AMEW.DE vs. LYBK.DE
AMEW.DE (Amundi MSCI World UCITS ETF EUR) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - AMEW.DE is a Global Equities fund tracking the MSCI World, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, AMEW.DE returned 12.62%/yr vs 29.06%/yr for LYBK.DE. At a 0.50 correlation, their price movements are largely independent. AMEW.DE charges 0.38%/yr vs 0.30%/yr for LYBK.DE.
Performance
AMEW.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMEW.DE achieves a 10.74% return, which is significantly higher than LYBK.DE's 5.35% return.
AMEW.DE
- 1D
- -0.03%
- 1M
- 4.92%
- YTD
- 10.74%
- 6M
- 11.18%
- 1Y
- 23.45%
- 3Y*
- 17.26%
- 5Y*
- 12.62%
- 10Y*
- 12.59%
LYBK.DE
- 1D
- 0.92%
- 1M
- 6.42%
- YTD
- 5.35%
- 6M
- 12.06%
- 1Y
- 41.47%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
AMEW.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMEW.DE Amundi MSCI World UCITS ETF EUR | 10.74% | 7.42% | 25.77% | 19.94% | -13.88% | 32.66% | 5.32% | 31.10% | -7.24% |
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 AMEW.DE and LYBK.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.50 |
The correlation between AMEW.DE and LYBK.DE shifts across timeframes, from 0.43 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMEW.DE vs. LYBK.DE — Risk / Return Rank
AMEW.DE
LYBK.DE
AMEW.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS ETF EUR (AMEW.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.
| AMEW.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.29 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 2.41 | +1.12 |
| Martin ratioReturn relative to average drawdown | 13.99 | 7.56 | +6.43 |
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
| AMEW.DE | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.72 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 1.13 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.46 | +0.41 |
Drawdowns
AMEW.DE vs. LYBK.DE - Drawdown Comparison
The maximum AMEW.DE drawdown since its inception was -33.73%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for AMEW.DE and LYBK.DE.
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Drawdown Indicators
| AMEW.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.73% | -62.22% | +28.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -17.12% | +10.51% |
Max Drawdown (3Y)Largest decline over 3 years | -21.69% | -19.90% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -34.32% | +12.63% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | — | — |
Current DrawdownCurrent decline from peak | -0.31% | -1.83% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -19.62% | +15.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 5.47% | -3.80% |
Volatility
AMEW.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi MSCI World UCITS ETF EUR (AMEW.DE) is 2.60%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that AMEW.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
| AMEW.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 5.84% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 19.19% | -11.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 23.95% | -12.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 25.45% | -11.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 28.55% | -13.52% |
AMEW.DE vs. LYBK.DE - Expense Ratio Comparison
AMEW.DE has a 0.38% expense ratio, which is higher than LYBK.DE's 0.30% expense ratio.
Dividends
AMEW.DE vs. LYBK.DE - Dividend Comparison
Neither AMEW.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEW.DE and LYBK.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
LYBK.DE is cheaper with a 0.30% expense ratio, compared with 0.38% for AMEW.DE.
AMEW.DE is categorized as Global Equities, while LYBK.DE is Financials Equities. AMEW.DE tracks MSCI World, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.38% for AMEW.DE and 0.30% for LYBK.DE.
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