XZEC.DE vs. LTVL.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and LTVL.DE (Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc) are both Consumer Staples Equities funds - XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select while LTVL.DE tracks the STOXX® Europe 600 Travel & Leisure. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs -4.81%/yr for LTVL.DE. Their correlation of 0.80 suggests significant overlap in exposure. XZEC.DE charges 0.17%/yr vs 0.30%/yr for LTVL.DE.
Performance
XZEC.DE vs. LTVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEC.DE achieves a 3.52% return, which is significantly higher than LTVL.DE's -8.21% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
LTVL.DE
- 1D
- 0.62%
- 1M
- 6.75%
- YTD
- -8.21%
- 6M
- -7.48%
- 1Y
- -5.08%
- 3Y*
- -4.81%
- 5Y*
- -4.06%
- 10Y*
- -0.25%
XZEC.DE vs. LTVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
LTVL.DE Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc | -8.21% | 1.60% | -4.23% | 22.42% | -13.28% | -9.91% |
Correlation
The correlation between XZEC.DE and LTVL.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.80 |
The correlation between XZEC.DE and LTVL.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
XZEC.DE vs. LTVL.DE — Risk / Return Rank
XZEC.DE
LTVL.DE
XZEC.DE vs. LTVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.
| XZEC.DE | LTVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.97 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | -0.27 | +1.24 |
| Martin ratioReturn relative to average drawdown | 2.63 | -0.66 | +3.30 |
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
| XZEC.DE | LTVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | -0.27 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.17 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.07 | 0.00 |
Drawdowns
XZEC.DE vs. LTVL.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, smaller than the maximum LTVL.DE drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and LTVL.DE.
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Drawdown Indicators
| XZEC.DE | LTVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -65.37% | +35.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -18.90% | +7.63% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -28.32% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.15% | — |
Current DrawdownCurrent decline from peak | -4.58% | -23.30% | +18.72% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -20.35% | +10.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 7.63% | -3.44% |
Volatility
XZEC.DE vs. LTVL.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Acc (LTVL.DE) has a volatility of 5.11%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than LTVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZEC.DE | LTVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 5.11% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 14.86% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 18.56% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 23.03% | -3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 24.44% | -4.42% |
XZEC.DE vs. LTVL.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% expense ratio, which is lower than LTVL.DE's 0.30% expense ratio.
Dividends
XZEC.DE vs. LTVL.DE - Dividend Comparison
Neither XZEC.DE nor LTVL.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and LTVL.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for LTVL.DE.
XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while LTVL.DE tracks STOXX® Europe 600 Travel & Leisure. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.17% for XZEC.DE and 0.30% for LTVL.DE.
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