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AMEE.DE vs. BNKE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMEE.DE vs. BNKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) and Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L). The values are adjusted to include any dividend payments, if applicable.

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AMEE.DE vs. BNKE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
18.00%37.58%15.56%12.19%35.81%34.64%-31.29%-0.43%
BNKE.L
Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc
-6.55%89.51%31.23%30.46%0.98%40.07%-22.57%8.52%
Different Trading Currencies

AMEE.DE is traded in EUR, while BNKE.L is traded in GBP. To make them comparable, the BNKE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMEE.DE achieves a 18.00% return, which is significantly higher than BNKE.L's -6.55% return.


AMEE.DE

1D
-0.41%
1M
0.23%
YTD
18.00%
6M
27.21%
1Y
58.70%
3Y*
27.24%
5Y*
27.79%
10Y*
15.18%

BNKE.L

1D
-1.57%
1M
-0.96%
YTD
-6.55%
6M
6.60%
1Y
35.88%
3Y*
41.53%
5Y*
29.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMEE.DE vs. BNKE.L - Expense Ratio Comparison

AMEE.DE has a 0.45% expense ratio, which is higher than BNKE.L's 0.30% expense ratio.


Return for Risk

AMEE.DE vs. BNKE.L — Risk / Return Rank

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

AMEE.DE
AMEE.DE Risk / Return Rank: 9797
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 9696
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9898
Martin Ratio Rank

BNKE.L
BNKE.L Risk / Return Rank: 8080
Overall Rank
BNKE.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNKE.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
BNKE.L Omega Ratio Rank: 7373
Omega Ratio Rank
BNKE.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
BNKE.L Martin Ratio Rank: 8181
Martin Ratio Rank
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.

AMEE.DE vs. BNKE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) and Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L). 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.


AMEE.DEBNKE.LDifference

Sharpe ratio

Return per unit of total volatility

2.95

1.40

+1.56

Sortino ratio

Return per unit of downside risk

3.55

1.84

+1.71

Omega ratio

Gain probability vs. loss probability

1.51

1.25

+0.26

Calmar ratio

Return relative to maximum drawdown

8.19

2.55

+5.64

Martin ratio

Return relative to average drawdown

26.26

8.85

+17.41

AMEE.DE vs. BNKE.L - Sharpe Ratio Comparison

The current AMEE.DE Sharpe Ratio is 2.95, which is higher than the BNKE.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of AMEE.DE and BNKE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMEE.DEBNKE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

1.40

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

1.16

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.70

-0.31

Correlation

The correlation between AMEE.DE and BNKE.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AMEE.DE vs. BNKE.L - Dividend Comparison

Neither AMEE.DE nor BNKE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMEE.DE vs. BNKE.L - Drawdown Comparison

The maximum AMEE.DE drawdown since its inception was -59.14%, which is greater than BNKE.L's maximum drawdown of -51.39%. Use the drawdown chart below to compare losses from any high point for AMEE.DE and BNKE.L.


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Drawdown Indicators


AMEE.DEBNKE.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.14%

-48.52%

-10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-16.66%

+7.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-34.21%

+14.98%

Max Drawdown (10Y)

Largest decline over 10 years

-59.14%

Current Drawdown

Current decline from peak

-4.60%

-12.25%

+7.65%

Average Drawdown

Average peak-to-trough decline

-10.75%

-10.54%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

4.72%

-2.25%

Volatility

AMEE.DE vs. BNKE.L - Volatility Comparison

The current volatility for Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) is 6.25%, while Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L) has a volatility of 9.75%. This indicates that AMEE.DE experiences smaller price fluctuations and is considered to be less risky than BNKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEE.DEBNKE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

9.75%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

17.14%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

25.59%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

25.16%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.76%

30.21%

-4.45%