PortfoliosLab logoPortfoliosLab logo
GSIB vs. PBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIB vs. PBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Global Systemically Important Banks ETF (GSIB) and Portfolio Building Block European Banks Index ETF (PBEU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GSIB achieves a 9.75% return, which is significantly higher than PBEU's 6.67% return.


GSIB

1D
-1.07%
1M
5.66%
YTD
9.75%
6M
16.02%
1Y
42.41%
3Y*
5Y*
10Y*

PBEU

1D
-2.01%
1M
5.50%
YTD
6.67%
6M
14.38%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIB vs. PBEU - Yearly Performance Comparison


Correlation

The correlation between GSIB and PBEU is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.89

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

GSIB vs. PBEU — Risk / Return Rank

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

GSIB
GSIB Risk / Return Rank: 6868
Overall Rank
GSIB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSIB Sortino Ratio Rank: 7575
Sortino Ratio Rank
GSIB Omega Ratio Rank: 6868
Omega Ratio Rank
GSIB Calmar Ratio Rank: 6161
Calmar Ratio Rank
GSIB Martin Ratio Rank: 6060
Martin Ratio Rank

PBEU
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.

GSIB vs. PBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Global Systemically Important Banks ETF (GSIB) and Portfolio Building Block European Banks Index ETF (PBEU). 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.


GSIBPBEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.07

Martin ratioReturn relative to average drawdown

10.80

GSIB vs. PBEU - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GSIBPBEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

Sharpe Ratio (All Time)

Calculated using the full available price history

2.35

1.45

+0.90

Drawdowns

GSIB vs. PBEU - Drawdown Comparison

The maximum GSIB drawdown since its inception was -17.71%, roughly equal to the maximum PBEU drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for GSIB and PBEU.


Loading charts...

Drawdown Indicators


GSIBPBEUDifference

Max Drawdown

Largest peak-to-trough decline

-17.71%

-17.26%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

Current Drawdown

Current decline from peak

-1.07%

-2.18%

+1.11%

Average Drawdown

Average peak-to-trough decline

-2.06%

-4.23%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

Volatility

GSIB vs. PBEU - Volatility Comparison


Loading charts...

Volatility by Period


GSIBPBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

27.88%

-10.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.45%

27.88%

-9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

27.88%

-9.43%

GSIB vs. PBEU - Expense Ratio Comparison

GSIB has a 0.35% expense ratio, which is higher than PBEU's 0.13% expense ratio.


Dividends

GSIB vs. PBEU - Dividend Comparison

GSIB's dividend yield for the trailing twelve months is around 1.74%, more than PBEU's 0.01% yield.


Frequently Asked Questions


GSIB and PBEU have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.35% for GSIB.

GSIB has the higher dividend yield at 1.74%, compared with 0.01% for PBEU.

They also come from different issuers: Themes and Portfolio Building Block. Their fees differ too: 0.35% for GSIB and 0.13% for PBEU.

Portfolio Optimizer

Find the right allocation for GSIB and PBEU

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