SELD.DE vs. USD=X

Last updated Jun 5, 2026

SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) is Europe Equities fund tracking the STOXX® Europe Select Dividend 30, while USD=X (USD Cash) is a currency. Over the past 10 years, SELD.DE returned 9.59%/yr vs -0.25%/yr for USD=X. At a correlation of -0.03, they often move in opposite directions.

Performance

SELD.DE vs. USD=X - 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 USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SELD.DE is traded in EUR, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SELD.DE achieves a 14.08% return, which is significantly higher than USD=X's 1.84% return. Over the past 10 years, SELD.DE has outperformed USD=X with an annualized return of 9.59%, while USD=X has yielded a comparatively lower -0.25% annualized return.

SELD.DE

• 1D: 0.52%
• 1M: 2.83%
• YTD: 14.08%
• 6M: 19.06%
• 1Y: 31.97%
• 3Y*: 20.75%
• 5Y*: 11.33%
• 10Y*: 9.59%

USD=X

• 1D: 0.00%
• 1M: 2.18%
• YTD: 1.84%
• 6M: 0.90%
• 1Y: -1.05%
• 3Y*: -2.31%
• 5Y*: 1.09%
• 10Y*: -0.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. USD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
USD=X USD Cash	1.84%	-11.87%	6.60%	-3.00%	6.20%	7.48%	-8.24%	2.26%	4.69%	-12.29%

Correlation

The correlation between SELD.DE and USD=X is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	-0.15
Correlation (5Y) Calculated over the trailing 5-year period	-0.19
Correlation (10Y) Calculated over the trailing 10-year period	-0.04
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007	-0.03

The correlation between SELD.DE and USD=X shifts across timeframes, from -0.19 (5 years) to -0.03 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SELD.DE vs. USD=X — 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: 84
SELD.DE Sharpe Ratio Rank: 85
SELD.DE Sortino Ratio Rank: 85
SELD.DE Omega Ratio Rank: 82
SELD.DE Calmar Ratio Rank: 86
SELD.DE Martin Ratio Rank: 82

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. USD=X - 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 USD Cash (USD=X). 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.DE	USD=X	Difference
Sharpe ratio: Return per unit of total volatility	2.73	-0.15	+2.87
Sortino ratio: Return per unit of downside risk	3.78	-0.16	+3.93
Omega ratio: Gain probability vs. loss probability	1.49	0.98	+0.50
Calmar ratio: Return relative to maximum drawdown	4.79	-0.18	+4.97
Martin ratio: Return relative to average drawdown	16.20	-0.39	+16.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SELD.DE vs. USD=X - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is higher than the USD=X Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SELD.DE and USD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SELD.DE	USD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.73	-0.15	+2.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.14	+0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	-0.03	+0.58
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.10	+0.08

Drawdowns

SELD.DE vs. USD=X - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than USD=X's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for SELD.DE and USD=X.

Drawdown Indicators

	SELD.DE	USD=X	Difference
Max Drawdown Largest peak-to-trough decline	-70.30%	-20.32%	-49.98%
Max Drawdown (1Y) Largest decline over 1 year	-6.72%	-5.33%	-1.39%
Max Drawdown (3Y) Largest decline over 3 years	-14.13%	-15.23%	+1.10%
Max Drawdown (5Y) Largest decline over 5 years	-23.02%	-20.32%	-2.70%
Max Drawdown (10Y) Largest decline over 10 years	-40.65%	-20.32%	-20.33%
Current Drawdown Current decline from peak	-1.80%	-16.81%	+15.01%
Average Drawdown Average peak-to-trough decline	-25.32%	-9.48%	-15.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	1.89%	+0.10%

Volatility

SELD.DE vs. USD=X - Volatility Comparison

Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a higher volatility of 3.83% compared to USD Cash (USD=X) at 1.33%. This indicates that SELD.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SELD.DE	USD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	1.33%	+2.50%
Volatility (6M) Calculated over the trailing 6-month period	9.59%	4.59%	+5.00%
Volatility (1Y) Calculated over the trailing 1-year period	11.81%	5.45%	+6.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.87%	6.44%	+8.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.42%	6.20%	+11.22%

Frequently Asked Questions

Can I hold both SELD.DE and USD=X in my portfolio?

SELD.DE and USD=X have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.