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LTVL.DE vs. IBDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTVL.DE vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LTVL.DE is traded in EUR, while IBDR is traded in USD. To make them comparable, the IBDR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LTVL.DE achieves a -8.21% return, which is significantly lower than IBDR's 3.51% 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%

IBDR

1D
0.84%
1M
2.31%
YTD
3.51%
6M
2.99%
1Y
3.69%
3Y*
2.58%
5Y*
2.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTVL.DE vs. IBDR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
3.51%-7.47%11.91%2.79%-2.59%5.55%-0.10%17.41%1.77%-7.06%

Correlation

The correlation between LTVL.DE and IBDR is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

-0.13

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2016

-0.03

The correlation between LTVL.DE and IBDR shifts across timeframes, from -0.14 (5 years) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LTVL.DE vs. IBDR — Risk / Return Rank

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

LTVL.DE
LTVL.DE Risk / Return Rank: 66
Overall Rank
LTVL.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
LTVL.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
LTVL.DE Omega Ratio Rank: 66
Omega Ratio Rank
LTVL.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
LTVL.DE Martin Ratio Rank: 66
Martin Ratio Rank

IBDR
IBDR Risk / Return Rank: 9999
Overall Rank
IBDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBDR Omega Ratio Rank: 9999
Omega Ratio Rank
IBDR Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBDR Martin Ratio Rank: 9999
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.

LTVL.DE vs. IBDR - 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 iBonds Dec 2026 Term Corporate ETF (IBDR). 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.DEIBDRDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

0.97

1.11

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.27

0.99

-1.26

Martin ratioReturn relative to average drawdown

-0.66

2.34

-3.01

LTVL.DE vs. IBDR - Sharpe Ratio Comparison

The current LTVL.DE Sharpe Ratio is -0.27, which is lower than the IBDR Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of LTVL.DE and IBDR, 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


LTVL.DEIBDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.59

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.36

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.34

-0.27

Drawdowns

LTVL.DE vs. IBDR - Drawdown Comparison

The maximum LTVL.DE drawdown since its inception was -65.37%, which is greater than IBDR's maximum drawdown of -15.35%. Use the drawdown chart below to compare losses from any high point for LTVL.DE and IBDR.


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Drawdown Indicators


LTVL.DEIBDRDifference

Max Drawdown

Largest peak-to-trough decline

-65.37%

-15.35%

-50.02%

Max Drawdown (1Y)

Largest decline over 1 year

-18.90%

-3.74%

-15.16%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

-11.03%

-17.29%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

-11.03%

-27.69%

Max Drawdown (10Y)

Largest decline over 10 years

-55.15%

Current Drawdown

Current decline from peak

-23.30%

-5.17%

-18.13%

Average Drawdown

Average peak-to-trough decline

-20.35%

-4.75%

-15.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

1.58%

+6.05%

Volatility

LTVL.DE vs. IBDR - Volatility Comparison

Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) has a higher volatility of 5.11% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 1.40%. This indicates that LTVL.DE's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTVL.DEIBDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

1.40%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

4.35%

+10.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

6.24%

+12.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.03%

7.42%

+15.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.44%

7.85%

+16.59%

LTVL.DE vs. IBDR - Expense Ratio Comparison

LTVL.DE has a 0.30% expense ratio, which is higher than IBDR's 0.10% expense ratio.


Dividends

LTVL.DE vs. IBDR - Dividend Comparison

LTVL.DE has not paid dividends to shareholders, while IBDR's dividend yield for the trailing twelve months is around 4.13%.


PositionTTM2025202420232022202120202019201820172016
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.13%4.20%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%
LTVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LTVL.DE and IBDR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBDR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBDR is cheaper with a 0.10% expense ratio, compared with 0.30% for LTVL.DE.

LTVL.DE is categorized as Consumer Staples Equities, while IBDR is Corporate Bonds. LTVL.DE tracks STOXX® Europe 600 Travel & Leisure, while IBDR tracks Barclays December 2026 Maturity Corporate Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LTVL.DE and 0.10% for IBDR.

Portfolio Optimizer

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