ESGL.L vs. BNKS.L
Compare and contrast key facts about Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) and iShares S&P U.S. Banks (BNKS.L).
ESGL.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. ESGL.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Feb 12, 2019. 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 ESGL.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
ESGL.L vs. BNKS.L - Performance Comparison
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ESGL.L vs. BNKS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESGL.L Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc | -2.21% | 19.00% | 2.42% | 13.82% | -6.20% | 16.59% | 6.21% | 1.39% |
BNKS.L iShares S&P U.S. Banks | -4.24% | 11.87% | 30.79% | -8.55% | -9.13% | 41.04% | -15.58% | 15.06% |
Different Trading Currencies
ESGL.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, ESGL.L achieves a -2.21% return, which is significantly higher than BNKS.L's -4.24% return.
ESGL.L
- 1D
- 0.92%
- 1M
- -9.72%
- YTD
- -2.21%
- 6M
- 2.89%
- 1Y
- 12.60%
- 3Y*
- 8.04%
- 5Y*
- 7.64%
- 10Y*
- —
BNKS.L
- 1D
- 0.73%
- 1M
- -3.56%
- YTD
- -4.24%
- 6M
- 3.54%
- 1Y
- 17.58%
- 3Y*
- 18.02%
- 5Y*
- 5.44%
- 10Y*
- —
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ESGL.L vs. BNKS.L - Expense Ratio Comparison
ESGL.L has a 0.20% expense ratio, which is lower than BNKS.L's 0.35% expense ratio.
Return for Risk
ESGL.L vs. BNKS.L — Risk / Return Rank
ESGL.L
BNKS.L
ESGL.L vs. BNKS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.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.
| ESGL.L | BNKS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.68 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.02 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.07 | -0.06 |
Martin ratioReturn relative to average drawdown | 3.79 | 3.03 | +0.76 |
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
| ESGL.L | BNKS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.68 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.20 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.17 | +0.20 |
Correlation
The correlation between ESGL.L and BNKS.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESGL.L vs. BNKS.L - Dividend Comparison
Neither ESGL.L nor BNKS.L has paid dividends to shareholders.
Drawdowns
ESGL.L vs. BNKS.L - Drawdown Comparison
The maximum ESGL.L drawdown since its inception was -34.24%, smaller than the maximum BNKS.L drawdown of -45.87%. Use the drawdown chart below to compare losses from any high point for ESGL.L and BNKS.L.
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Drawdown Indicators
| ESGL.L | BNKS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -51.35% | +17.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -17.07% | +5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -20.06% | -50.15% | +30.09% |
Current DrawdownCurrent decline from peak | -9.72% | -14.36% | +4.64% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -17.98% | +12.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 5.95% | -2.90% |
Volatility
ESGL.L vs. BNKS.L - Volatility Comparison
The current volatility for Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) is 6.44%, while iShares S&P U.S. Banks (BNKS.L) has a volatility of 7.40%. This indicates that ESGL.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.
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Volatility by Period
| ESGL.L | BNKS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 7.40% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 15.71% | -6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 25.93% | -11.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 27.04% | -9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 30.86% | -12.30% |