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SAF.PA vs. LBRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SAF.PA vs. LBRE.DE

Last updated Jun 13, 2026

SAF.PA (Safran SA) is a stock, while LBRE.DE (Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc) is Industrials Equities fund tracking the STOXX® Europe 600 Basic Resources. Over the past 10 years, SAF.PA returned 19.52%/yr vs 16.89%/yr for LBRE.DE. At a 0.35 correlation, their price movements are largely independent.

Performance

SAF.PA vs. LBRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Safran SA (SAF.PA) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAF.PA achieves a 4.08% return, which is significantly lower than LBRE.DE's 29.03% return. Over the past 10 years, SAF.PA has outperformed LBRE.DE with an annualized return of 19.52%, while LBRE.DE has yielded a comparatively lower 16.89% annualized return.

SAF.PA

1D
3.66%
1M
9.30%
YTD
4.08%
6M
6.26%
1Y
22.25%
3Y*
31.43%
5Y*
21.02%
10Y*
19.52%

LBRE.DE

1D
3.78%
1M
-1.65%
YTD
29.03%
6M
38.72%
1Y
81.83%
3Y*
17.45%
5Y*
11.35%
10Y*
16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAF.PA vs. LBRE.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SAF.PA
Safran SA		4.08%41.80%34.36%37.72%9.15%-6.83%-15.76%32.58%24.66%26.88%
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc		29.03%33.09%-8.87%-2.42%9.14%26.86%13.06%22.70%-13.45%22.78%

Correlation

The correlation between SAF.PA and LBRE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.35

Compare stocks, funds, or ETFs

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Safran SA

Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc

Often compared with SAF.PA:
SAF.PA vs. SAFRYSAF.PA vs. RTXSAF.PA vs. SWBISAF.PA vs. HWMSAF.PA vs. GDSAF.PA vs. GESAF.PA vs. voo
Often compared with LBRE.DE:
LBRE.DE vs. E6BR.DELBRE.DE vs. XDWM.DELBRE.DE vs. WELI.DELBRE.DE vs. DXSL.DELBRE.DE vs. SC00.DELBRE.DE vs. SC0W.DELBRE.DE vs. XUIN.DE

Return for Risk

SAF.PA vs. LBRE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAF.PA
SAF.PA Risk / Return Rank: 6161
Overall Rank
SAF.PA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SAF.PA Sortino Ratio Rank: 6060
Sortino Ratio Rank
SAF.PA Omega Ratio Rank: 5858
Omega Ratio Rank
SAF.PA Calmar Ratio Rank: 6161
Calmar Ratio Rank
SAF.PA Martin Ratio Rank: 6464
Martin Ratio Rank
LBRE.DE
LBRE.DE Risk / Return Rank: 9090
Overall Rank
LBRE.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LBRE.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
LBRE.DE Omega Ratio Rank: 8888
Omega Ratio Rank
LBRE.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 9090
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.

SAF.PA vs. LBRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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.

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.

SAF.PALBRE.DEDifference
Sharpe ratioReturn per unit of total volatility
0.62
3.07

-2.44

Sortino ratioReturn per unit of downside risk
1.15
3.84

-2.70

Omega ratioGain probability vs. loss probability

1.14

1.48

-0.35

Calmar ratioReturn relative to maximum drawdown

0.83

4.70

-3.87

Martin ratioReturn relative to average drawdown

2.22

18.55

-16.33

SAF.PA vs. LBRE.DE - Sharpe Ratio Comparison

The current SAF.PA Sharpe Ratio is 0.62, which is lower than the LBRE.DE Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of SAF.PA and LBRE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SAF.PA vs. LBRE.DE - Drawdown Comparison

The maximum SAF.PA drawdown since its inception was -64.89%, smaller than the maximum LBRE.DE drawdown of -74.48%. Use the drawdown chart below to compare losses from any high point for SAF.PA and LBRE.DE.

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Drawdown Indicators

SAF.PALBRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.89%

-74.48%

+9.59%

Max Drawdown (1Y)

Largest decline over 1 year

-23.62%

-17.12%

-6.50%

Max Drawdown (3Y)

Largest decline over 3 years

-23.62%

-33.23%

+9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-29.84%

-37.22%

+7.38%

Max Drawdown (10Y)

Largest decline over 10 years

-64.63%

-45.32%

-19.31%

Current Drawdown

Current decline from peak

-10.85%

-5.06%

-5.79%

Average Drawdown

Average peak-to-trough decline

-13.50%

-34.84%

+21.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

4.35%

+4.55%

Volatility

SAF.PA vs. LBRE.DE - Volatility Comparison

Safran SA (SAF.PA) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) have volatilities of 10.23% and 10.31%, 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.

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Volatility by Period

SAF.PALBRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.23%

10.31%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

27.80%

22.31%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

31.51%

26.29%

+5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.37%

26.29%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.13%

27.42%

+5.71%

Dividends

SAF.PA vs. LBRE.DE - Dividend Comparison

SAF.PA's dividend yield for the trailing twelve months is around 1.09%, while LBRE.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources 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%
SAF.PA
Safran SA		1.09%0.98%1.04%0.85%0.43%0.40%0.00%1.32%1.52%0.97%2.15%1.96%

Frequently Asked Questions

SAF.PA and LBRE.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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