XDWS.DE vs. LTVL.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and LTVL.DE (Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc) are both Consumer Staples Equities funds - XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while LTVL.DE tracks the STOXX® Europe 600 Travel & Leisure. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.34%/yr vs -0.25%/yr for LTVL.DE. At a 0.32 correlation, their price movements are largely independent. XDWS.DE charges 0.25%/yr vs 0.30%/yr for LTVL.DE.
Performance
XDWS.DE vs. LTVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly higher than LTVL.DE's -8.21% return. Over the past 10 years, XDWS.DE has outperformed LTVL.DE with an annualized return of 5.34%, while LTVL.DE has yielded a comparatively lower -0.25% annualized return.
XDWS.DE
- 1D
- -0.24%
- 1M
- -2.22%
- YTD
- 4.43%
- 6M
- 3.49%
- 1Y
- 0.24%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
LTVL.DE
- 1D
- 0.62%
- 1M
- 2.29%
- YTD
- -8.21%
- 6M
- -7.98%
- 1Y
- -4.33%
- 3Y*
- -4.81%
- 5Y*
- -4.06%
- 10Y*
- -0.25%
XDWS.DE vs. LTVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 22.38% | -1.96% | 25.94% | -5.88% | 2.82% |
LTVL.DE Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc | -8.21% | 1.60% | -4.23% | 22.42% | -13.28% | 0.97% | -13.77% | 15.26% | -9.35% | 15.81% |
Correlation
The correlation between XDWS.DE and LTVL.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.32 |
The correlation between XDWS.DE and LTVL.DE shifts across timeframes, from 0.19 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWS.DE vs. LTVL.DE — Risk / Return Rank
XDWS.DE
LTVL.DE
XDWS.DE vs. LTVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.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.
| XDWS.DE | LTVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.97 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | -0.27 | +0.17 |
| Martin ratioReturn relative to average drawdown | -0.20 | -0.66 | +0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWS.DE | LTVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | -0.27 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | -0.17 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | -0.01 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.07 | +0.38 |
Drawdowns
XDWS.DE vs. LTVL.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum LTVL.DE drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and LTVL.DE.
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Drawdown Indicators
| XDWS.DE | LTVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -65.37% | +42.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -18.90% | +10.12% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -28.32% | +16.42% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | -38.72% | +26.25% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -55.15% | +32.20% |
Current DrawdownCurrent decline from peak | -7.60% | -23.30% | +15.70% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -20.35% | +15.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 7.63% | -3.29% |
Volatility
XDWS.DE vs. LTVL.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) have volatilities of 5.00% and 5.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWS.DE | LTVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 5.11% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 14.86% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 18.56% | -6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 23.03% | -11.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 24.44% | -12.25% |
XDWS.DE vs. LTVL.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is lower than LTVL.DE's 0.30% expense ratio.
Dividends
XDWS.DE vs. LTVL.DE - Dividend Comparison
Neither XDWS.DE nor LTVL.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and LTVL.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWS.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LTVL.DE.
XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while LTVL.DE tracks STOXX® Europe 600 Travel & Leisure. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWS.DE and 0.30% for LTVL.DE.
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