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LBNK.DE vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LBNK.DE vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) and iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LBNK.DE is traded in EUR, while EPOL is traded in USD. To make them comparable, the EPOL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LBNK.DE achieves a 7.56% return, which is significantly lower than EPOL's 16.00% return. Over the past 10 years, LBNK.DE has outperformed EPOL with an annualized return of 14.15%, while EPOL has yielded a comparatively lower 11.19% annualized return.


LBNK.DE

1D
0.67%
1M
6.42%
YTD
7.56%
6M
14.67%
1Y
41.34%
3Y*
42.34%
5Y*
27.76%
10Y*
14.15%

EPOL

1D
0.84%
1M
4.61%
YTD
16.00%
6M
24.76%
1Y
38.10%
3Y*
32.54%
5Y*
17.08%
10Y*
11.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBNK.DE vs. EPOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LBNK.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Acc
7.56%76.66%32.67%26.48%1.30%37.71%-24.17%14.90%-25.93%11.91%
EPOL
iShares MSCI Poland ETF
16.00%56.29%3.82%46.18%-19.95%20.60%-15.93%-4.01%-9.71%33.70%

Correlation

The correlation between LBNK.DE and EPOL is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.42

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

0.46

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

0.41

Correlation (All Time)
Calculated using the full available price history since May 27, 2010

0.42

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Return for Risk

LBNK.DE vs. EPOL — Risk / Return Rank

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

LBNK.DE
LBNK.DE Risk / Return Rank: 5353
Overall Rank
LBNK.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
LBNK.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
LBNK.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LBNK.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
LBNK.DE Martin Ratio Rank: 5353
Martin Ratio Rank

EPOL
EPOL Risk / Return Rank: 5757
Overall Rank
EPOL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 5252
Sortino Ratio Rank
EPOL Omega Ratio Rank: 4848
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7474
Calmar Ratio Rank
EPOL Martin Ratio Rank: 5858
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.

LBNK.DE vs. EPOL - 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 MSCI Poland ETF (EPOL). 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.


LBNK.DEEPOLDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratioReturn relative to maximum drawdown

2.60

4.22

-1.62

Martin ratioReturn relative to average drawdown

8.86

10.90

-2.04

LBNK.DE vs. EPOL - Sharpe Ratio Comparison

The current LBNK.DE Sharpe Ratio is 1.86, which is comparable to the EPOL Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of LBNK.DE and EPOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LBNK.DEEPOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.81

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.66

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.44

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.25

-0.19

Drawdowns

LBNK.DE vs. EPOL - Drawdown Comparison

The maximum LBNK.DE drawdown since its inception was -81.84%, which is greater than EPOL's maximum drawdown of -52.18%. Use the drawdown chart below to compare losses from any high point for LBNK.DE and EPOL.


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Drawdown Indicators


LBNK.DEEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-81.84%

-52.18%

-29.66%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-9.08%

-6.75%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-17.83%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-27.82%

-45.52%

+17.70%

Max Drawdown (10Y)

Largest decline over 10 years

-56.08%

-52.18%

-3.90%

Current Drawdown

Current decline from peak

-1.13%

-0.28%

-0.85%

Average Drawdown

Average peak-to-trough decline

-53.20%

-16.63%

-36.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

3.51%

+1.14%

Volatility

LBNK.DE vs. EPOL - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) is 5.68%, while iShares MSCI Poland ETF (EPOL) has a volatility of 6.84%. This indicates that LBNK.DE experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBNK.DEEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

6.84%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

18.02%

15.45%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

21.20%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.90%

26.07%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.34%

25.34%

0.00%

LBNK.DE vs. EPOL - Expense Ratio Comparison

LBNK.DE has a 0.30% expense ratio, which is lower than EPOL's 0.61% expense ratio.


Dividends

LBNK.DE vs. EPOL - Dividend Comparison

LBNK.DE has not paid dividends to shareholders, while EPOL's dividend yield for the trailing twelve months is around 4.17%.


PositionTTM20252024202320222021202020192018201720162015
EPOL
iShares MSCI Poland ETF
4.17%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
LBNK.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LBNK.DE and EPOL have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LBNK.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LBNK.DE is cheaper with a 0.30% expense ratio, compared with 0.61% for EPOL.

LBNK.DE is categorized as Financials Equities, while EPOL is Europe Equities. LBNK.DE tracks STOXX® Europe 600 Banks, while EPOL tracks MSCI Poland Investable Market Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LBNK.DE and 0.61% for EPOL.

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