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Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) Sharpe Ratio: 2.39

ETF · Currency in EUR · Last updated Jun 26, 2026

LBNK.DE is a passive ETF by Amundi tracking the investment results of the STOXX® Europe 600 Banks. LBNK.DE launched on Aug 25, 2006 and has a 0.30% expense ratio.

LBNK.DE's Sharpe Ratio of 2.39 indicates that for each unit of volatility, it generates 2.39 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

LBNK.DE Sharpe Ratio Rank

LBNK.DE Sharpe Ratio Rank: 84.785
Exceptional

LBNK.DE ranks above 84.7% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

LBNK.DE Sharpe Ratio Market Positioning

The chart shows LBNK.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.89+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares Lyxor STOXX Europe 600 Banks UCITS ETF Acc's Sharpe Ratio with other ETFs in the Financials Equities category across multiple time periods, showing how LBNK.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EXV1.DEiShares STOXX Europe 600 Banks UCITS ETF (DE)2.41
LBNK.DELyxor STOXX Europe 600 Banks UCITS ETF Acc2.39
INDA.DELyxor STOXX Europe 600 Banks UCITS ETF Dist2.38
EXX1.DEiShares EURO STOXX Banks 30-15 UCITS ETF (DE)2.29
SC0U.DEInvesco European Banks Sector UCITS ETF2.28
LYBK.DEAmundi Euro Stoxx Banks UCITS ETF Acc2.28
S7XE.DEInvesco EURO STOXX Optimised Banks UCITS ETF2.12
SPYZ.DESPDR MSCI Europe Financials UCITS ETF1.89
ESIF.DEiShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)1.89
IUS2.DEiShares S&P U.S. Banks UCITS ETF USD (Acc)1.73

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows LBNK.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when LBNK.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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