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ISIN
LU1829221966
Issuer
Amundi
Inception Date
Jun 11, 2018
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Capped 35/20 Banks and Diversified Financials Select Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

BNKU.L Performance Chart


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Benchmark

Compare this symbol against anything

Returns By Period


Lyxor S&P 500 Banks UCITS ETF - Acc

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

Benchmark (S&P 500 Index)

1D
0.21%
1M
1.02%
6M
6.45%
YTD
8.52%
1Y
16.26%
3Y*
17.48%
5Y*
10.95%
10Y*
13.08%
ALL TIME*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNKU.L Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20211.84%14.05%5.39%5.13%0.00%28.68%

Benchmark Metrics

Lyxor S&P 500 Banks UCITS ETF - Acc has an annualized alpha of 2.52%, beta of 0.76, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since June 11, 2018.

  • This ETF captured 141.90% of S&P 500 Index gains and 135.90% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.30 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.52%
Beta
0.76
0.30
Upside Capture
141.90%
Downside Capture
135.90%

Expense Ratio

BNKU.L has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Lyxor S&P 500 Banks UCITS ETF - Acc (BNKU.L) and compare them to S&P 500 Index.

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.


BNKU.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.80

Martin ratioReturn relative to average drawdown

7.70

Dividends

Dividend History


Lyxor S&P 500 Banks UCITS ETF - Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor S&P 500 Banks UCITS ETF - Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lyxor S&P 500 Banks UCITS ETF - Acc was 47.55%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.


Drawdown

Fall

Recovery

Underwater

Related event

-47.55%Mar 2020
2mo 8d9mo 20d
11mo 28dJan 2020 - Jan 2021
COVID crash2020
-24.72%Dec 2018
2mo 23d10mo 15d
1y 1moOct 2018 - Nov 2019
Rate-hike selloffLate 2018
-10.02%Feb 2021
17d14d
1mo 1dJan 2021 - Feb 2021
-6.02%Mar 2021
4d1mo 6d
1mo 10dMar 2021 - Apr 2021
-5.93%Jun 2018
14d1mo 3d
1mo 17dJun 2018 - Jul 2018

Drawdown Indicators


BNKU.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.38%

Average Drawdown

Average peak-to-trough decline

-10.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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