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LTCM.DE vs. XWTS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTCM.DE vs. XWTS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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, LTCM.DE achieves a 26.77% return, which is significantly higher than XWTS.DE's 4.97% return. Over the past 10 years, LTCM.DE has underperformed XWTS.DE with an annualized return of 4.00%, while XWTS.DE has yielded a comparatively higher 10.59% 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%

XWTS.DE

1D
0.93%
1M
-1.55%
YTD
4.97%
6M
2.47%
1Y
21.29%
3Y*
23.40%
5Y*
11.82%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTCM.DE vs. XWTS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
4.97%14.73%42.15%42.40%-34.20%25.29%11.41%30.74%-6.07%-7.23%

Correlation

The correlation between LTCM.DE and XWTS.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.14

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

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2016

0.31

The correlation between LTCM.DE and XWTS.DE shifts across timeframes, from 0.14 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

LTCM.DE vs. XWTS.DE — Risk / Return Rank

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

LTCM.DE
LTCM.DE Risk / Return Rank: 4949
Overall Rank
LTCM.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LTCM.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
LTCM.DE Omega Ratio Rank: 4444
Omega Ratio Rank
LTCM.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
LTCM.DE Martin Ratio Rank: 4141
Martin Ratio Rank

XWTS.DE
XWTS.DE Risk / Return Rank: 4848
Overall Rank
XWTS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XWTS.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XWTS.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XWTS.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XWTS.DE Martin Ratio Rank: 5353
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.

LTCM.DE vs. XWTS.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 World Communication Services UCITS ETF 1C (XWTS.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.DEXWTS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.28

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

3.14

2.43

+0.70

Martin ratioReturn relative to average drawdown

6.46

9.13

-2.67

LTCM.DE vs. XWTS.DE - Sharpe Ratio Comparison

The current LTCM.DE Sharpe Ratio is 1.57, which is comparable to the XWTS.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of LTCM.DE and XWTS.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


LTCM.DEXWTS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.61

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.64

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.64

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.63

-0.41

Drawdowns

LTCM.DE vs. XWTS.DE - Drawdown Comparison

The maximum LTCM.DE drawdown since its inception was -47.69%, which is greater than XWTS.DE's maximum drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for LTCM.DE and XWTS.DE.


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Drawdown Indicators


LTCM.DEXWTS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-36.66%

-11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.67%

-9.17%

+1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-9.60%

-23.94%

+14.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

-36.66%

+15.56%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

-36.66%

+4.75%

Current Drawdown

Current decline from peak

-2.38%

-3.18%

+0.80%

Average Drawdown

Average peak-to-trough decline

-21.45%

-8.67%

-12.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.45%

+1.03%

Volatility

LTCM.DE vs. XWTS.DE - Volatility Comparison

Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) has a higher volatility of 6.12% compared to Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) at 3.84%. This indicates that LTCM.DE's price experiences larger fluctuations and is considered to be riskier than XWTS.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.DEXWTS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

3.84%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

9.72%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

13.91%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

18.16%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

17.73%

+0.63%

LTCM.DE vs. XWTS.DE - Expense Ratio Comparison

LTCM.DE has a 0.30% expense ratio, which is higher than XWTS.DE's 0.25% expense ratio.


Dividends

LTCM.DE vs. XWTS.DE - Dividend Comparison

Neither LTCM.DE nor XWTS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LTCM.DE and XWTS.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWTS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWTS.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LTCM.DE.

LTCM.DE tracks STOXX® Europe 600 Telecommunications, while XWTS.DE tracks MSCI World/Comm Services NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LTCM.DE and 0.25% for XWTS.DE.

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