ECRP.L vs. BNKE.L
ECRP.L (Amundi Index Euro Corporate SRI UCITS ETF DR (C)) and BNKE.L (Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc) are both exchange-traded funds - ECRP.L is a European Corporate Bonds fund tracking the Bloomberg Euro Corp TR EUR, while BNKE.L is a Financials Equities fund tracking the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, ECRP.L returned 0.12%/yr vs 29.25%/yr for BNKE.L. At a 0.09 correlation, their price movements are largely independent. ECRP.L charges 0.14%/yr vs 0.30%/yr for BNKE.L.
Performance
ECRP.L vs. BNKE.L - Performance Comparison
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Different Trading Currencies
ECRP.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
In the year-to-date period, ECRP.L achieves a -0.42% return, which is significantly lower than BNKE.L's 4.63% return.
ECRP.L
- 1D
- 0.28%
- 1M
- 1.04%
- YTD
- -0.42%
- 6M
- -0.50%
- 1Y
- 4.66%
- 3Y*
- 4.58%
- 5Y*
- 0.12%
- 10Y*
- —
BNKE.L
- 1D
- 0.77%
- 1M
- 6.68%
- YTD
- 4.63%
- 6M
- 11.03%
- 1Y
- 45.15%
- 3Y*
- 46.04%
- 5Y*
- 29.25%
- 10Y*
- —
ECRP.L vs. BNKE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ECRP.L Amundi Index Euro Corporate SRI UCITS ETF DR (C) | -0.42% | 8.36% | -0.55% | 5.00% | -8.32% | -8.20% | 10.39% |
BNKE.L Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc | 4.63% | 99.94% | 25.19% | 27.75% | 6.62% | 31.33% | -20.25% |
Correlation
The correlation between ECRP.L and BNKE.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2020 | 0.09 |
The correlation between ECRP.L and BNKE.L shifts across timeframes, from 0.09 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ECRP.L vs. BNKE.L — Risk / Return Rank
ECRP.L
BNKE.L
ECRP.L vs. BNKE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.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.
| ECRP.L | BNKE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.70 | -1.50 |
| Martin ratioReturn relative to average drawdown | 3.05 | 8.72 | -5.67 |
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
| ECRP.L | BNKE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.93 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 1.15 | -1.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.75 | -0.63 |
Drawdowns
ECRP.L vs. BNKE.L - Drawdown Comparison
The maximum ECRP.L drawdown since its inception was -21.22%, smaller than the maximum BNKE.L drawdown of -48.52%. Use the drawdown chart below to compare losses from any high point for ECRP.L and BNKE.L.
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Drawdown Indicators
| ECRP.L | BNKE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.22% | -48.52% | +27.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -16.66% | +12.79% |
Max Drawdown (3Y)Largest decline over 3 years | -3.87% | -18.40% | +14.53% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | -34.21% | +17.50% |
Current DrawdownCurrent decline from peak | -6.37% | -1.62% | -4.75% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -10.40% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 5.17% | -3.65% |
Volatility
ECRP.L vs. BNKE.L - Volatility Comparison
The current volatility for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) is 1.50%, while Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L) has a volatility of 6.10%. This indicates that ECRP.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
| ECRP.L | BNKE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 6.10% | -4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 18.62% | -14.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.77% | 23.28% | -18.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.35% | 25.45% | -19.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.88% | 29.62% | -22.74% |
ECRP.L vs. BNKE.L - Expense Ratio Comparison
ECRP.L has a 0.14% expense ratio, which is lower than BNKE.L's 0.30% expense ratio.
Dividends
ECRP.L vs. BNKE.L - Dividend Comparison
Neither ECRP.L nor BNKE.L has paid dividends to shareholders.
Frequently Asked Questions
ECRP.L and BNKE.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ECRP.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ECRP.L is cheaper with a 0.14% expense ratio, compared with 0.30% for BNKE.L.
ECRP.L is categorized as European Corporate Bonds, while BNKE.L is Financials Equities. ECRP.L tracks Bloomberg Euro Corp TR EUR, while BNKE.L tracks MSCI World/Financials NR USD. Their fees differ too: 0.14% for ECRP.L and 0.30% for BNKE.L.
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