LTVL.DE vs. ZPDD.DE
LTVL.DE (Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc) and ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) are both Consumer Staples Equities funds - LTVL.DE tracks the STOXX® Europe 600 Travel & Leisure while ZPDD.DE tracks the S&P Consumer Discretionary Select Sector. Both are passively managed. Over the past 10 years, LTVL.DE returned -0.25%/yr vs 13.15%/yr for ZPDD.DE. A 0.57 correlation means they provide meaningful diversification when combined. LTVL.DE charges 0.30%/yr vs 0.15%/yr for ZPDD.DE.
Performance
LTVL.DE vs. ZPDD.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 ZPDD.DE's 0.34% return. Over the past 10 years, LTVL.DE has underperformed ZPDD.DE with an annualized return of -0.25%, while ZPDD.DE has yielded a comparatively higher 13.15% annualized 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%
ZPDD.DE
- 1D
- 0.27%
- 1M
- -0.74%
- YTD
- 0.34%
- 6M
- 1.40%
- 1Y
- 11.32%
- 3Y*
- 13.95%
- 5Y*
- 10.34%
- 10Y*
- 13.15%
LTVL.DE vs. ZPDD.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% |
ZPDD.DE SPDR S&P US Consumer Discretionary Select Sector UCITS ETF | 0.34% | -3.35% | 36.72% | 36.96% | -30.97% | 39.97% | 15.91% | 32.48% | 4.88% | 7.37% |
Correlation
The correlation between LTVL.DE and ZPDD.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.57 |
The correlation between LTVL.DE and ZPDD.DE has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.
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Return for Risk
LTVL.DE vs. ZPDD.DE — Risk / Return Rank
LTVL.DE
ZPDD.DE
LTVL.DE vs. ZPDD.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 SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.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 | ZPDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.12 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.81 | -1.08 |
| Martin ratioReturn relative to average drawdown | -0.66 | 2.25 | -2.91 |
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 | ZPDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 0.62 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.48 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.64 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.57 | -0.51 |
Drawdowns
LTVL.DE vs. ZPDD.DE - Drawdown Comparison
The maximum LTVL.DE drawdown since its inception was -65.37%, which is greater than ZPDD.DE's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for LTVL.DE and ZPDD.DE.
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Drawdown Indicators
| LTVL.DE | ZPDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.37% | -37.03% | -28.34% |
Max Drawdown (1Y)Largest decline over 1 year | -18.90% | -13.91% | -4.99% |
Max Drawdown (3Y)Largest decline over 3 years | -28.32% | -29.56% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -38.72% | -34.02% | -4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -55.15% | -37.03% | -18.12% |
Current DrawdownCurrent decline from peak | -23.30% | -7.19% | -16.11% |
Average DrawdownAverage peak-to-trough decline | -20.35% | -8.21% | -12.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 5.03% | +2.60% |
Volatility
LTVL.DE vs. ZPDD.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) is 5.11%, while SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) has a volatility of 5.49%. This indicates that LTVL.DE experiences smaller price fluctuations and is considered to be less risky than ZPDD.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 | ZPDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 5.49% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.86% | 13.47% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 18.17% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 21.48% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 20.55% | +3.89% |
LTVL.DE vs. ZPDD.DE - Expense Ratio Comparison
LTVL.DE has a 0.30% expense ratio, which is higher than ZPDD.DE's 0.15% expense ratio.
Dividends
LTVL.DE vs. ZPDD.DE - Dividend Comparison
Neither LTVL.DE nor ZPDD.DE has paid dividends to shareholders.
Frequently Asked Questions
LTVL.DE and ZPDD.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDD.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LTVL.DE.
LTVL.DE tracks STOXX® Europe 600 Travel & Leisure, while ZPDD.DE tracks S&P Consumer Discretionary Select Sector. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LTVL.DE and 0.15% for ZPDD.DE.
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