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

Performance

LBNK.DE vs. ESIF.DE - 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 Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LBNK.DE achieves a 7.56% return, which is significantly higher than ESIF.DE's 3.87% return.


LBNK.DE

1D
0.67%
1M
2.51%
YTD
7.56%
6M
15.54%
1Y
40.00%
3Y*
42.34%
5Y*
27.76%
10Y*
14.15%

ESIF.DE

1D
0.61%
1M
0.49%
YTD
3.87%
6M
10.51%
1Y
22.17%
3Y*
28.94%
5Y*
19.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBNK.DE vs. ESIF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LBNK.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Acc
7.56%76.66%32.67%26.48%1.30%37.71%2.74%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
3.87%47.69%25.31%21.61%-2.88%29.09%3.24%

Correlation

The correlation between LBNK.DE and ESIF.DE is 0.95, 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

0.95

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2020

0.93

The correlation between LBNK.DE and ESIF.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

LBNK.DE vs. ESIF.DE — 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

ESIF.DE
ESIF.DE Risk / Return Rank: 3636
Overall Rank
ESIF.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ESIF.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ESIF.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ESIF.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ESIF.DE Martin Ratio Rank: 3939
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. ESIF.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 MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.


LBNK.DEESIF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratioReturn relative to maximum drawdown

2.60

1.81

+0.79

Martin ratioReturn relative to average drawdown

8.86

6.04

+2.83

LBNK.DE vs. ESIF.DE - Sharpe Ratio Comparison

The current LBNK.DE Sharpe Ratio is 1.86, which is higher than the ESIF.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of LBNK.DE and ESIF.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.


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Sharpe Ratios by Period


LBNK.DEESIF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.25

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

1.02

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.16

-1.10

Drawdowns

LBNK.DE vs. ESIF.DE - Drawdown Comparison

The maximum LBNK.DE drawdown since its inception was -81.84%, which is greater than ESIF.DE's maximum drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for LBNK.DE and ESIF.DE.


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Drawdown Indicators


LBNK.DEESIF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-81.84%

-22.93%

-58.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-12.38%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-17.10%

-3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-27.82%

-22.93%

-4.89%

Max Drawdown (10Y)

Largest decline over 10 years

-56.08%

Current Drawdown

Current decline from peak

-1.13%

-2.65%

+1.52%

Average Drawdown

Average peak-to-trough decline

-53.20%

-4.14%

-49.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

3.72%

+0.93%

Volatility

LBNK.DE vs. ESIF.DE - Volatility Comparison

Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a higher volatility of 5.68% compared to iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) at 5.37%. This indicates that LBNK.DE's price experiences larger fluctuations and is considered to be riskier than ESIF.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.DEESIF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

5.37%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

18.02%

14.59%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

17.99%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.90%

18.96%

+3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.34%

18.84%

+6.50%

LBNK.DE vs. ESIF.DE - Expense Ratio Comparison

LBNK.DE has a 0.30% expense ratio, which is higher than ESIF.DE's 0.18% expense ratio.


Dividends

LBNK.DE vs. ESIF.DE - Dividend Comparison

Neither LBNK.DE nor ESIF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, LBNK.DE and ESIF.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LBNK.DE.

LBNK.DE tracks STOXX® Europe 600 Banks, while ESIF.DE tracks MSCI World/Financials NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LBNK.DE and 0.18% for ESIF.DE.

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