LTCM.DE vs. DXSG.DE
LTCM.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc) and DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) are both Communications Equities funds - LTCM.DE tracks the STOXX® Europe 600 Telecommunications while DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35. Both are passively managed. Over the past 10 years, LTCM.DE returned 4.00%/yr vs 1.87%/yr for DXSG.DE. A 0.68 correlation means they provide meaningful diversification when combined. LTCM.DE charges 0.30%/yr vs 0.17%/yr for DXSG.DE.
Performance
LTCM.DE vs. DXSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LTCM.DE achieves a 26.77% return, which is significantly higher than DXSG.DE's 5.28% return. Over the past 10 years, LTCM.DE has outperformed DXSG.DE with an annualized return of 4.00%, while DXSG.DE has yielded a comparatively lower 1.87% annualized return.
LTCM.DE
- 1D
- -1.92%
- 1M
- 3.88%
- YTD
- 26.77%
- 6M
- 29.84%
- 1Y
- 24.16%
- 3Y*
- 21.21%
- 5Y*
- 10.43%
- 10Y*
- 4.00%
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.09%
- YTD
- 5.28%
- 6M
- 7.13%
- 1Y
- -8.38%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
LTCM.DE vs. DXSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTCM.DE Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc | 26.77% | 15.77% | 20.76% | 7.89% | -13.99% | 14.35% | -12.67% | 5.36% | -8.87% | 0.74% |
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
Correlation
The correlation between LTCM.DE and DXSG.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2007 | 0.68 |
The correlation between LTCM.DE and DXSG.DE shifts across timeframes, from 0.60 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LTCM.DE vs. DXSG.DE — Risk / Return Rank
LTCM.DE
DXSG.DE
LTCM.DE vs. DXSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) and Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.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.
| LTCM.DE | DXSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.92 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | -0.48 | +3.62 |
| Martin ratioReturn relative to average drawdown | 6.46 | -0.91 | +7.37 |
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
| LTCM.DE | DXSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | -0.57 | +2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.42 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.12 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.17 | +0.05 |
Drawdowns
LTCM.DE vs. DXSG.DE - Drawdown Comparison
The maximum LTCM.DE drawdown since its inception was -47.69%, roughly equal to the maximum DXSG.DE drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for LTCM.DE and DXSG.DE.
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Drawdown Indicators
| LTCM.DE | DXSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -47.38% | -0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.67% | -17.28% | +9.61% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -17.28% | +7.68% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -20.23% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | -37.33% | +5.42% |
Current DrawdownCurrent decline from peak | -2.38% | -9.16% | +6.78% |
Average DrawdownAverage peak-to-trough decline | -21.45% | -19.89% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 8.89% | -5.41% |
Volatility
LTCM.DE vs. DXSG.DE - Volatility Comparison
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) has a higher volatility of 6.12% compared to Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) at 5.43%. This indicates that LTCM.DE's price experiences larger fluctuations and is considered to be riskier than DXSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTCM.DE | DXSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 5.43% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 12.35% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 14.82% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 13.73% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 15.88% | +2.48% |
LTCM.DE vs. DXSG.DE - Expense Ratio Comparison
LTCM.DE has a 0.30% expense ratio, which is higher than DXSG.DE's 0.17% expense ratio.
Dividends
LTCM.DE vs. DXSG.DE - Dividend Comparison
Neither LTCM.DE nor DXSG.DE has paid dividends to shareholders.
Frequently Asked Questions
LTCM.DE and DXSG.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for LTCM.DE.
LTCM.DE tracks STOXX® Europe 600 Telecommunications, while DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LTCM.DE and 0.17% for DXSG.DE.
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