PortfoliosLab logoPortfoliosLab logo
LTUG.DE vs. ESIT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTUG.DE vs. ESIT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Technology UCITS ETF Acc (LTUG.DE) and iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LTUG.DE achieves a 26.55% return, which is significantly lower than ESIT.DE's 52.07% return.


LTUG.DE

1D
0.99%
1M
15.64%
YTD
26.55%
6M
25.15%
1Y
25.48%
3Y*
14.34%
5Y*
9.07%
10Y*
13.07%

ESIT.DE

1D
0.17%
1M
20.56%
YTD
52.07%
6M
49.22%
1Y
61.87%
3Y*
24.73%
5Y*
15.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTUG.DE vs. ESIT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LTUG.DE
Lyxor STOXX Europe 600 Technology UCITS ETF Acc
26.55%4.10%6.60%30.68%-26.76%34.20%7.30%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
52.07%10.07%7.34%35.09%-29.06%37.04%7.94%

Correlation

The correlation between LTUG.DE and ESIT.DE is 0.93, 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

0.93

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.94

The correlation between LTUG.DE and ESIT.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LTUG.DE vs. ESIT.DE — Risk / Return Rank

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

LTUG.DE
LTUG.DE Risk / Return Rank: 3232
Overall Rank
LTUG.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LTUG.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
LTUG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
LTUG.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
LTUG.DE Martin Ratio Rank: 3131
Martin Ratio Rank

ESIT.DE
ESIT.DE Risk / Return Rank: 7373
Overall Rank
ESIT.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ESIT.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
ESIT.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ESIT.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
ESIT.DE Martin Ratio Rank: 6969
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.

LTUG.DE vs. ESIT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Technology UCITS ETF Acc (LTUG.DE) and iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.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.


LTUG.DEESIT.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratioReturn relative to maximum drawdown

1.70

4.72

-3.02

Martin ratioReturn relative to average drawdown

4.42

12.60

-8.18

LTUG.DE vs. ESIT.DE - Sharpe Ratio Comparison

The current LTUG.DE Sharpe Ratio is 1.10, which is lower than the ESIT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of LTUG.DE and ESIT.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.


Loading charts...

Sharpe Ratios by Period


LTUG.DEESIT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.38

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.58

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.72

-0.26

Drawdowns

LTUG.DE vs. ESIT.DE - Drawdown Comparison

The maximum LTUG.DE drawdown since its inception was -61.39%, which is greater than ESIT.DE's maximum drawdown of -38.33%. Use the drawdown chart below to compare losses from any high point for LTUG.DE and ESIT.DE.


Loading charts...

Drawdown Indicators


LTUG.DEESIT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.39%

-38.33%

-23.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-13.03%

-1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

-27.10%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-40.21%

-38.33%

-1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-40.21%

Current Drawdown

Current decline from peak

0.00%

-0.39%

+0.39%

Average Drawdown

Average peak-to-trough decline

-14.85%

-12.02%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

4.90%

+0.85%

Volatility

LTUG.DE vs. ESIT.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Technology UCITS ETF Acc (LTUG.DE) is 8.18%, while iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) has a volatility of 10.57%. This indicates that LTUG.DE experiences smaller price fluctuations and is considered to be less risky than ESIT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LTUG.DEESIT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

10.57%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

19.11%

21.01%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.19%

25.89%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

25.75%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.26%

25.30%

-0.04%

LTUG.DE vs. ESIT.DE - Expense Ratio Comparison

LTUG.DE has a 0.30% expense ratio, which is higher than ESIT.DE's 0.18% expense ratio.


Dividends

LTUG.DE vs. ESIT.DE - Dividend Comparison

Neither LTUG.DE nor ESIT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, LTUG.DE and ESIT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

ESIT.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LTUG.DE.

LTUG.DE tracks STOXX® Europe 600 Technology, while ESIT.DE tracks MSCI World/Information Tech NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LTUG.DE and 0.18% for ESIT.DE.

Portfolio Optimizer

Find the right allocation for LTUG.DE and ESIT.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer