^GSPC vs. LYBK.DE
^GSPC (S&P 500 Index) is an index, while LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) is Financials Equities fund tracking the EURO STOXX® Banks. Over the past 10 years, ^GSPC returned 13.61%/yr vs 17.25%/yr for LYBK.DE. At a 0.39 correlation, their price movements are largely independent.
Performance
^GSPC vs. LYBK.DE - Performance Comparison
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Different Trading Currencies
^GSPC is traded in USD, while LYBK.DE is traded in EUR. To make them comparable, the LYBK.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ^GSPC achieves a 8.56% return, which is significantly higher than LYBK.DE's 6.51% return. Over the past 10 years, ^GSPC has underperformed LYBK.DE with an annualized return of 13.61%, while LYBK.DE has yielded a comparatively higher 17.25% annualized return.
^GSPC
- 1D
- 0.50%
- 1M
- -0.17%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 22.93%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
LYBK.DE
- 1D
- 4.26%
- 1M
- 5.93%
- YTD
- 6.51%
- 6M
- 11.46%
- 1Y
- 44.27%
- 3Y*
- 49.90%
- 5Y*
- 28.84%
- 10Y*
- 17.25%
^GSPC vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^GSPC S&P 500 Index | 8.56% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 6.51% | 116.15% | 23.07% | 34.46% | -4.77% | 28.93% | -14.86% | 15.26% | -34.11% | 30.36% |
Correlation
The correlation between ^GSPC and LYBK.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.39 |
The correlation between ^GSPC and LYBK.DE shifts across timeframes, from 0.30 (3 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
^GSPC vs. LYBK.DE — Risk / Return Rank
^GSPC
LYBK.DE
^GSPC vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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.
| ^GSPC | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.29 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.33 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.37 | 7.13 | +4.24 |
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Drawdowns
^GSPC vs. LYBK.DE - Drawdown Comparison
The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum LYBK.DE drawdown of -70.51%. Use the drawdown chart below to compare losses from any high point for ^GSPC and LYBK.DE.
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Drawdown Indicators
| ^GSPC | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.78% | -70.51% | +13.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -18.93% | +9.83% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -20.03% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -42.44% | +17.01% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | -66.97% | +33.05% |
Current DrawdownCurrent decline from peak | -2.34% | -1.33% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -29.00% | +18.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 6.19% | -4.17% |
Volatility
^GSPC vs. LYBK.DE - Volatility Comparison
The current volatility for S&P 500 Index (^GSPC) is 4.43%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 7.51%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^GSPC | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 7.51% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 21.27% | -11.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 25.80% | -13.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 28.39% | -11.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 30.36% | -12.27% |
Frequently Asked Questions
^GSPC and LYBK.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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