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SELD.DE vs. DX2G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. DX2G.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 Xtrackers CAC 40 UCITS ETF (DX2G.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 DX2G.DE's 3.56% return. Both investments have delivered pretty close results over the past 10 years, with SELD.DE having a 9.59% annualized return and DX2G.DE not far behind at 9.43%.


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%

DX2G.DE

1D
1.24%
1M
0.29%
YTD
3.56%
6M
3.99%
1Y
9.17%
3Y*
7.75%
5Y*
7.91%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. DX2G.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%
DX2G.DE
Xtrackers CAC 40 UCITS ETF
3.56%14.51%-0.04%19.30%-6.47%30.47%-4.99%32.76%-9.63%13.19%

Correlation

The correlation between SELD.DE and DX2G.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.73

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

0.78

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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2009

0.76

The correlation between SELD.DE and DX2G.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.

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Return for Risk

SELD.DE vs. DX2G.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

DX2G.DE
DX2G.DE Risk / Return Rank: 2020
Overall Rank
DX2G.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DX2G.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
DX2G.DE Omega Ratio Rank: 2020
Omega Ratio Rank
DX2G.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DX2G.DE Martin Ratio Rank: 2121
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. DX2G.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 Xtrackers CAC 40 UCITS ETF (DX2G.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.DEDX2G.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.11

Sortino ratioReturn per unit of downside risk

+2.78

Omega ratioGain probability vs. loss probability

1.49

1.12

+0.37

Calmar ratioReturn relative to maximum drawdown

4.79

0.82

+3.97

Martin ratioReturn relative to average drawdown

16.20

2.51

+13.69

SELD.DE vs. DX2G.DE - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is higher than the DX2G.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SELD.DE and DX2G.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.DEDX2G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

0.62

+2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.47

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.48

-0.30

Drawdowns

SELD.DE vs. DX2G.DE - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than DX2G.DE's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for SELD.DE and DX2G.DE.


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Drawdown Indicators


SELD.DEDX2G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-38.70%

-31.60%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-10.92%

+4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-16.22%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-20.89%

-2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-38.70%

-1.95%

Current Drawdown

Current decline from peak

-1.80%

-2.30%

+0.50%

Average Drawdown

Average peak-to-trough decline

-25.32%

-6.46%

-18.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

3.56%

-1.57%

Volatility

SELD.DE vs. DX2G.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) is 3.83%, while Xtrackers CAC 40 UCITS ETF (DX2G.DE) has a volatility of 4.71%. This indicates that SELD.DE experiences smaller price fluctuations and is considered to be less risky than DX2G.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.DEDX2G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

4.71%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

11.25%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

14.42%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

16.76%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

17.95%

-0.53%

SELD.DE vs. DX2G.DE - Expense Ratio Comparison

SELD.DE has a 0.30% expense ratio, which is higher than DX2G.DE's 0.20% expense ratio.


Dividends

SELD.DE vs. DX2G.DE - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, more than DX2G.DE's 2.97% yield.


PositionTTM20252024202320222021202020192018201720162015
DX2G.DE
Xtrackers CAC 40 UCITS ETF
2.97%2.78%3.06%2.92%4.66%1.41%3.38%2.74%2.51%2.99%2.25%0.24%
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 DX2G.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DX2G.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DX2G.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for SELD.DE.

SELD.DE tracks STOXX® Europe Select Dividend 30, while DX2G.DE tracks CAC 40®. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for SELD.DE and 0.20% for DX2G.DE.

Portfolio Optimizer

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