H1D5.DE vs. LYBK.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - H1D5.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 10 years, H1D5.DE returned 12.69%/yr vs 19.13%/yr for LYBK.DE. A 0.52 correlation means they provide meaningful diversification when combined. H1D5.DE charges 0.28%/yr vs 0.30%/yr for LYBK.DE.
Performance
H1D5.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.77% return, which is significantly lower than LYBK.DE's 17.49% return. Over the past 10 years, H1D5.DE has underperformed LYBK.DE with an annualized return of 12.69%, while LYBK.DE has yielded a comparatively higher 19.13% annualized return.
H1D5.DE
- 1D
- 0.16%
- 1M
- -1.01%
- 6M
- 8.69%
- YTD
- 7.77%
- 1Y
- 17.66%
- 3Y*
- 17.64%
- 5Y*
- 10.23%
- 10Y*
- 12.69%
LYBK.DE
- 1D
- 0.53%
- 1M
- 12.55%
- 6M
- 15.65%
- YTD
- 17.49%
- 1Y
- 54.60%
- 3Y*
- 48.56%
- 5Y*
- 33.46%
- 10Y*
- 19.13%
H1D5.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.77% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -8.35% | 19.09% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 17.49% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -30.86% | 14.21% |
Correlation
The correlation between H1D5.DE and LYBK.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.52 |
The correlation between H1D5.DE and LYBK.DE has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. LYBK.DE — Risk / Return Rank
H1D5.DE
LYBK.DE
H1D5.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| H1D5.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 3.17 | -1.14 |
| Martin ratioReturn relative to average drawdown | 8.17 | 9.98 | -1.81 |
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Drawdowns
H1D5.DE vs. LYBK.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and LYBK.DE.
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Drawdown Indicators
| H1D5.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -63.98% | +30.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -17.12% | +8.46% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -19.90% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -34.32% | +8.35% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | -62.22% | +28.25% |
Current DrawdownCurrent decline from peak | -1.58% | 0.00% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -20.14% | +15.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 5.45% | -3.29% |
Volatility
H1D5.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) is 4.07%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 6.33%. This indicates that H1D5.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
| H1D5.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 6.33% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 19.85% | -10.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 23.95% | -11.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 25.48% | -9.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 27.66% | -11.54% |
H1D5.DE vs. LYBK.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
H1D5.DE vs. LYBK.DE - Dividend Comparison
Neither H1D5.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and LYBK.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H1D5.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H1D5.DE is cheaper with a 0.28% expense ratio, compared with 0.30% for LYBK.DE.
H1D5.DE is categorized as S&P 500, while LYBK.DE is Financials Equities. H1D5.DE tracks S&P 500 Index (EUR Hedged), while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.28% for H1D5.DE and 0.30% for LYBK.DE.
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