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EGV1.DE vs. LYBK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGV1.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGV1.DE achieves a -2.79% return, which is significantly lower than LYBK.DE's 5.35% return.


EGV1.DE

1D
0.03%
1M
-4.09%
YTD
-2.79%
6M
2.71%
1Y
2.04%
3Y*
18.08%
5Y*
13.93%
10Y*
11.16%

LYBK.DE

1D
0.92%
1M
2.70%
YTD
5.35%
6M
12.73%
1Y
39.28%
3Y*
45.91%
5Y*
29.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGV1.DE vs. LYBK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EGV1.DE
Lyxor STOXX Europe 600 Insurance UCITS ETF Dist
-2.79%29.26%22.98%12.79%3.54%19.62%-10.07%30.21%-10.22%
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 EGV1.DE and LYBK.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

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

0.58

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

0.66

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

0.69

The correlation between EGV1.DE and LYBK.DE shifts across timeframes, from 0.58 (3 years) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EGV1.DE vs. LYBK.DE — Risk / Return Rank

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

EGV1.DE
EGV1.DE Risk / Return Rank: 1212
Overall Rank
EGV1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EGV1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EGV1.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EGV1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EGV1.DE Martin Ratio Rank: 1313
Martin Ratio Rank

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.

EGV1.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.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.


EGV1.DELYBK.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.08

Omega ratioGain probability vs. loss probability

1.04

1.29

-0.25

Calmar ratioReturn relative to maximum drawdown

0.35

2.41

-2.06

Martin ratioReturn relative to average drawdown

0.75

7.56

-6.81

EGV1.DE vs. LYBK.DE - Sharpe Ratio Comparison

The current EGV1.DE Sharpe Ratio is 0.18, which is lower than the LYBK.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of EGV1.DE and LYBK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EGV1.DELYBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.72

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.13

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.46

-0.04

Drawdowns

EGV1.DE vs. LYBK.DE - Drawdown Comparison

The maximum EGV1.DE drawdown since its inception was -58.31%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for EGV1.DE and LYBK.DE.


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Drawdown Indicators


EGV1.DELYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.31%

-62.22%

+3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-17.12%

+9.62%

Max Drawdown (3Y)

Largest decline over 3 years

-12.53%

-19.90%

+7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.39%

-34.32%

+15.93%

Max Drawdown (10Y)

Largest decline over 10 years

-47.02%

Current Drawdown

Current decline from peak

-5.26%

-1.83%

-3.43%

Average Drawdown

Average peak-to-trough decline

-7.81%

-19.62%

+11.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

5.47%

-1.92%

Volatility

EGV1.DE vs. LYBK.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) is 4.65%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that EGV1.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGV1.DELYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

5.84%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

19.19%

-7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.73%

23.95%

-9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

25.45%

-8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

28.55%

-8.48%

EGV1.DE vs. LYBK.DE - Expense Ratio Comparison

Both EGV1.DE and LYBK.DE have an expense ratio of 0.30%.


Dividends

EGV1.DE vs. LYBK.DE - Dividend Comparison

EGV1.DE's dividend yield for the trailing twelve months is around 4.23%, while LYBK.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EGV1.DE
Lyxor STOXX Europe 600 Insurance UCITS ETF Dist
4.23%4.11%4.77%3.93%5.03%4.53%4.35%3.71%4.26%0.59%
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%0.00%

Frequently Asked Questions


EGV1.DE and LYBK.DE have a correlation of 0.58, 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.

EGV1.DE and LYBK.DE have the same expense ratio: 0.30% per year.

EGV1.DE tracks STOXX® Europe 600 Insurance, while LYBK.DE tracks EURO STOXX® Banks.

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