PortfoliosLab logoPortfoliosLab logo
DFOA.DE vs. LYBK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFOA.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Automobiles & Parts UCITS ETF Dist (DFOA.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


DFOA.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

LYBK.DE

1D
0.92%
1M
6.42%
YTD
5.35%
6M
12.06%
1Y
41.47%
3Y*
45.91%
5Y*
29.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFOA.DE vs. LYBK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DFOA.DE
Lyxor STOXX Europe 600 Automobiles & Parts UCITS ETF Dist
0.00%0.00%5.54%24.16%-16.08%25.87%5.89%21.16%-32.07%
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 DFOA.DE and LYBK.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2018

0.55

The correlation between DFOA.DE and LYBK.DE shifts across timeframes, from 0.25 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DFOA.DE vs. LYBK.DE — Risk / Return Rank

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

DFOA.DE

LYBK.DE
LYBK.DE Risk / Return Rank: 4949
Overall Rank
LYBK.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 4646
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 4747
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.

DFOA.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Automobiles & Parts UCITS ETF Dist (DFOA.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DFOA.DE vs. LYBK.DE - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


DFOA.DELYBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

Drawdowns

DFOA.DE vs. LYBK.DE - Drawdown Comparison


Loading charts...

Drawdown Indicators


DFOA.DELYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.22%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

Current Drawdown

Current decline from peak

-1.83%

Average Drawdown

Average peak-to-trough decline

-19.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

Volatility

DFOA.DE vs. LYBK.DE - Volatility Comparison


Loading charts...

Volatility by Period


DFOA.DELYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

Volatility (6M)

Calculated over the trailing 6-month period

19.19%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.55%

DFOA.DE vs. LYBK.DE - Expense Ratio Comparison

Both DFOA.DE and LYBK.DE have an expense ratio of 0.30%.


Dividends

DFOA.DE vs. LYBK.DE - Dividend Comparison

Neither DFOA.DE nor LYBK.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DFOA.DE
Lyxor STOXX Europe 600 Automobiles & Parts UCITS ETF Dist
0.00%0.00%0.00%4.33%7.24%1.14%3.18%4.16%3.60%
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DFOA.DE and LYBK.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DFOA.DE and LYBK.DE have the same expense ratio: 0.30% per year.

DFOA.DE is categorized as Consumer Staples Equities, while LYBK.DE is Financials Equities. DFOA.DE tracks STOXX® Europe 600 Automobiles & Parts, while LYBK.DE tracks EURO STOXX® Banks.

Portfolio Optimizer

Find the right allocation for DFOA.DE and LYBK.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer