XMVE.DE vs. LCUK.DE
XMVE.DE (Xtrackers MSCI EMU ESG Screened UCITS ETF) and LCUK.DE (Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist) are both Europe Equities funds - XMVE.DE tracks the MSCI EMU Select ESG Screened while LCUK.DE tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, XMVE.DE returned 9.87%/yr vs 11.61%/yr for LCUK.DE. A 0.73 correlation means they provide meaningful diversification when combined. XMVE.DE charges 0.12%/yr vs 0.04%/yr for LCUK.DE.
Performance
XMVE.DE vs. LCUK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMVE.DE achieves a 10.01% return, which is significantly lower than LCUK.DE's 11.03% return.
XMVE.DE
- 1D
- -0.87%
- 1M
- -2.04%
- 6M
- 6.70%
- YTD
- 10.01%
- 1Y
- 18.74%
- 3Y*
- 14.73%
- 5Y*
- 9.87%
- 10Y*
- —
LCUK.DE
- 1D
- 0.00%
- 1M
- 2.68%
- 6M
- 7.18%
- YTD
- 11.03%
- 1Y
- 22.77%
- 3Y*
- 16.60%
- 5Y*
- 11.61%
- 10Y*
- —
XMVE.DE vs. LCUK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 10.01% | 21.50% | 8.85% | 19.87% | -12.89% | 16.87% | -3.71% | 17.86% | -4.44% |
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 11.03% | 19.81% | 13.69% | 9.65% | -4.25% | 25.69% | -15.90% | 26.79% | 5.50% |
Correlation
The correlation between XMVE.DE and LCUK.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2018 | 0.73 |
The correlation between XMVE.DE and LCUK.DE has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.
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Return for Risk
XMVE.DE vs. LCUK.DE — Risk / Return Rank
XMVE.DE
LCUK.DE
XMVE.DE vs. LCUK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.
| XMVE.DE | LCUK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.74 | -0.89 |
| Martin ratioReturn relative to average drawdown | 6.79 | 9.77 | -2.98 |
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Drawdowns
XMVE.DE vs. LCUK.DE - Drawdown Comparison
The maximum XMVE.DE drawdown since its inception was -33.33%, smaller than the maximum LCUK.DE drawdown of -41.09%. Use the drawdown chart below to compare losses from any high point for XMVE.DE and LCUK.DE.
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Drawdown Indicators
| XMVE.DE | LCUK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -41.09% | +7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -8.28% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -16.66% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.28% | -16.66% | -8.62% |
Current DrawdownCurrent decline from peak | -2.68% | 0.00% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -5.58% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.33% | +0.42% |
Volatility
XMVE.DE vs. LCUK.DE - Volatility Comparison
Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) has a higher volatility of 3.86% compared to Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) at 3.18%. This indicates that XMVE.DE's price experiences larger fluctuations and is considered to be riskier than LCUK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMVE.DE | LCUK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.18% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 10.56% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 12.51% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 14.10% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 20.32% | -4.86% |
XMVE.DE vs. LCUK.DE - Expense Ratio Comparison
XMVE.DE has a 0.12% expense ratio, which is higher than LCUK.DE's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XMVE.DE vs. LCUK.DE - Dividend Comparison
XMVE.DE's dividend yield for the trailing twelve months is around 2.45%, less than LCUK.DE's 2.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 2.73% | 3.03% | 3.73% | 3.09% | 4.08% | 3.76% | 2.95% | 3.36% | 0.00% |
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 2.45% | 2.62% | 2.92% | 2.64% | 4.73% | 1.87% | 6.84% | 0.00% | 0.68% |
Frequently Asked Questions
XMVE.DE and LCUK.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.12% for XMVE.DE.
XMVE.DE tracks MSCI EMU Select ESG Screened, while LCUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.12% for XMVE.DE and 0.04% for LCUK.DE.
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