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XSXE.DE vs. LCUK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSXE.DE vs. LCUK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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, XSXE.DE achieves a 11.68% return, which is significantly higher than LCUK.DE's 10.90% return.


XSXE.DE

1D
0.64%
1M
5.20%
6M
10.95%
YTD
11.68%
1Y
22.30%
3Y*
14.79%
5Y*
9.89%
10Y*

LCUK.DE

1D
0.00%
1M
4.27%
6M
10.48%
YTD
10.90%
1Y
24.14%
3Y*
16.24%
5Y*
11.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSXE.DE vs. LCUK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XSXE.DE
Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc)
11.68%21.25%7.59%14.31%-9.71%21.70%-0.75%25.76%-10.80%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
10.90%19.81%13.69%9.65%-4.25%25.69%-15.90%26.79%-13.38%

Correlation

The correlation between XSXE.DE and LCUK.DE is 0.79, 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

0.79

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

0.80

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2018

0.83

The correlation between XSXE.DE and LCUK.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

XSXE.DE vs. LCUK.DE — Risk / Return Rank

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

XSXE.DE
XSXE.DE Risk / Return Rank: 6464
Overall Rank
XSXE.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XSXE.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
XSXE.DE Omega Ratio Rank: 6868
Omega Ratio Rank
XSXE.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
XSXE.DE Martin Ratio Rank: 6161
Martin Ratio Rank

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

XSXE.DE vs. LCUK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.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.


XSXE.DELCUK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.32

2.90

-0.58

Martin ratioReturn relative to average drawdown

8.95

10.37

-1.42

XSXE.DE vs. LCUK.DE - Sharpe Ratio Comparison

The current XSXE.DE Sharpe Ratio is 1.76, which is comparable to the LCUK.DE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of XSXE.DE and LCUK.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

XSXE.DE vs. LCUK.DE - Drawdown Comparison

The maximum XSXE.DE drawdown since its inception was -33.65%, smaller than the maximum LCUK.DE drawdown of -41.09%. Use the drawdown chart below to compare losses from any high point for XSXE.DE and LCUK.DE.


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Drawdown Indicators


XSXE.DELCUK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-41.09%

+7.44%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-8.28%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.83%

-16.66%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.30%

-16.66%

-3.64%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.64%

-5.60%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.32%

+0.16%

Volatility

XSXE.DE vs. LCUK.DE - Volatility Comparison

The current volatility for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.DE) is 3.09%, while Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) has a volatility of 3.58%. This indicates that XSXE.DE experiences smaller price fluctuations and is considered to be less risky 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


XSXE.DELCUK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

3.58%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

10.53%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

12.53%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

14.15%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

20.36%

-4.53%

XSXE.DE vs. LCUK.DE - Expense Ratio Comparison

XSXE.DE has a 0.25% 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

XSXE.DE vs. LCUK.DE - Dividend Comparison

XSXE.DE has not paid dividends to shareholders, while LCUK.DE's dividend yield for the trailing twelve months is around 2.73%.


PositionTTM2025202420232022202120202019
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%
XSXE.DE
Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XSXE.DE and LCUK.DE have a correlation of 0.79, 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 0.25% for XSXE.DE.

XSXE.DE tracks STOXX Europe 600 Index (EUR Hedged), while LCUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XSXE.DE and 0.04% for LCUK.DE.

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