PortfoliosLab logoPortfoliosLab logo
IS3N.DE vs. LYBK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3N.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS3N.DE achieves a 24.88% return, which is significantly higher than LYBK.DE's 8.18% return. Over the past 10 years, IS3N.DE has underperformed LYBK.DE with an annualized return of 10.23%, while LYBK.DE has yielded a comparatively higher 16.88% annualized return.


IS3N.DE

1D
3.12%
1M
1.48%
YTD
24.88%
6M
27.74%
1Y
45.03%
3Y*
18.80%
5Y*
8.46%
10Y*
10.23%

LYBK.DE

1D
4.37%
1M
6.21%
YTD
8.18%
6M
13.13%
1Y
46.46%
3Y*
46.48%
5Y*
30.03%
10Y*
16.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. LYBK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
24.88%17.14%13.88%7.20%-13.85%7.09%7.07%20.99%-11.06%20.43%
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
8.18%91.46%30.53%30.34%0.78%39.97%-22.43%17.74%-30.86%14.21%

Correlation

The correlation between IS3N.DE and LYBK.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.43

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

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2014

0.48

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

IS3N.DE vs. LYBK.DE — Risk / Return Rank

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

IS3N.DE
IS3N.DE Risk / Return Rank: 8484
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
Martin Ratio Rank

LYBK.DE
LYBK.DE Risk / Return Rank: 5959
Overall Rank
LYBK.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 5656
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 5353
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.

IS3N.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.


IS3N.DELYBK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.44

1.30

+0.13

Calmar ratioReturn relative to maximum drawdown

4.10

2.58

+1.52

Martin ratioReturn relative to average drawdown

14.25

8.11

+6.14

IS3N.DE vs. LYBK.DE - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 2.40, which is higher than the LYBK.DE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of IS3N.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.


Loading charts...

Drawdowns

IS3N.DE vs. LYBK.DE - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and LYBK.DE.


Loading charts...

Drawdown Indicators


IS3N.DELYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-63.98%

+28.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-17.12%

+6.60%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-19.90%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-34.32%

+12.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-62.22%

+29.71%

Current Drawdown

Current decline from peak

-3.21%

0.00%

-3.21%

Average Drawdown

Average peak-to-trough decline

-9.27%

-20.23%

+10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

5.47%

-2.44%

Volatility

IS3N.DE vs. LYBK.DE - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 7.31% compared to Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) at 6.94%. This indicates that IS3N.DE's price experiences larger fluctuations and is considered to be riskier than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS3N.DELYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

6.94%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.53%

19.63%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

24.23%

-6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

25.51%

-9.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

28.40%

-10.32%

IS3N.DE vs. LYBK.DE - Expense Ratio Comparison

IS3N.DE has a 0.18% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.


Dividends

IS3N.DE vs. LYBK.DE - Dividend Comparison

Neither IS3N.DE nor LYBK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3N.DE and LYBK.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LYBK.DE.

IS3N.DE is categorized as Emerging Markets Equities, while LYBK.DE is Financials Equities. IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while LYBK.DE tracks EURO STOXX® Banks. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.18% for IS3N.DE and 0.30% for LYBK.DE.

Portfolio Optimizer

Find the right allocation for IS3N.DE and LYBK.DE

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