PortfoliosLab logoPortfoliosLab logo
LUXG.L vs. GLUX.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LUXG.L vs. GLUX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LUXG.L vs. GLUX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUXG.L
Amundi ETF S&P Global Luxury UCITS ETF USD
-10.47%6.94%-0.12%9.77%-14.46%23.84%31.63%24.83%-7.67%26.63%
GLUX.DE
Amundi S&P Global Luxury UCITS ETF EUR
-10.07%7.66%-0.12%9.74%-14.92%23.07%30.78%26.58%-7.84%27.32%
Different Trading Currencies

LUXG.L is traded in GBp, while GLUX.DE is traded in EUR. To make them comparable, the GLUX.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with LUXG.L having a -10.47% return and GLUX.DE slightly higher at -10.07%. Both investments have delivered pretty close results over the past 10 years, with LUXG.L having a 9.39% annualized return and GLUX.DE not far ahead at 9.47%.


LUXG.L

1D
2.34%
1M
-6.84%
YTD
-10.47%
6M
-7.07%
1Y
5.51%
3Y*
-2.90%
5Y*
0.87%
10Y*
9.39%

GLUX.DE

1D
2.98%
1M
-6.03%
YTD
-10.07%
6M
-6.65%
1Y
6.18%
3Y*
-2.70%
5Y*
0.99%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LUXG.L vs. GLUX.DE - Expense Ratio Comparison

Both LUXG.L and GLUX.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

LUXG.L vs. GLUX.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LUXG.L
LUXG.L Risk / Return Rank: 1818
Overall Rank
LUXG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LUXG.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
LUXG.L Omega Ratio Rank: 1818
Omega Ratio Rank
LUXG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
LUXG.L Martin Ratio Rank: 1919
Martin Ratio Rank

GLUX.DE
GLUX.DE Risk / Return Rank: 1313
Overall Rank
GLUX.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GLUX.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
GLUX.DE Omega Ratio Rank: 1313
Omega Ratio Rank
GLUX.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
GLUX.DE Martin Ratio Rank: 1313
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.

LUXG.L vs. GLUX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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.


LUXG.LGLUX.DEDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.29

-0.02

Sortino ratio

Return per unit of downside risk

0.52

0.56

-0.04

Omega ratio

Gain probability vs. loss probability

1.07

1.07

-0.01

Calmar ratio

Return relative to maximum drawdown

0.32

0.38

-0.06

Martin ratio

Return relative to average drawdown

1.07

1.25

-0.17

LUXG.L vs. GLUX.DE - Sharpe Ratio Comparison

The current LUXG.L Sharpe Ratio is 0.28, which is comparable to the GLUX.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of LUXG.L and GLUX.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LUXG.LGLUX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.29

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.05

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.46

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.42

+0.07

Correlation

The correlation between LUXG.L and GLUX.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LUXG.L vs. GLUX.DE - Dividend Comparison

Neither LUXG.L nor GLUX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LUXG.L vs. GLUX.DE - Drawdown Comparison

The maximum LUXG.L drawdown since its inception was -36.58%, roughly equal to the maximum GLUX.DE drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for LUXG.L and GLUX.DE.


Loading graphics...

Drawdown Indicators


LUXG.LGLUX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.58%

-43.20%

+6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-15.95%

-16.00%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-30.52%

+1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

-43.20%

+6.62%

Current Drawdown

Current decline from peak

-14.84%

-17.73%

+2.89%

Average Drawdown

Average peak-to-trough decline

-8.10%

-9.28%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

4.95%

-0.17%

Volatility

LUXG.L vs. GLUX.DE - Volatility Comparison

The current volatility for Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) is 6.60%, while Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a volatility of 7.00%. This indicates that LUXG.L experiences smaller price fluctuations and is considered to be less risky than GLUX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LUXG.LGLUX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

7.00%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

14.06%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

20.95%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

20.72%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

20.53%

-0.34%