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SELD.DE vs. 18M2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. 18M2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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, SELD.DE achieves a 14.08% return, which is significantly higher than 18M2.DE's 6.76% return. Over the past 10 years, SELD.DE has outperformed 18M2.DE with an annualized return of 9.59%, while 18M2.DE has yielded a comparatively lower 8.26% annualized return.


SELD.DE

1D
0.52%
1M
2.18%
YTD
14.08%
6M
19.21%
1Y
31.99%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%

18M2.DE

1D
0.32%
1M
-0.40%
YTD
6.76%
6M
8.83%
1Y
15.64%
3Y*
12.13%
5Y*
8.90%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. 18M2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
6.76%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%

Correlation

The correlation between SELD.DE and 18M2.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.83

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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.83

The correlation between SELD.DE and 18M2.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

SELD.DE vs. 18M2.DE — Risk / Return Rank

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

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

18M2.DE
18M2.DE Risk / Return Rank: 4545
Overall Rank
18M2.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 4242
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.

SELD.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.


SELD.DE18M2.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.49

1.28

+0.21

Calmar ratioReturn relative to maximum drawdown

4.79

2.55

+2.24

Martin ratioReturn relative to average drawdown

16.20

6.71

+9.50

SELD.DE vs. 18M2.DE - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is higher than the 18M2.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SELD.DE and 18M2.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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Sharpe Ratios by Period


SELD.DE18M2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

1.49

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.66

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.53

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.44

-0.26

Drawdowns

SELD.DE vs. 18M2.DE - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than 18M2.DE's maximum drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for SELD.DE and 18M2.DE.


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Drawdown Indicators


SELD.DE18M2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-37.06%

-33.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-6.19%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-14.68%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-20.81%

-2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-37.06%

-3.59%

Current Drawdown

Current decline from peak

-1.80%

-1.44%

-0.36%

Average Drawdown

Average peak-to-trough decline

-25.32%

-6.42%

-18.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.36%

-0.37%

Volatility

SELD.DE vs. 18M2.DE - Volatility Comparison

Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a higher volatility of 3.83% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.63%. This indicates that SELD.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SELD.DE18M2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

2.63%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

8.33%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

10.62%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

13.41%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

15.44%

+1.98%

SELD.DE vs. 18M2.DE - Expense Ratio Comparison

Both SELD.DE and 18M2.DE have an expense ratio of 0.30%.


Dividends

SELD.DE vs. 18M2.DE - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, while 18M2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


SELD.DE and 18M2.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SELD.DE and 18M2.DE have the same expense ratio: 0.30% per year.

SELD.DE tracks STOXX® Europe Select Dividend 30, while 18M2.DE tracks MSCI EMU High Dividend Yield.

Portfolio Optimizer

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