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LBNK.DE vs. IMEA.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LBNK.DE vs. IMEA.SW - 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 Core MSCI Europe UCITS ETF EUR (Acc) (IMEA.SW). 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 IMEA.SW is traded in CHF. To make them comparable, the IMEA.SW 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 higher than IMEA.SW's 6.92% return. Over the past 10 years, LBNK.DE has outperformed IMEA.SW with an annualized return of 14.15%, while IMEA.SW has yielded a comparatively lower 9.09% annualized 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%

IMEA.SW

1D
0.33%
1M
0.79%
YTD
6.92%
6M
9.58%
1Y
16.24%
3Y*
13.57%
5Y*
9.94%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBNK.DE vs. IMEA.SW - 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%
IMEA.SW
iShares Core MSCI Europe UCITS ETF EUR (Acc)
6.92%20.83%8.07%15.98%-9.59%25.21%-2.68%28.78%-12.10%11.25%

Correlation

The correlation between LBNK.DE and IMEA.SW is 0.68, 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

0.68

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

0.64

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

0.59

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

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2009

0.38

Over the past year, LBNK.DE and IMEA.SW have become more correlated (0.68) than their long-term average of 0.38, meaning their price movements have been converging.

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Return for Risk

LBNK.DE vs. IMEA.SW — 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

IMEA.SW
IMEA.SW Risk / Return Rank: 3232
Overall Rank
IMEA.SW Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IMEA.SW Sortino Ratio Rank: 3131
Sortino Ratio Rank
IMEA.SW Omega Ratio Rank: 3131
Omega Ratio Rank
IMEA.SW Calmar Ratio Rank: 3030
Calmar Ratio Rank
IMEA.SW Martin Ratio Rank: 3535
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. IMEA.SW - 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 Core MSCI Europe UCITS ETF EUR (Acc) (IMEA.SW). 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.DEIMEA.SWDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratioReturn relative to maximum drawdown

2.60

1.70

+0.90

Martin ratioReturn relative to average drawdown

8.86

6.32

+2.55

LBNK.DE vs. IMEA.SW - Sharpe Ratio Comparison

The current LBNK.DE Sharpe Ratio is 1.86, which is higher than the IMEA.SW Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of LBNK.DE and IMEA.SW, 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.DEIMEA.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.28

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.64

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.56

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.51

-0.45

Drawdowns

LBNK.DE vs. IMEA.SW - Drawdown Comparison

The maximum LBNK.DE drawdown since its inception was -81.84%, which is greater than IMEA.SW's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for LBNK.DE and IMEA.SW.


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Drawdown Indicators


LBNK.DEIMEA.SWDifference

Max Drawdown

Largest peak-to-trough decline

-81.84%

-35.63%

-46.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-9.49%

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-17.56%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-27.82%

-20.05%

-7.77%

Max Drawdown (10Y)

Largest decline over 10 years

-56.08%

-35.63%

-20.45%

Current Drawdown

Current decline from peak

-1.13%

-0.65%

-0.48%

Average Drawdown

Average peak-to-trough decline

-53.20%

-5.36%

-47.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

2.53%

+2.12%

Volatility

LBNK.DE vs. IMEA.SW - Volatility Comparison

Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a higher volatility of 5.68% compared to iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMEA.SW) at 3.96%. This indicates that LBNK.DE's price experiences larger fluctuations and is considered to be riskier than IMEA.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBNK.DEIMEA.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

3.96%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

18.02%

10.47%

+7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

12.58%

+9.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.90%

15.50%

+7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.34%

16.43%

+8.91%

LBNK.DE vs. IMEA.SW - Expense Ratio Comparison

LBNK.DE has a 0.30% expense ratio, which is higher than IMEA.SW's 0.12% expense ratio.


Dividends

LBNK.DE vs. IMEA.SW - Dividend Comparison

Neither LBNK.DE nor IMEA.SW has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LBNK.DE and IMEA.SW have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMEA.SW is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMEA.SW is cheaper with a 0.12% expense ratio, compared with 0.30% for LBNK.DE.

LBNK.DE is categorized as Financials Equities, while IMEA.SW is Europe Equities. LBNK.DE tracks STOXX® Europe 600 Banks, while IMEA.SW tracks MSCI Europe Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LBNK.DE and 0.12% for IMEA.SW.

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