ACU2.DE vs. LYBK.DE

Last updated Jun 5, 2026

ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - ACU2.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders Select 5% Issuer Capped, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, ACU2.DE returned 12.95%/yr vs 29.06%/yr for LYBK.DE. At a 0.41 correlation, their price movements are largely independent. ACU2.DE charges 0.35%/yr vs 0.30%/yr for LYBK.DE.

Performance

ACU2.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACU2.DE achieves a 13.23% return, which is significantly higher than LYBK.DE's 5.35% return.

ACU2.DE

• 1D: 0.31%
• 1M: 7.61%
• YTD: 13.23%
• 6M: 14.11%
• 1Y: 25.59%
• 3Y*: 16.67%
• 5Y*: 12.95%
• 10Y*: 14.18%

LYBK.DE

• 1D: 0.92%
• 1M: 6.42%
• YTD: 5.35%
• 6M: 12.06%
• 1Y: 41.47%
• 3Y*: 45.91%
• 5Y*: 29.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACU2.DE vs. LYBK.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR	13.23%	1.61%	26.66%	22.75%	-15.77%	38.66%	9.40%	34.49%	-3.25%
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 ACU2.DE and LYBK.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018	0.41

The correlation between ACU2.DE and LYBK.DE shifts across timeframes, from 0.30 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ACU2.DE vs. LYBK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACU2.DE

ACU2.DE Risk / Return Rank: 57
ACU2.DE Sharpe Ratio Rank: 60
ACU2.DE Sortino Ratio Rank: 60
ACU2.DE Omega Ratio Rank: 59
ACU2.DE Calmar Ratio Rank: 53
ACU2.DE Martin Ratio Rank: 52

LYBK.DE

LYBK.DE Risk / Return Rank: 49
LYBK.DE Sharpe Ratio Rank: 51
LYBK.DE Sortino Ratio Rank: 50
LYBK.DE Omega Ratio Rank: 46
LYBK.DE Calmar Ratio Rank: 50
LYBK.DE Martin Ratio Rank: 47

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACU2.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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.

	ACU2.DE	LYBK.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.00	1.72	+0.27
Sortino ratio: Return per unit of downside risk	2.76	2.42	+0.34
Omega ratio: Gain probability vs. loss probability	1.36	1.29	+0.07
Calmar ratio: Return relative to maximum drawdown	2.56	2.41	+0.15
Martin ratio: Return relative to average drawdown	8.85	7.56	+1.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACU2.DE vs. LYBK.DE - Sharpe Ratio Comparison

The current ACU2.DE Sharpe Ratio is 2.00, which is comparable to the LYBK.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ACU2.DE and LYBK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACU2.DE	LYBK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	1.72	+0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	1.13	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.46	+0.44

Drawdowns

ACU2.DE vs. LYBK.DE - Drawdown Comparison

The maximum ACU2.DE drawdown since its inception was -34.31%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and LYBK.DE.

Drawdown Indicators

	ACU2.DE	LYBK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.31%	-62.22%	+27.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.95%	-17.12%	+7.17%
Max Drawdown (3Y) Largest decline over 3 years	-23.98%	-19.90%	-4.08%
Max Drawdown (5Y) Largest decline over 5 years	-23.98%	-34.32%	+10.34%
Max Drawdown (10Y) Largest decline over 10 years	-34.31%	—	—
Current Drawdown Current decline from peak	0.00%	-1.83%	+1.83%
Average Drawdown Average peak-to-trough decline	-4.32%	-19.62%	+15.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	5.47%	-2.59%

Volatility

ACU2.DE vs. LYBK.DE - Volatility Comparison

The current volatility for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) is 3.21%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that ACU2.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.

Volatility by Period

	ACU2.DE	LYBK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	5.84%	-2.63%
Volatility (6M) Calculated over the trailing 6-month period	8.92%	19.19%	-10.27%
Volatility (1Y) Calculated over the trailing 1-year period	12.76%	23.95%	-11.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	25.45%	-9.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	28.55%	-12.31%

ACU2.DE vs. LYBK.DE - Expense Ratio Comparison

ACU2.DE has a 0.35% expense ratio, which is higher than LYBK.DE's 0.30% expense ratio.

Dividends

ACU2.DE vs. LYBK.DE - Dividend Comparison

Neither ACU2.DE nor LYBK.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ACU2.DE and LYBK.DE in my portfolio?

ACU2.DE and LYBK.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ACU2.DE or LYBK.DE?

On fees, LYBK.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ACU2.DE or LYBK.DE?

LYBK.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for ACU2.DE.

What is the main difference between ACU2.DE and LYBK.DE?

ACU2.DE is categorized as Large Cap Blend Equities, while LYBK.DE is Financials Equities. ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.35% for ACU2.DE and 0.30% for LYBK.DE.