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CG1.L vs. BNKE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CG1.L vs. BNKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF DAX UCITS ETF DR (CG1.L) 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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CG1.L vs. BNKE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CG1.L
Amundi ETF DAX UCITS ETF DR
-5.19%28.47%13.17%17.07%-7.61%7.99%9.33%-0.40%
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%
Different Trading Currencies

CG1.L is traded in GBp, while BNKE.L is traded in GBP. To make them comparable, the BNKE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with CG1.L having a -5.19% return and BNKE.L slightly lower at -5.22%.


CG1.L

1D
2.66%
1M
-5.96%
YTD
-5.19%
6M
-3.41%
1Y
7.11%
3Y*
13.28%
5Y*
9.02%
10Y*
9.41%

BNKE.L

1D
4.59%
1M
-4.00%
YTD
-5.22%
6M
7.45%
1Y
44.05%
3Y*
42.12%
5Y*
30.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CG1.L vs. BNKE.L - Expense Ratio Comparison

CG1.L has a 0.10% expense ratio, which is lower than BNKE.L's 0.30% expense ratio.


Return for Risk

CG1.L vs. BNKE.L — Risk / Return Rank

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

CG1.L
CG1.L Risk / Return Rank: 2323
Overall Rank
CG1.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CG1.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
CG1.L Omega Ratio Rank: 2222
Omega Ratio Rank
CG1.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
CG1.L Martin Ratio Rank: 2626
Martin Ratio Rank

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
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.

CG1.L vs. BNKE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (CG1.L) 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.


CG1.LBNKE.LDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.77

-1.34

Sortino ratio

Return per unit of downside risk

0.68

2.26

-1.57

Omega ratio

Gain probability vs. loss probability

1.09

1.30

-0.21

Calmar ratio

Return relative to maximum drawdown

0.59

2.67

-2.07

Martin ratio

Return relative to average drawdown

2.20

9.26

-7.06

CG1.L vs. BNKE.L - Sharpe Ratio Comparison

The current CG1.L Sharpe Ratio is 0.43, which is lower than the BNKE.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of CG1.L 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


CG1.LBNKE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.77

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.20

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.70

-0.28

Correlation

The correlation between CG1.L and BNKE.L is 0.68, 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

CG1.L vs. BNKE.L - Dividend Comparison

Neither CG1.L nor BNKE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CG1.L vs. BNKE.L - Drawdown Comparison

The maximum CG1.L drawdown since its inception was -34.44%, smaller than the maximum BNKE.L drawdown of -48.52%. Use the drawdown chart below to compare losses from any high point for CG1.L and BNKE.L.


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Drawdown Indicators


CG1.LBNKE.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.44%

-48.52%

+14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-16.66%

+3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-34.21%

+10.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.44%

Current Drawdown

Current decline from peak

-8.76%

-10.88%

+2.12%

Average Drawdown

Average peak-to-trough decline

-7.11%

-10.54%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

4.79%

-1.29%

Volatility

CG1.L vs. BNKE.L - Volatility Comparison

The current volatility for Amundi ETF DAX UCITS ETF DR (CG1.L) is 6.91%, while Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L) has a volatility of 9.76%. This indicates that CG1.L 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


CG1.LBNKE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

9.76%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

17.26%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

24.84%

-8.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

25.27%

-8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

29.70%

-11.75%