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

Performance

LTVL.DE vs. XDWS.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 Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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 XDWS.DE's 4.43% return. Over the past 10 years, LTVL.DE has underperformed XDWS.DE with an annualized return of -0.25%, while XDWS.DE has yielded a comparatively higher 5.34% 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%

XDWS.DE

1D
-0.24%
1M
-2.22%
YTD
4.43%
6M
3.49%
1Y
0.24%
3Y*
3.32%
5Y*
4.93%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTVL.DE vs. XDWS.DE - 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%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
4.43%-3.34%12.56%-1.53%-0.06%22.38%-1.96%25.94%-5.88%2.82%

Correlation

The correlation between LTVL.DE and XDWS.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.21

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

0.24

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

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.32

The correlation between LTVL.DE and XDWS.DE shifts across timeframes, from 0.19 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LTVL.DE vs. XDWS.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

XDWS.DE
XDWS.DE Risk / Return Rank: 88
Overall Rank
XDWS.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 88
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. XDWS.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 Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.DEXDWS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

0.97

1.00

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.10

-0.17

Martin ratioReturn relative to average drawdown

-0.66

-0.20

-0.46

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

The current LTVL.DE Sharpe Ratio is -0.27, which is lower than the XDWS.DE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of LTVL.DE and XDWS.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.DEXDWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

-0.07

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.43

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.44

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.45

-0.38

Drawdowns

LTVL.DE vs. XDWS.DE - Drawdown Comparison

The maximum LTVL.DE drawdown since its inception was -65.37%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for LTVL.DE and XDWS.DE.


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Drawdown Indicators


LTVL.DEXDWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.37%

-22.95%

-42.42%

Max Drawdown (1Y)

Largest decline over 1 year

-18.90%

-8.78%

-10.12%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

-11.90%

-16.42%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

-12.47%

-26.25%

Max Drawdown (10Y)

Largest decline over 10 years

-55.15%

-22.95%

-32.20%

Current Drawdown

Current decline from peak

-23.30%

-7.60%

-15.70%

Average Drawdown

Average peak-to-trough decline

-20.35%

-5.04%

-15.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

4.34%

+3.29%

Volatility

LTVL.DE vs. XDWS.DE - Volatility Comparison

Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) have volatilities of 5.11% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTVL.DEXDWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.00%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

10.01%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

12.06%

+6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.03%

11.35%

+11.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.44%

12.19%

+12.25%

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

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


Dividends

LTVL.DE vs. XDWS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LTVL.DE and XDWS.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XDWS.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LTVL.DE.

LTVL.DE tracks STOXX® Europe 600 Travel & Leisure, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LTVL.DE and 0.25% for XDWS.DE.

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