility for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) is 2.75%, while Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a volatility of 2.92%. This indicates that LMWE.DE experiences smaller price fluctuations and is considered to be less risky than XDRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LMWE.DE	XDRE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	2.92%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.23%	8.43%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	11.36%	11.17%	+0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.24%	14.01%	+1.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.94%	14.01%	+2.93%

LMWE.DE vs. XDRE.DE - Expense Ratio Comparison

LMWE.DE has a 0.45% expense ratio, which is higher than XDRE.DE's 0.18% expense ratio.

Dividends

LMWE.DE vs. XDRE.DE - Dividend Comparison

LMWE.DE's dividend yield for the trailing twelve months is around 2.42%, while XDRE.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XDRE.DE Xtrackers Developed Green Real Estate ESG 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%

Frequently Asked Questions

Can I hold both LMWE.DE and XDRE.DE in my portfolio?

LMWE.DE and XDRE.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LMWE.DE or XDRE.DE?

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LMWE.DE or XDRE.DE?

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for LMWE.DE.

What is the main difference between LMWE.DE and XDRE.DE?

LMWE.DE tracks FTSE EPRA/NAREIT Developed, while XDRE.DE tracks Dow Jones Developed Green Real Estate Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for LMWE.DE and 0.18% for XDRE.DE.