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LBNK.DE vs. VJPU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LBNK.DE vs. VJPU.L - 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 Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). The values are adjusted to include any dividend payments, if applicable.

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LBNK.DE vs. VJPU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
LBNK.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Acc
-3.17%76.66%32.67%26.48%17.01%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
10.23%15.92%31.97%31.58%-4.47%
Different Trading Currencies

LBNK.DE is traded in EUR, while VJPU.L is traded in USD. To make them comparable, the VJPU.L 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 -3.17% return, which is significantly lower than VJPU.L's 11.30% return.


LBNK.DE

1D
-1.09%
1M
0.31%
YTD
-3.17%
6M
11.42%
1Y
36.34%
3Y*
39.53%
5Y*
27.39%
10Y*
13.59%

VJPU.L

1D
0.00%
1M
3.00%
YTD
11.30%
6M
24.50%
1Y
37.95%
3Y*
27.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LBNK.DE vs. VJPU.L - Expense Ratio Comparison

LBNK.DE has a 0.30% expense ratio, which is higher than VJPU.L's 0.20% expense ratio.


Return for Risk

LBNK.DE vs. VJPU.L — 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: 7676
Overall Rank
LBNK.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LBNK.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
LBNK.DE Omega Ratio Rank: 6868
Omega Ratio Rank
LBNK.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
LBNK.DE Martin Ratio Rank: 8080
Martin Ratio Rank

VJPU.L
VJPU.L Risk / Return Rank: 9494
Overall Rank
VJPU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VJPU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
VJPU.L Omega Ratio Rank: 9191
Omega Ratio Rank
VJPU.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
VJPU.L Martin Ratio Rank: 9797
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. VJPU.L - 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 Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). 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.DEVJPU.LDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.65

-0.18

Sortino ratio

Return per unit of downside risk

1.91

2.23

-0.32

Omega ratio

Gain probability vs. loss probability

1.27

1.32

-0.05

Calmar ratio

Return relative to maximum drawdown

2.81

6.49

-3.68

Martin ratio

Return relative to average drawdown

10.32

17.87

-7.54

LBNK.DE vs. VJPU.L - Sharpe Ratio Comparison

The current LBNK.DE Sharpe Ratio is 1.46, which is comparable to the VJPU.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of LBNK.DE and VJPU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LBNK.DEVJPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.65

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.09

-1.05

Correlation

The correlation between LBNK.DE and VJPU.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LBNK.DE vs. VJPU.L - Dividend Comparison

Neither LBNK.DE nor VJPU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LBNK.DE vs. VJPU.L - Drawdown Comparison

The maximum LBNK.DE drawdown since its inception was -81.84%, which is greater than VJPU.L's maximum drawdown of -26.23%. Use the drawdown chart below to compare losses from any high point for LBNK.DE and VJPU.L.


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Drawdown Indicators


LBNK.DEVJPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.84%

-25.40%

-56.44%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-9.57%

-6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-27.82%

Max Drawdown (10Y)

Largest decline over 10 years

-56.08%

Current Drawdown

Current decline from peak

-10.53%

-5.89%

-4.64%

Average Drawdown

Average peak-to-trough decline

-53.66%

-2.98%

-50.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

2.60%

+1.72%

Volatility

LBNK.DE vs. VJPU.L - Volatility Comparison

Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a higher volatility of 9.23% compared to Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) at 8.37%. This indicates that LBNK.DE's price experiences larger fluctuations and is considered to be riskier than VJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBNK.DEVJPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

8.37%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

15.35%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

24.71%

22.93%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.66%

20.70%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.45%

20.70%

+4.75%