LTVL.DE vs. CEMG.DE
LTVL.DE (Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc) and CEMG.DE (iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc)) are both Consumer Staples Equities funds - LTVL.DE tracks the STOXX® Europe 600 Travel & Leisure while CEMG.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, LTVL.DE returned -0.25%/yr vs 3.56%/yr for CEMG.DE. A 0.56 correlation means they provide meaningful diversification when combined. LTVL.DE charges 0.30%/yr vs 0.60%/yr for CEMG.DE.
Performance
LTVL.DE vs. CEMG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LTVL.DE achieves a -8.21% return, which is significantly lower than CEMG.DE's -7.03% return. Over the past 10 years, LTVL.DE has underperformed CEMG.DE with an annualized return of -0.25%, while CEMG.DE has yielded a comparatively higher 3.56% annualized return.
LTVL.DE
- 1D
- 0.62%
- 1M
- 2.29%
- YTD
- -8.21%
- 6M
- -7.98%
- 1Y
- -4.33%
- 3Y*
- -4.81%
- 5Y*
- -4.06%
- 10Y*
- -0.25%
CEMG.DE
- 1D
- -0.23%
- 1M
- -1.58%
- YTD
- -7.03%
- 6M
- -8.66%
- 1Y
- -8.22%
- 3Y*
- 3.00%
- 5Y*
- -2.27%
- 10Y*
- 3.56%
LTVL.DE vs. CEMG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTVL.DE Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc | -8.21% | 1.60% | -4.23% | 22.42% | -13.28% | 0.97% | -13.77% | 15.26% | -9.35% | 15.81% |
CEMG.DE iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) | -7.03% | 0.86% | 16.93% | 1.69% | -16.08% | -1.07% | 11.30% | 25.51% | -16.68% | 23.33% |
Correlation
The correlation between LTVL.DE and CEMG.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2014 | 0.56 |
The correlation between LTVL.DE and CEMG.DE has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.
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Return for Risk
LTVL.DE vs. CEMG.DE — Risk / Return Rank
LTVL.DE
CEMG.DE
LTVL.DE vs. CEMG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) and iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.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.
| LTVL.DE | CEMG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.91 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | -0.58 | +0.32 |
| Martin ratioReturn relative to average drawdown | -0.66 | -1.23 | +0.56 |
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
| LTVL.DE | CEMG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | -0.64 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.12 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.19 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.22 | -0.15 |
Drawdowns
LTVL.DE vs. CEMG.DE - Drawdown Comparison
The maximum LTVL.DE drawdown since its inception was -65.37%, which is greater than CEMG.DE's maximum drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for LTVL.DE and CEMG.DE.
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Drawdown Indicators
| LTVL.DE | CEMG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.37% | -33.94% | -31.43% |
Max Drawdown (1Y)Largest decline over 1 year | -18.90% | -14.05% | -4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -28.32% | -20.18% | -8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -38.72% | -31.08% | -7.64% |
Max Drawdown (10Y)Largest decline over 10 years | -55.15% | -33.94% | -21.21% |
Current DrawdownCurrent decline from peak | -23.30% | -18.75% | -4.55% |
Average DrawdownAverage peak-to-trough decline | -20.35% | -12.26% | -8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 6.68% | +0.95% |
Volatility
LTVL.DE vs. CEMG.DE - Volatility Comparison
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) has a higher volatility of 5.11% compared to iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) at 4.37%. This indicates that LTVL.DE's price experiences larger fluctuations and is considered to be riskier than CEMG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTVL.DE | CEMG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 4.37% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.86% | 10.24% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 12.88% | +5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 18.54% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 18.33% | +6.11% |
LTVL.DE vs. CEMG.DE - Expense Ratio Comparison
LTVL.DE has a 0.30% expense ratio, which is lower than CEMG.DE's 0.60% expense ratio.
Dividends
LTVL.DE vs. CEMG.DE - Dividend Comparison
Neither LTVL.DE nor CEMG.DE has paid dividends to shareholders.
Frequently Asked Questions
LTVL.DE and CEMG.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LTVL.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LTVL.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for CEMG.DE.
LTVL.DE tracks STOXX® Europe 600 Travel & Leisure, while CEMG.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LTVL.DE and 0.60% for CEMG.DE.
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