LTVL.DE vs. XZEC.DE
LTVL.DE (Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc) and XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) are both Consumer Staples Equities funds - LTVL.DE tracks the STOXX® Europe 600 Travel & Leisure while XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. Both are passively managed. Over the past 3 years, LTVL.DE returned -4.81%/yr vs 2.19%/yr for XZEC.DE. Their correlation of 0.80 suggests significant overlap in exposure. LTVL.DE charges 0.30%/yr vs 0.17%/yr for XZEC.DE.
Performance
LTVL.DE vs. XZEC.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 XZEC.DE's 3.52% return.
LTVL.DE
- 1D
- 0.62%
- 1M
- 6.75%
- YTD
- -8.21%
- 6M
- -7.48%
- 1Y
- -5.08%
- 3Y*
- -4.81%
- 5Y*
- -4.06%
- 10Y*
- -0.25%
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
LTVL.DE vs. XZEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LTVL.DE Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc | -8.21% | 1.60% | -4.23% | 22.42% | -13.28% | -9.91% |
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
Correlation
The correlation between LTVL.DE and XZEC.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.80 |
The correlation between LTVL.DE and XZEC.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
LTVL.DE vs. XZEC.DE — Risk / Return Rank
LTVL.DE
XZEC.DE
LTVL.DE vs. XZEC.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 Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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 | XZEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.13 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.98 | -1.24 |
| Martin ratioReturn relative to average drawdown | -0.66 | 2.63 | -3.30 |
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 | XZEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 0.73 | -1.00 |
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 | 0.06 | 0.00 |
Drawdowns
LTVL.DE vs. XZEC.DE - Drawdown Comparison
The maximum LTVL.DE drawdown since its inception was -65.37%, which is greater than XZEC.DE's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for LTVL.DE and XZEC.DE.
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Drawdown Indicators
| LTVL.DE | XZEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.37% | -30.22% | -35.15% |
Max Drawdown (1Y)Largest decline over 1 year | -18.90% | -11.27% | -7.63% |
Max Drawdown (3Y)Largest decline over 3 years | -28.32% | -23.79% | -4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -38.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -55.15% | — | — |
Current DrawdownCurrent decline from peak | -23.30% | -4.58% | -18.72% |
Average DrawdownAverage peak-to-trough decline | -20.35% | -10.22% | -10.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 4.19% | +3.44% |
Volatility
LTVL.DE vs. XZEC.DE - Volatility Comparison
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) has a higher volatility of 5.11% compared to Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) at 4.04%. This indicates that LTVL.DE's price experiences larger fluctuations and is considered to be riskier than XZEC.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 | XZEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 4.04% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.86% | 11.07% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 15.07% | +3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 20.02% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 20.02% | +4.42% |
LTVL.DE vs. XZEC.DE - Expense Ratio Comparison
LTVL.DE has a 0.30% expense ratio, which is higher than XZEC.DE's 0.17% expense ratio.
Dividends
LTVL.DE vs. XZEC.DE - Dividend Comparison
Neither LTVL.DE nor XZEC.DE has paid dividends to shareholders.
Frequently Asked Questions
LTVL.DE and XZEC.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for LTVL.DE.
LTVL.DE tracks STOXX® Europe 600 Travel & Leisure, while XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LTVL.DE and 0.17% for XZEC.DE.
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