CLIM.L vs. BNKS.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) and iShares S&P U.S. Banks (BNKS.L).

CLIM.L and BNKS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CLIM.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Gbl Agg Corp TR USD. It was launched on Feb 21, 2017. BNKS.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Financials NR USD. It was launched on May 22, 2018. Both CLIM.L and BNKS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CLIM.L vs. BNKS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) and iShares S&P U.S. Banks (BNKS.L). The values are adjusted to include any dividend payments, if applicable.

CLIM.L vs. BNKS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CLIM.L Lyxor Green Bond (DR) UCITS ETF - Acc	-0.47%	5.06%	-1.39%	4.76%	-13.57%	-8.41%	8.92%	3.56%	3.65%
BNKS.L iShares S&P U.S. Banks	-1.37%	11.87%	30.79%	-8.55%	-9.13%	41.04%	-15.58%	31.42%	-20.06%

Different Trading Currencies

CLIM.L is traded in GBP, while BNKS.L is traded in USD. To make them comparable, the BNKS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, CLIM.L achieves a -0.47% return, which is significantly higher than BNKS.L's -1.37% return.

CLIM.L

• 1D: 0.31%
• 1M: -1.84%
• YTD: -0.47%
• 6M: 0.20%
• 1Y: 4.89%
• 3Y*: 2.47%
• 5Y*: -1.58%
• 10Y*: —

BNKS.L

• 1D: 3.01%
• 1M: -0.33%
• YTD: -1.37%
• 6M: 6.26%
• 1Y: 20.50%
• 3Y*: 19.19%
• 5Y*: 6.06%
• 10Y*: —

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

CLIM.L vs. BNKS.L - Expense Ratio Comparison

CLIM.L has a 0.25% expense ratio, which is lower than BNKS.L's 0.35% expense ratio.

BNKS.L

iShares S&P U.S. Banks

CLIM.L

Lyxor Green Bond (DR) UCITS ETF - Acc

Return for Risk

CLIM.L vs. BNKS.L — Risk / Return Rank

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

CLIM.L

CLIM.L Risk / Return Rank: 40
CLIM.L Sharpe Ratio Rank: 46
CLIM.L Sortino Ratio Rank: 47
CLIM.L Omega Ratio Rank: 37
CLIM.L Calmar Ratio Rank: 39
CLIM.L Martin Ratio Rank: 32

BNKS.L

BNKS.L Risk / Return Rank: 46
BNKS.L Sharpe Ratio Rank: 48
BNKS.L Sortino Ratio Rank: 46
BNKS.L Omega Ratio Rank: 46
BNKS.L Calmar Ratio Rank: 49
BNKS.L Martin Ratio Rank: 42

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.

CLIM.L vs. BNKS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) and iShares S&P U.S. Banks (BNKS.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.

	CLIM.L	BNKS.L	Difference
Sharpe ratio Return per unit of total volatility	0.90	0.78	+0.12
Sortino ratio Return per unit of downside risk	1.36	1.15	+0.21
Omega ratio Gain probability vs. loss probability	1.16	1.16	0.00
Calmar ratio Return relative to maximum drawdown	1.17	1.30	-0.14
Martin ratio Return relative to average drawdown	3.22	4.23	-1.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLIM.L vs. BNKS.L - Sharpe Ratio Comparison

The current CLIM.L Sharpe Ratio is 0.90, which is comparable to the BNKS.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of CLIM.L and BNKS.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.

Sharpe Ratios by Period

	CLIM.L	BNKS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	0.78	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	0.22	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.18	-0.20

Correlation

The correlation between CLIM.L and BNKS.L is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

CLIM.L vs. BNKS.L - Dividend Comparison

Neither CLIM.L nor BNKS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CLIM.L vs. BNKS.L - Drawdown Comparison

The maximum CLIM.L drawdown since its inception was -25.39%, smaller than the maximum BNKS.L drawdown of -45.87%. Use the drawdown chart below to compare losses from any high point for CLIM.L and BNKS.L.

Drawdown Indicators

	CLIM.L	BNKS.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.39%	-51.35%	+25.96%
Max Drawdown (1Y) Largest decline over 1 year	-4.32%	-17.07%	+12.75%
Max Drawdown (5Y) Largest decline over 5 years	-20.11%	-50.15%	+30.04%
Current Drawdown Current decline from peak	-16.41%	-11.58%	-4.83%
Average Drawdown Average peak-to-trough decline	-11.87%	-17.98%	+6.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.57%	5.39%	-3.82%

Volatility

CLIM.L vs. BNKS.L - Volatility Comparison

The current volatility for Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) is 2.07%, while iShares S&P U.S. Banks (BNKS.L) has a volatility of 8.02%. This indicates that CLIM.L experiences smaller price fluctuations and is considered to be less risky than BNKS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLIM.L	BNKS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.07%	8.02%	-5.95%
Volatility (6M) Calculated over the trailing 6-month period	3.84%	15.95%	-12.11%
Volatility (1Y) Calculated over the trailing 1-year period	5.39%	26.09%	-20.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.05%	27.07%	-20.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.57%	30.87%	-23.30%