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

Performance

LTVL.DE vs. JREA.DE - 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 JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.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, LTVL.DE achieves a -8.21% return, which is significantly lower than JREA.DE's 30.23% 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%

JREA.DE

1D
-1.51%
1M
4.07%
YTD
30.23%
6M
30.94%
1Y
49.01%
3Y*
20.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTVL.DE vs. JREA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
LTVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc
-8.21%1.60%-4.23%22.42%-11.09%
JREA.DE
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
30.23%14.97%15.52%0.94%-9.63%

Correlation

The correlation between LTVL.DE and JREA.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.47

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2022

0.42

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Return for Risk

LTVL.DE vs. JREA.DE — 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

JREA.DE
JREA.DE Risk / Return Rank: 8888
Overall Rank
JREA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JREA.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
JREA.DE Omega Ratio Rank: 8787
Omega Ratio Rank
JREA.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
JREA.DE Martin Ratio Rank: 8888
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. JREA.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 JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.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.DEJREA.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.21

Sortino ratioReturn per unit of downside risk

-4.16

Omega ratioGain probability vs. loss probability

0.97

1.53

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.27

5.19

-5.45

Martin ratioReturn relative to average drawdown

-0.66

18.76

-19.43

LTVL.DE vs. JREA.DE - Sharpe Ratio Comparison

The current LTVL.DE Sharpe Ratio is -0.27, which is lower than the JREA.DE Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of LTVL.DE and JREA.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


LTVL.DEJREA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

2.94

-3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

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

0.67

-0.60

Drawdowns

LTVL.DE vs. JREA.DE - Drawdown Comparison

The maximum LTVL.DE drawdown since its inception was -65.37%, which is greater than JREA.DE's maximum drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for LTVL.DE and JREA.DE.


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Drawdown Indicators


LTVL.DEJREA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.37%

-20.14%

-45.23%

Max Drawdown (1Y)

Largest decline over 1 year

-18.90%

-9.64%

-9.26%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

-20.14%

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

Max Drawdown (10Y)

Largest decline over 10 years

-55.15%

Current Drawdown

Current decline from peak

-23.30%

-2.73%

-20.57%

Average Drawdown

Average peak-to-trough decline

-20.35%

-6.28%

-14.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

2.67%

+4.96%

Volatility

LTVL.DE vs. JREA.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) is 5.11%, while JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) has a volatility of 7.19%. This indicates that LTVL.DE experiences smaller price fluctuations and is considered to be less risky than JREA.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.DEJREA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

7.19%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

14.07%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

17.02%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.03%

16.86%

+6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.44%

16.86%

+7.58%

LTVL.DE vs. JREA.DE - Expense Ratio Comparison

Both LTVL.DE and JREA.DE have an expense ratio of 0.30%.


Dividends

LTVL.DE vs. JREA.DE - Dividend Comparison

Neither LTVL.DE nor JREA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LTVL.DE and JREA.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LTVL.DE and JREA.DE have the same expense ratio: 0.30% per year.

LTVL.DE is categorized as Consumer Staples Equities, while JREA.DE is Asia Pacific Equities. LTVL.DE tracks STOXX® Europe 600 Travel & Leisure, while JREA.DE tracks JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG). They also come from different issuers: Amundi and JPMorgan.

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