LBNK.DE vs. CEMR.DE
LBNK.DE (Lyxor STOXX Europe 600 Banks UCITS ETF Acc) and CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) are both exchange-traded funds - LBNK.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks, while CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index. Both are passively managed. Over the past 10 years, LBNK.DE returned 15.57%/yr vs 12.09%/yr for CEMR.DE. A 0.63 correlation means they provide meaningful diversification when combined. LBNK.DE charges 0.30%/yr vs 0.25%/yr for CEMR.DE.
Performance
LBNK.DE vs. CEMR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LBNK.DE achieves a 9.83% return, which is significantly higher than CEMR.DE's 9.13% return. Over the past 10 years, LBNK.DE has outperformed CEMR.DE with an annualized return of 15.57%, while CEMR.DE has yielded a comparatively lower 12.09% annualized return.
LBNK.DE
- 1D
- 4.14%
- 1M
- 5.56%
- YTD
- 9.83%
- 6M
- 15.82%
- 1Y
- 46.16%
- 3Y*
- 42.46%
- 5Y*
- 28.51%
- 10Y*
- 15.57%
CEMR.DE
- 1D
- 1.92%
- 1M
- 2.19%
- YTD
- 9.13%
- 6M
- 12.45%
- 1Y
- 21.56%
- 3Y*
- 20.31%
- 5Y*
- 11.56%
- 10Y*
- 12.09%
LBNK.DE vs. CEMR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBNK.DE Lyxor STOXX Europe 600 Banks UCITS ETF Acc | 9.83% | 76.66% | 32.64% | 26.51% | 1.30% | 37.75% | -24.18% | 14.65% | -25.71% | 11.70% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 9.13% | 27.25% | 20.02% | 12.77% | -15.32% | 22.13% | 10.84% | 31.55% | -10.67% | 11.55% |
Correlation
The correlation between LBNK.DE and CEMR.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.63 |
Over the past year, LBNK.DE and CEMR.DE have become more correlated (0.85) than their long-term average of 0.63, meaning their price movements have been converging.
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Return for Risk
LBNK.DE vs. CEMR.DE — Risk / Return Rank
LBNK.DE
CEMR.DE
LBNK.DE vs. CEMR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.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.
| LBNK.DE | CEMR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.76 | +1.03 |
| Martin ratioReturn relative to average drawdown | 9.55 | 6.68 | +2.87 |
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Drawdowns
LBNK.DE vs. CEMR.DE - Drawdown Comparison
The maximum LBNK.DE drawdown since its inception was -78.45%, which is greater than CEMR.DE's maximum drawdown of -31.80%. Use the drawdown chart below to compare losses from any high point for LBNK.DE and CEMR.DE.
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Drawdown Indicators
| LBNK.DE | CEMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.45% | -31.80% | -46.65% |
Max Drawdown (1Y)Largest decline over 1 year | -15.83% | -11.75% | -4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -20.27% | -15.72% | -4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -27.83% | -23.77% | -4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -56.09% | -31.80% | -24.29% |
Current DrawdownCurrent decline from peak | 0.00% | -0.31% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -48.27% | -6.02% | -42.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 3.11% | +1.53% |
Volatility
LBNK.DE vs. CEMR.DE - Volatility Comparison
Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a higher volatility of 6.60% compared to iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) at 4.79%. This indicates that LBNK.DE's price experiences larger fluctuations and is considered to be riskier than CEMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LBNK.DE | CEMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 4.79% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 18.53% | 14.87% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.48% | 17.46% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.95% | 16.43% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.95% | 16.48% | +8.47% |
LBNK.DE vs. CEMR.DE - Expense Ratio Comparison
LBNK.DE has a 0.30% expense ratio, which is higher than CEMR.DE's 0.25% expense ratio.
Dividends
LBNK.DE vs. CEMR.DE - Dividend Comparison
Neither LBNK.DE nor CEMR.DE has paid dividends to shareholders.
Frequently Asked Questions
LBNK.DE and CEMR.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMR.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LBNK.DE.
LBNK.DE is categorized as Financials Equities, while CEMR.DE is Momentum. LBNK.DE tracks STOXX® Europe 600 Banks, while CEMR.DE tracks MSCI Europe Momentum Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LBNK.DE and 0.25% for CEMR.DE.
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