LTCM.DE vs. SPYT.DE
LTCM.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc) and SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) are both Communications Equities funds - LTCM.DE tracks the STOXX® Europe 600 Telecommunications while SPYT.DE tracks the MSCI Europe Communication Services 20/35 Capped. Both are passively managed. Over the past 10 years, LTCM.DE returned 4.00%/yr vs 1.47%/yr for SPYT.DE. A 0.69 correlation means they provide meaningful diversification when combined. LTCM.DE charges 0.30%/yr vs 0.18%/yr for SPYT.DE.
Performance
LTCM.DE vs. SPYT.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 SPYT.DE's 3.11% return. Over the past 10 years, LTCM.DE has outperformed SPYT.DE with an annualized return of 4.00%, while SPYT.DE has yielded a comparatively lower 1.47% annualized return.
LTCM.DE
- 1D
- -1.92%
- 1M
- 2.86%
- YTD
- 26.77%
- 6M
- 30.24%
- 1Y
- 23.56%
- 3Y*
- 21.21%
- 5Y*
- 10.43%
- 10Y*
- 4.00%
SPYT.DE
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 3.11%
- 6M
- 4.73%
- 1Y
- -8.46%
- 3Y*
- 10.29%
- 5Y*
- 5.43%
- 10Y*
- 1.47%
LTCM.DE vs. SPYT.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% |
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 3.11% | 7.33% | 14.79% | 14.90% | -11.90% | 13.68% | -12.90% | 5.78% | -9.57% | 2.27% |
Correlation
The correlation between LTCM.DE and SPYT.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.69 |
The correlation between LTCM.DE and SPYT.DE has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.
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Return for Risk
LTCM.DE vs. SPYT.DE — Risk / Return Rank
LTCM.DE
SPYT.DE
LTCM.DE vs. SPYT.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 SPDR MSCI Europe Communication Services UCITS ETF (SPYT.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 | SPYT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.92 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | -0.52 | +3.65 |
| Martin ratioReturn relative to average drawdown | 6.46 | -0.97 | +7.43 |
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 | SPYT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | -0.58 | +2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.40 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.09 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.23 | -0.01 |
Drawdowns
LTCM.DE vs. SPYT.DE - Drawdown Comparison
The maximum LTCM.DE drawdown since its inception was -47.69%, roughly equal to the maximum SPYT.DE drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for LTCM.DE and SPYT.DE.
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Drawdown Indicators
| LTCM.DE | SPYT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -49.63% | +1.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.67% | -14.65% | +6.98% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -14.98% | +5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -20.35% | -0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | -40.06% | +8.15% |
Current DrawdownCurrent decline from peak | -2.38% | -8.46% | +6.08% |
Average DrawdownAverage peak-to-trough decline | -21.45% | -18.83% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 7.65% | -4.17% |
Volatility
LTCM.DE vs. SPYT.DE - Volatility Comparison
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) has a higher volatility of 6.12% compared to SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) at 4.21%. This indicates that LTCM.DE's price experiences larger fluctuations and is considered to be riskier than SPYT.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 | SPYT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 4.21% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 10.43% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 13.45% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 13.48% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 15.67% | +2.69% |
LTCM.DE vs. SPYT.DE - Expense Ratio Comparison
LTCM.DE has a 0.30% expense ratio, which is higher than SPYT.DE's 0.18% expense ratio.
Dividends
LTCM.DE vs. SPYT.DE - Dividend Comparison
Neither LTCM.DE nor SPYT.DE has paid dividends to shareholders.
Frequently Asked Questions
LTCM.DE and SPYT.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYT.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LTCM.DE.
LTCM.DE tracks STOXX® Europe 600 Telecommunications, while SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LTCM.DE and 0.18% for SPYT.DE.
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