18M2.DE vs. LYBK.DE
18M2.DE (Amundi ETF MSCI EMU High Dividend UCITS ETF EUR) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - 18M2.DE is a Europe Equities fund tracking the MSCI EMU High Dividend Yield, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, 18M2.DE returned 8.90%/yr vs 29.06%/yr for LYBK.DE. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
18M2.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 18M2.DE achieves a 6.76% return, which is significantly higher than LYBK.DE's 5.35% return.
18M2.DE
- 1D
- 0.32%
- 1M
- -0.40%
- YTD
- 6.76%
- 6M
- 8.83%
- 1Y
- 15.64%
- 3Y*
- 12.13%
- 5Y*
- 8.90%
- 10Y*
- 8.26%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
18M2.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 6.76% | 21.49% | 3.36% | 16.14% | -6.47% | 16.02% | -6.39% | 24.91% | -7.35% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
Correlation
The correlation between 18M2.DE and LYBK.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.69 |
The correlation between 18M2.DE and LYBK.DE has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.
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Return for Risk
18M2.DE vs. LYBK.DE — Risk / Return Rank
18M2.DE
LYBK.DE
18M2.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) 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.
| 18M2.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.41 | +0.14 |
| Martin ratioReturn relative to average drawdown | 6.71 | 7.56 | -0.85 |
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
| 18M2.DE | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.72 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.13 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.46 | -0.02 |
Drawdowns
18M2.DE vs. LYBK.DE - Drawdown Comparison
The maximum 18M2.DE drawdown since its inception was -37.06%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and LYBK.DE.
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Drawdown Indicators
| 18M2.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -62.22% | +25.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -17.12% | +10.93% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -19.90% | +5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -20.81% | -34.32% | +13.51% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | — | — |
Current DrawdownCurrent decline from peak | -1.44% | -1.83% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -19.62% | +13.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 5.47% | -3.11% |
Volatility
18M2.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 2.63%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that 18M2.DE 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
| 18M2.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 5.84% | -3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 19.19% | -10.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.62% | 23.95% | -13.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 25.45% | -12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 28.55% | -13.11% |
18M2.DE vs. LYBK.DE - Expense Ratio Comparison
Both 18M2.DE and LYBK.DE have an expense ratio of 0.30%.
Dividends
18M2.DE vs. LYBK.DE - Dividend Comparison
Neither 18M2.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
18M2.DE and LYBK.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
18M2.DE and LYBK.DE have the same expense ratio: 0.30% per year.
18M2.DE is categorized as Europe Equities, while LYBK.DE is Financials Equities. 18M2.DE tracks MSCI EMU High Dividend Yield, while LYBK.DE tracks EURO STOXX® Banks.
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