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XIEE.DE vs. LYTR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIEE.DE vs. LYTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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, XIEE.DE achieves a 10.54% return, which is significantly lower than LYTR.DE's 18.70% return. Over the past 10 years, XIEE.DE has outperformed LYTR.DE with an annualized return of 10.51%, while LYTR.DE has yielded a comparatively lower 7.78% annualized return.


XIEE.DE

1D
0.90%
1M
1.88%
YTD
10.54%
6M
11.38%
1Y
22.49%
3Y*
15.28%
5Y*
10.22%
10Y*
10.51%

LYTR.DE

1D
0.85%
1M
-9.80%
YTD
18.70%
6M
21.20%
1Y
45.80%
3Y*
17.11%
5Y*
14.89%
10Y*
7.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIEE.DE vs. LYTR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
10.54%20.33%8.08%15.72%-9.15%24.96%-3.13%27.82%-10.98%10.20%
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
18.70%17.59%13.34%-15.11%27.02%52.42%-19.47%14.16%-6.16%-11.60%

Correlation

The correlation between XIEE.DE and LYTR.DE is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

0.06

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

0.12

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

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.25

The correlation between XIEE.DE and LYTR.DE shifts across timeframes, from -0.10 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XIEE.DE vs. LYTR.DE — Risk / Return Rank

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

XIEE.DE
XIEE.DE Risk / Return Rank: 5555
Overall Rank
XIEE.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 5858
Martin Ratio Rank

LYTR.DE
LYTR.DE Risk / Return Rank: 6969
Overall Rank
LYTR.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 6767
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 7171
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.

XIEE.DE vs. LYTR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XIEE.DELYTR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

2.23

3.27

-1.04

Martin ratioReturn relative to average drawdown

9.12

11.51

-2.38

XIEE.DE vs. LYTR.DE - Sharpe Ratio Comparison

The current XIEE.DE Sharpe Ratio is 1.65, which is comparable to the LYTR.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of XIEE.DE and LYTR.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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Drawdowns

XIEE.DE vs. LYTR.DE - Drawdown Comparison

The maximum XIEE.DE drawdown since its inception was -35.52%, smaller than the maximum LYTR.DE drawdown of -67.76%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and LYTR.DE.


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Drawdown Indicators


XIEE.DELYTR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-67.76%

+32.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-13.95%

+3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-16.52%

-17.04%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-30.28%

+10.98%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-44.61%

+9.09%

Current Drawdown

Current decline from peak

0.00%

-13.23%

+13.23%

Average Drawdown

Average peak-to-trough decline

-7.22%

-32.82%

+25.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.97%

-1.51%

Volatility

XIEE.DE vs. LYTR.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) is 3.14%, while Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a volatility of 4.59%. This indicates that XIEE.DE experiences smaller price fluctuations and is considered to be less risky than LYTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIEE.DELYTR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

4.59%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

20.59%

-8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

22.63%

-9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.29%

19.46%

-5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

18.36%

-0.98%

XIEE.DE vs. LYTR.DE - Expense Ratio Comparison

XIEE.DE has a 0.12% expense ratio, which is lower than LYTR.DE's 0.30% expense ratio.


Dividends

XIEE.DE vs. LYTR.DE - Dividend Comparison

XIEE.DE's dividend yield for the trailing twelve months is around 2.37%, while LYTR.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.37%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%

Frequently Asked Questions


XIEE.DE and LYTR.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for LYTR.DE.

XIEE.DE is categorized as Europe Equities, while LYTR.DE is Commodities. XIEE.DE tracks MSCI Europe, while LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.12% for XIEE.DE and 0.30% for LYTR.DE.

Portfolio Optimizer

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