LTVL.DE vs. ZROZ
LTVL.DE (Amundi STOXX Europe 600 Consumer Discretionary UCITS ETF Acc) and ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Fund) are both exchange-traded funds - LTVL.DE is a Consumer Discretionary Equities fund tracking the STOXX Europe 600 Industry Consumer Discretionary 30-15 Index, while ZROZ is a Government Bonds fund tracking the ICE BofA Long U.S. Treasury Principal STRIPS Index. Both are passively managed. Over the past 5 years, LTVL.DE returned -1.95%/yr vs -14.15%/yr for ZROZ. Their -0.07 correlation means they have often moved in opposite directions in the past. LTVL.DE charges 0.30%/yr vs 0.15%/yr for ZROZ.
Performance
LTVL.DE vs. ZROZ - Performance Comparison
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Different Trading Currencies
LTVL.DE is traded in EUR, while ZROZ is traded in USD. To make them comparable, the ZROZ 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 -4.04% return, which is significantly higher than ZROZ's -4.74% return.
LTVL.DE
- 1D
- 1.98%
- 1M
- 0.40%
- 6M
- 0.70%
- YTD
- -4.04%
- 1Y
- 6.54%
- 3Y*
- -2.42%
- 5Y*
- -1.95%
- 10Y*
- —
- ALL TIME*
- -0.13%
ZROZ
- 1D
- 0.77%
- 1M
- -7.25%
- 6M
- -3.13%
- YTD
- -4.74%
- 1Y
- -6.37%
- 3Y*
- -8.20%
- 5Y*
- -14.15%
- 10Y*
- -5.69%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| €28.56K | €69.59K | €84.87K | |
| €34.21M | €39.42M | €34.68M |
LTVL.DE vs. ZROZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LTVL.DE Amundi STOXX Europe 600 Consumer Discretionary UCITS ETF Acc | -4.04% | 1.60% | -4.23% | 22.45% | -13.30% | 0.95% | -13.76% | 14.75% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | -4.74% | -13.49% | -10.65% | -1.84% | -37.65% | 1.87% | 14.30% | 24.59% |
Correlation
The correlation between LTVL.DE and ZROZ is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019 | -0.07 |
The correlation between LTVL.DE and ZROZ shifts across timeframes, from -0.07 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LTVL.DE vs. ZROZ — Risk / Return Rank
LTVL.DE
ZROZ
LTVL.DE vs. ZROZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 Consumer Discretionary UCITS ETF Acc (LTVL.DE) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LTVL.DE | ZROZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.94 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | -0.45 | +0.79 |
| Martin ratioReturn relative to average drawdown | 0.83 | -0.86 | +1.69 |
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Drawdowns
LTVL.DE vs. ZROZ - Drawdown Comparison
The maximum LTVL.DE drawdown since its inception was -55.15%, smaller than the maximum ZROZ drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for LTVL.DE and ZROZ.
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Drawdown Indicators
| LTVL.DE | ZROZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.15% | -64.08% | +8.93% |
Max Drawdown (1Y)Largest decline over 1 year | -18.90% | -14.32% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -28.31% | -29.11% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -38.39% | -58.19% | +19.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.08% | — |
Current DrawdownCurrent decline from peak | -19.79% | -63.81% | +44.02% |
Average DrawdownAverage peak-to-trough decline | -17.79% | -26.37% | +8.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.86% | 7.42% | +0.44% |
Volatility
LTVL.DE vs. ZROZ - Volatility Comparison
Amundi STOXX Europe 600 Consumer Discretionary UCITS ETF Acc (LTVL.DE) has a higher volatility of 6.56% compared to PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) at 4.67%. This indicates that LTVL.DE's price experiences larger fluctuations and is considered to be riskier than ZROZ 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 | ZROZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 4.67% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 10.98% | +4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 15.39% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.78% | 23.67% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.66% | 22.06% | +4.60% |
LTVL.DE vs. ZROZ - Expense Ratio Comparison
LTVL.DE has a 0.30% expense ratio, which is higher than ZROZ's 0.15% expense ratio.
Dividends
LTVL.DE vs. ZROZ - Dividend Comparison
LTVL.DE has not paid dividends to shareholders, while ZROZ's dividend yield for the trailing twelve months is around 5.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTVL.DE Amundi STOXX Europe 600 Consumer Discretionary 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% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 5.56% | 4.96% | 4.58% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.06% | 2.53% | 3.00% | 2.98% |
Frequently Asked Questions
LTVL.DE and ZROZ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZROZ is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZROZ is cheaper with a 0.15% expense ratio, compared with 0.30% for LTVL.DE.
LTVL.DE is categorized as Consumer Discretionary Equities, while ZROZ is Government Bonds. LTVL.DE tracks STOXX Europe 600 Industry Consumer Discretionary 30-15 Index, while ZROZ tracks ICE BofA Long U.S. Treasury Principal STRIPS Index. They also come from different issuers: Amundi and PIMCO. Their fees differ too: 0.30% for LTVL.DE and 0.15% for ZROZ.
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