XDRE.DE vs. LMWE.DE

Last updated Jun 5, 2026

XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) and LMWE.DE (Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)) are both REIT funds - XDRE.DE tracks the Dow Jones Developed Green Real Estate Index while LMWE.DE tracks the FTSE EPRA/NAREIT Developed. Both are passively managed. Over the past year, XDRE.DE returned 9.60% vs 9.15% for LMWE.DE. Their correlation of 0.90 suggests significant overlap in exposure. XDRE.DE charges 0.18%/yr vs 0.45%/yr for LMWE.DE.

Performance

XDRE.DE vs. LMWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with XDRE.DE having a 7.27% return and LMWE.DE slightly higher at 7.51%.

XDRE.DE

• 1D: 0.41%
• 1M: 0.53%
• YTD: 7.27%
• 6M: 6.71%
• 1Y: 9.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LMWE.DE

• 1D: -0.04%
• 1M: -1.09%
• YTD: 7.51%
• 6M: 6.92%
• 1Y: 9.15%
• 3Y*: 4.39%
• 5Y*: 0.78%
• 10Y*: 2.38%

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

XDRE.DE vs. LMWE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C	7.27%	-2.46%	-3.63%
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)	7.51%	-2.27%	-3.47%

Correlation

The correlation between XDRE.DE and LMWE.DE is 0.89, 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	0.89
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024	0.90

The correlation between XDRE.DE and LMWE.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

Return for Risk

XDRE.DE vs. LMWE.DE — Risk / Return Rank

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

XDRE.DE

XDRE.DE Risk / Return Rank: 26
XDRE.DE Sharpe Ratio Rank: 25
XDRE.DE Sortino Ratio Rank: 24
XDRE.DE Omega Ratio Rank: 24
XDRE.DE Calmar Ratio Rank: 30
XDRE.DE Martin Ratio Rank: 30

LMWE.DE

LMWE.DE Risk / Return Rank: 26
LMWE.DE Sharpe Ratio Rank: 25
LMWE.DE Sortino Ratio Rank: 24
LMWE.DE Omega Ratio Rank: 24
LMWE.DE Calmar Ratio Rank: 27
LMWE.DE Martin Ratio Rank: 28

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.

XDRE.DE vs. LMWE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.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.

	XDRE.DE	LMWE.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.86	0.86	0.00
Sortino ratio: Return per unit of downside risk	1.25	1.25	0.00
Omega ratio: Gain probability vs. loss probability	1.15	1.15	0.00
Calmar ratio: Return relative to maximum drawdown	1.41	1.24	+0.17
Martin ratio: Return relative to average drawdown	4.22	3.96	+0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDRE.DE vs. LMWE.DE - Sharpe Ratio Comparison

The current XDRE.DE Sharpe Ratio is 0.86, which is comparable to the LMWE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of XDRE.DE and LMWE.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.

Sharpe Ratios by Period

	XDRE.DE	LMWE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	0.86	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.15	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.41	-0.37

Drawdowns

XDRE.DE vs. LMWE.DE - Drawdown Comparison

The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum LMWE.DE drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and LMWE.DE.

Drawdown Indicators

	XDRE.DE	LMWE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.91%	-42.37%	+21.46%
Max Drawdown (1Y) Largest decline over 1 year	-6.79%	-7.88%	+1.09%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.47%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.37%	—
Current Drawdown Current decline from peak	-2.81%	-11.34%	+8.53%
Average Drawdown Average peak-to-trough decline	-8.22%	-10.67%	+2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	2.42%	-0.15%

Volatility

XDRE.DE vs. LMWE.DE - Volatility Comparison

Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a higher volatility of 2.92% compared to Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) at 2.75%. This indicates that XDRE.DE's price experiences larger fluctuations and is considered to be riskier than LMWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDRE.DE	LMWE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	2.75%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.43%	8.23%	+0.20%
Volatility (1Y) Calculated over the trailing 1-year period	11.17%	11.36%	-0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.01%	15.24%	-1.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.01%	16.94%	-2.93%

XDRE.DE vs. LMWE.DE - Expense Ratio Comparison

XDRE.DE has a 0.18% expense ratio, which is lower than LMWE.DE's 0.45% expense ratio.

Dividends

XDRE.DE vs. LMWE.DE - Dividend Comparison

XDRE.DE has not paid dividends to shareholders, while LMWE.DE's dividend yield for the trailing twelve months is around 2.42%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)	2.42%	2.61%	3.75%	0.00%	4.18%	2.22%	3.76%	3.37%	3.76%	3.44%	3.65%	4.01%
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDRE.DE and LMWE.DE in my portfolio?

XDRE.DE and LMWE.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDRE.DE or LMWE.DE?

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDRE.DE or LMWE.DE?

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for LMWE.DE.

What is the main difference between XDRE.DE and LMWE.DE?

XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while LMWE.DE tracks FTSE EPRA/NAREIT Developed. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.18% for XDRE.DE and 0.45% for LMWE.DE.