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

Performance

ELLE.L vs. BNKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.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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ELLE.L vs. BNKE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ELLE.L
Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF
0.22%20.47%9.34%17.89%-16.59%17.73%12.70%3.53%
BNKE.L
Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc
-8.21%115.03%23.11%34.49%-4.56%29.84%-15.61%9.08%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, ELLE.L achieves a 0.22% return, which is significantly higher than BNKE.L's -8.21% return.


ELLE.L

1D
-0.15%
1M
-1.98%
YTD
0.22%
6M
4.30%
1Y
18.17%
3Y*
15.40%
5Y*
6.96%
10Y*

BNKE.L

1D
-2.01%
1M
-1.60%
YTD
-8.21%
6M
4.94%
1Y
44.77%
3Y*
44.24%
5Y*
28.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ELLE.L has a 0.20% expense ratio, which is lower than BNKE.L's 0.30% expense ratio.


Return for Risk

ELLE.L vs. BNKE.L — Risk / Return Rank

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

ELLE.L
ELLE.L Risk / Return Rank: 5757
Overall Rank
ELLE.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ELLE.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
ELLE.L Omega Ratio Rank: 7171
Omega Ratio Rank
ELLE.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
ELLE.L Martin Ratio Rank: 6565
Martin Ratio Rank

BNKE.L
BNKE.L Risk / Return Rank: 8080
Overall Rank
BNKE.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNKE.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
BNKE.L Omega Ratio Rank: 7373
Omega Ratio Rank
BNKE.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
BNKE.L Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.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.


ELLE.LBNKE.LDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.65

-0.68

Sortino ratio

Return per unit of downside risk

1.41

2.11

-0.70

Omega ratio

Gain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratio

Return relative to maximum drawdown

1.60

2.60

-1.00

Martin ratio

Return relative to average drawdown

7.88

9.05

-1.17

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

The current ELLE.L Sharpe Ratio is 0.96, which is lower than the BNKE.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ELLE.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


ELLE.LBNKE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.65

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.03

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.68

+0.36

Correlation

The correlation between ELLE.L and BNKE.L is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ELLE.L vs. BNKE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ELLE.L vs. BNKE.L - Drawdown Comparison

The maximum ELLE.L drawdown since its inception was -27.65%, smaller than the maximum BNKE.L drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ELLE.L and BNKE.L.


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Drawdown Indicators


ELLE.LBNKE.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.65%

-48.52%

+20.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-16.66%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-27.65%

-34.21%

+6.56%

Current Drawdown

Current decline from peak

-5.94%

-12.25%

+6.31%

Average Drawdown

Average peak-to-trough decline

-5.05%

-10.54%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

4.72%

-2.18%

Volatility

ELLE.L vs. BNKE.L - Volatility Comparison

The current volatility for Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.L) is 4.73%, while Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L) has a volatility of 10.24%. This indicates that ELLE.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


ELLE.LBNKE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

10.24%

-5.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

18.53%

-10.19%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

27.04%

-7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.74%

27.96%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.04%

32.11%

-2.07%