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BNKE.L vs. ISP.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNKE.L vs. ISP.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L) and Intesa Sanpaolo SpA (ISP.MI). The values are adjusted to include any dividend payments, if applicable.

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BNKE.L vs. ISP.MI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BNKE.L
Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc
-5.22%99.94%25.19%27.75%6.62%31.33%-18.12%2.40%
ISP.MI
Intesa Sanpaolo SpA
-8.73%72.70%52.27%36.84%3.84%20.35%-0.10%9.91%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, BNKE.L achieves a -5.22% return, which is significantly higher than ISP.MI's -8.73% return.


BNKE.L

1D
4.59%
1M
-4.00%
YTD
-5.22%
6M
7.45%
1Y
44.05%
3Y*
42.12%
5Y*
30.32%
10Y*

ISP.MI

1D
4.54%
1M
-3.57%
YTD
-8.73%
6M
-1.63%
1Y
26.16%
3Y*
42.62%
5Y*
29.12%
10Y*
19.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BNKE.L vs. ISP.MI — Risk / Return Rank

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

BNKE.L
BNKE.L Risk / Return Rank: 8282
Overall Rank
BNKE.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BNKE.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNKE.L Omega Ratio Rank: 7777
Omega Ratio Rank
BNKE.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
BNKE.L Martin Ratio Rank: 8080
Martin Ratio Rank

ISP.MI
ISP.MI Risk / Return Rank: 6363
Overall Rank
ISP.MI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ISP.MI Sortino Ratio Rank: 5757
Sortino Ratio Rank
ISP.MI Omega Ratio Rank: 5858
Omega Ratio Rank
ISP.MI Calmar Ratio Rank: 6464
Calmar Ratio Rank
ISP.MI Martin Ratio Rank: 6969
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.

BNKE.L vs. ISP.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L) and Intesa Sanpaolo SpA (ISP.MI). 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.


BNKE.LISP.MIDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.98

+0.79

Sortino ratio

Return per unit of downside risk

2.26

1.39

+0.87

Omega ratio

Gain probability vs. loss probability

1.30

1.18

+0.12

Calmar ratio

Return relative to maximum drawdown

2.67

1.40

+1.27

Martin ratio

Return relative to average drawdown

9.26

4.54

+4.72

BNKE.L vs. ISP.MI - Sharpe Ratio Comparison

The current BNKE.L Sharpe Ratio is 1.77, which is higher than the ISP.MI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BNKE.L and ISP.MI, 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


BNKE.LISP.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.98

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

1.06

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.20

+0.51

Correlation

The correlation between BNKE.L and ISP.MI is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BNKE.L vs. ISP.MI - Dividend Comparison

BNKE.L has not paid dividends to shareholders, while ISP.MI's dividend yield for the trailing twelve months is around 6.63%.


TTM20252024202320222021202020192018201720162015
BNKE.L
Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISP.MI
Intesa Sanpaolo SpA
6.63%6.03%8.34%8.86%7.35%9.12%10.04%8.39%10.46%6.43%5.77%2.27%

Drawdowns

BNKE.L vs. ISP.MI - Drawdown Comparison

The maximum BNKE.L drawdown since its inception was -48.52%, smaller than the maximum ISP.MI drawdown of -77.34%. Use the drawdown chart below to compare losses from any high point for BNKE.L and ISP.MI.


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Drawdown Indicators


BNKE.LISP.MIDifference

Max Drawdown

Largest peak-to-trough decline

-48.52%

-81.20%

+32.68%

Max Drawdown (1Y)

Largest decline over 1 year

-16.66%

-18.96%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-34.21%

-42.70%

+8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-51.49%

Current Drawdown

Current decline from peak

-10.88%

-12.08%

+1.20%

Average Drawdown

Average peak-to-trough decline

-10.54%

-29.25%

+18.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

6.12%

-1.33%

Volatility

BNKE.L vs. ISP.MI - Volatility Comparison

Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L) has a higher volatility of 9.76% compared to Intesa Sanpaolo SpA (ISP.MI) at 9.06%. This indicates that BNKE.L's price experiences larger fluctuations and is considered to be riskier than ISP.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNKE.LISP.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

9.06%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

17.26%

17.72%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

24.84%

26.64%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.27%

27.19%

-1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.70%

30.59%

-0.89%