LBNK.DE vs. SXRW.DE
LBNK.DE (Lyxor STOXX Europe 600 Banks UCITS ETF Acc) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - LBNK.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, LBNK.DE returned 14.15%/yr vs 8.04%/yr for SXRW.DE. A 0.65 correlation means they provide meaningful diversification when combined. LBNK.DE charges 0.30%/yr vs 0.07%/yr for SXRW.DE.
Performance
LBNK.DE vs. SXRW.DE - Performance Comparison
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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 SXRW.DE's 6.50% return. Over the past 10 years, LBNK.DE has outperformed SXRW.DE with an annualized return of 14.15%, while SXRW.DE has yielded a comparatively lower 8.04% 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%
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
LBNK.DE vs. SXRW.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 | 7.56% | 76.66% | 32.67% | 26.48% | 1.30% | 37.71% | -24.17% | 14.90% | -25.93% | 11.91% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between LBNK.DE and SXRW.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.65 |
The correlation between LBNK.DE and SXRW.DE has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.
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Return for Risk
LBNK.DE vs. SXRW.DE — Risk / Return Rank
LBNK.DE
SXRW.DE
LBNK.DE vs. SXRW.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 Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.30 | +0.30 |
| Martin ratioReturn relative to average drawdown | 8.86 | 8.40 | +0.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LBNK.DE | SXRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.50 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | 0.81 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.47 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.50 | -0.44 |
Drawdowns
LBNK.DE vs. SXRW.DE - Drawdown Comparison
The maximum LBNK.DE drawdown since its inception was -81.84%, which is greater than SXRW.DE's maximum drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for LBNK.DE and SXRW.DE.
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Drawdown Indicators
| LBNK.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.84% | -40.31% | -41.53% |
Max Drawdown (1Y)Largest decline over 1 year | -15.83% | -7.91% | -7.92% |
Max Drawdown (3Y)Largest decline over 3 years | -20.26% | -16.86% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | -16.86% | -10.96% |
Max Drawdown (10Y)Largest decline over 10 years | -56.08% | -40.31% | -15.77% |
Current DrawdownCurrent decline from peak | -1.13% | -2.75% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -53.20% | -6.05% | -47.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 2.17% | +2.48% |
Volatility
LBNK.DE vs. SXRW.DE - Volatility Comparison
Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a higher volatility of 5.68% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 4.45%. This indicates that LBNK.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.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 | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 4.45% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 18.02% | 10.16% | +7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.10% | 12.13% | +9.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 14.13% | +8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.34% | 16.93% | +8.41% |
LBNK.DE vs. SXRW.DE - Expense Ratio Comparison
LBNK.DE has a 0.30% expense ratio, which is higher than SXRW.DE's 0.07% expense ratio.
Dividends
LBNK.DE vs. SXRW.DE - Dividend Comparison
Neither LBNK.DE nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
LBNK.DE and SXRW.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for LBNK.DE.
LBNK.DE is categorized as Financials Equities, while SXRW.DE is Europe Equities. LBNK.DE tracks STOXX® Europe 600 Banks, while SXRW.DE tracks FTSE 100. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LBNK.DE and 0.07% for SXRW.DE.
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