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

Performance

SELD.DE vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SELD.DE is traded in EUR, while VTI is traded in USD. To make them comparable, the VTI 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 VTI's 10.86% return. Over the past 10 years, SELD.DE has underperformed VTI with an annualized return of 9.59%, while VTI has yielded a comparatively higher 14.53% 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%

VTI

1D
0.00%
1M
2.44%
YTD
10.86%
6M
9.71%
1Y
23.21%
3Y*
18.18%
5Y*
13.44%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF
11.06%3.20%31.98%22.27%-14.54%35.08%11.10%33.62%-0.79%6.32%

Correlation

The correlation between SELD.DE and VTI is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.24

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

0.30

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

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.39

The correlation between SELD.DE and VTI shifts across timeframes, from 0.24 (3 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SELD.DE vs. VTI — 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

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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.DEVTIDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.49

1.35

+0.14

Calmar ratioReturn relative to maximum drawdown

4.79

3.13

+1.66

Martin ratioReturn relative to average drawdown

16.20

11.69

+4.52

SELD.DE vs. VTI - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is higher than the VTI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SELD.DE and VTI, 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.DEVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

1.87

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.78

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.78

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.60

-0.43

Drawdowns

SELD.DE vs. VTI - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than VTI's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for SELD.DE and VTI.


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Drawdown Indicators


SELD.DEVTIDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-50.14%

-20.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-7.45%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-24.34%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-24.34%

+1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-34.51%

-6.14%

Current Drawdown

Current decline from peak

-1.80%

-2.01%

+0.21%

Average Drawdown

Average peak-to-trough decline

-25.32%

-7.70%

-17.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.99%

0.00%

Volatility

SELD.DE vs. VTI - Volatility Comparison

Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a higher volatility of 3.83% compared to Vanguard Total Stock Market ETF (VTI) at 3.02%. This indicates that SELD.DE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SELD.DEVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

3.02%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

8.94%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

12.52%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

17.23%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

18.77%

-1.35%

SELD.DE vs. VTI - Expense Ratio Comparison

SELD.DE has a 0.30% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

SELD.DE vs. VTI - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, more than VTI's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


SELD.DE and VTI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.30% for SELD.DE.

SELD.DE is categorized as Europe Equities, while VTI is Large Cap Blend Equities. SELD.DE tracks STOXX® Europe Select Dividend 30, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for SELD.DE and 0.03% for VTI.

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