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LUXG.L vs. LUXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LUXG.LLUXX
YTD Return-7.74%-6.92%
1Y Return-2.20%0.14%
Sharpe Ratio-0.240.21
Sortino Ratio-0.240.44
Omega Ratio0.971.05
Calmar Ratio-0.170.22
Martin Ratio-0.400.45
Ulcer Index9.52%8.88%
Daily Std Dev16.16%19.09%
Max Drawdown-36.58%-17.90%
Current Drawdown-17.84%-14.10%

Correlation

-0.50.00.51.00.9

The correlation between LUXG.L and LUXX is 0.85, 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.

Performance

LUXG.L vs. LUXX - Performance Comparison

In the year-to-date period, LUXG.L achieves a -7.74% return, which is significantly lower than LUXX's -6.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.47%
-8.10%
LUXG.L
LUXX

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. LUXX - Expense Ratio Comparison

LUXG.L has a 0.25% expense ratio, which is lower than LUXX's 0.45% expense ratio.


LUXX
Listed Funds Trust - Roundhill S&P Global Luxury ETF
Expense ratio chart for LUXX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for LUXG.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

LUXG.L vs. LUXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and Listed Funds Trust - Roundhill S&P Global Luxury ETF (LUXX). 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.L
Sharpe ratio
The chart of Sharpe ratio for LUXG.L, currently valued at -0.07, compared to the broader market-2.000.002.004.00-0.07
Sortino ratio
The chart of Sortino ratio for LUXG.L, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.0010.0012.000.03
Omega ratio
The chart of Omega ratio for LUXG.L, currently valued at 1.00, compared to the broader market1.001.502.002.503.001.00
Calmar ratio
The chart of Calmar ratio for LUXG.L, currently valued at -0.07, compared to the broader market0.005.0010.0015.00-0.07
Martin ratio
The chart of Martin ratio for LUXG.L, currently valued at -0.13, compared to the broader market0.0020.0040.0060.0080.00100.00-0.13
LUXX
Sharpe ratio
The chart of Sharpe ratio for LUXX, currently valued at -0.03, compared to the broader market-2.000.002.004.00-0.03
Sortino ratio
The chart of Sortino ratio for LUXX, currently valued at 0.09, compared to the broader market-2.000.002.004.006.008.0010.0012.000.09
Omega ratio
The chart of Omega ratio for LUXX, currently valued at 1.01, compared to the broader market1.001.502.002.503.001.01
Calmar ratio
The chart of Calmar ratio for LUXX, currently valued at -0.03, compared to the broader market0.005.0010.0015.00-0.03
Martin ratio
The chart of Martin ratio for LUXX, currently valued at -0.06, compared to the broader market0.0020.0040.0060.0080.00100.00-0.06

LUXG.L vs. LUXX - Sharpe Ratio Comparison

The current LUXG.L Sharpe Ratio is -0.24, which is lower than the LUXX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of LUXG.L and LUXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
-0.07
-0.03
LUXG.L
LUXX

Dividends

LUXG.L vs. LUXX - Dividend Comparison

LUXG.L has not paid dividends to shareholders, while LUXX's dividend yield for the trailing twelve months is around 0.37%.


TTM2023
LUXG.L
Amundi ETF S&P Global Luxury UCITS ETF USD
0.00%0.00%
LUXX
Listed Funds Trust - Roundhill S&P Global Luxury ETF
0.37%0.34%

Drawdowns

LUXG.L vs. LUXX - Drawdown Comparison

The maximum LUXG.L drawdown since its inception was -36.58%, which is greater than LUXX's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for LUXG.L and LUXX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%JuneJulyAugustSeptemberOctoberNovember
-14.29%
-14.10%
LUXG.L
LUXX

Volatility

LUXG.L vs. LUXX - Volatility Comparison

Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and Listed Funds Trust - Roundhill S&P Global Luxury ETF (LUXX) have volatilities of 5.76% and 5.73%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.76%
5.73%
LUXG.L
LUXX