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

Performance

LBNK.DE vs. VWCG.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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 9.83% return, which is significantly higher than VWCG.DE's 8.96% return.


LBNK.DE

1D
4.14%
1M
5.56%
YTD
9.83%
6M
15.82%
1Y
46.16%
3Y*
42.46%
5Y*
28.51%
10Y*
15.57%

VWCG.DE

1D
1.89%
1M
3.14%
YTD
8.96%
6M
11.76%
1Y
19.41%
3Y*
14.33%
5Y*
10.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
LBNK.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Acc
9.83%76.66%32.64%26.51%1.30%37.75%-24.18%8.52%
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
8.96%20.44%8.96%16.07%-9.83%24.91%-2.57%7.53%

Correlation

The correlation between LBNK.DE and VWCG.DE is 0.79, 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

0.79

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

0.76

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2019

0.73

The correlation between LBNK.DE and VWCG.DE has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

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Return for Risk

LBNK.DE vs. VWCG.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: 6464
Overall Rank
LBNK.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LBNK.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LBNK.DE Omega Ratio Rank: 6262
Omega Ratio Rank
LBNK.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
LBNK.DE Martin Ratio Rank: 6060
Martin Ratio Rank

VWCG.DE
VWCG.DE Risk / Return Rank: 4646
Overall Rank
VWCG.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWCG.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
VWCG.DE Omega Ratio Rank: 4646
Omega Ratio Rank
VWCG.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
VWCG.DE Martin Ratio Rank: 4949
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. VWCG.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.56

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.06

Calmar ratioReturn relative to maximum drawdown

2.79

1.91

+0.88

Martin ratioReturn relative to average drawdown

9.55

7.33

+2.22

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

The current LBNK.DE Sharpe Ratio is 1.97, which is higher than the VWCG.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of LBNK.DE and VWCG.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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Drawdowns

LBNK.DE vs. VWCG.DE - Drawdown Comparison

The maximum LBNK.DE drawdown since its inception was -78.45%, which is greater than VWCG.DE's maximum drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for LBNK.DE and VWCG.DE.


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Drawdown Indicators


LBNK.DEVWCG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-78.45%

-35.70%

-42.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-9.58%

-6.25%

Max Drawdown (3Y)

Largest decline over 3 years

-20.27%

-16.07%

-4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-27.83%

-20.09%

-7.74%

Max Drawdown (10Y)

Largest decline over 10 years

-56.09%

Current Drawdown

Current decline from peak

0.00%

-0.03%

+0.03%

Average Drawdown

Average peak-to-trough decline

-48.27%

-4.98%

-43.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

2.51%

+2.13%

Volatility

LBNK.DE vs. VWCG.DE - Volatility Comparison

Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a higher volatility of 6.60% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) at 4.24%. This indicates that LBNK.DE's price experiences larger fluctuations and is considered to be riskier than VWCG.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.DEVWCG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

4.24%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

18.53%

10.80%

+7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

13.05%

+9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.95%

14.31%

+8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.95%

16.85%

+8.10%

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

LBNK.DE has a 0.30% expense ratio, which is higher than VWCG.DE's 0.10% expense ratio.


Dividends

LBNK.DE vs. VWCG.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LBNK.DE and VWCG.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for LBNK.DE.

LBNK.DE is categorized as Financials Equities, while VWCG.DE is Europe Equities. LBNK.DE tracks STOXX® Europe 600 Banks, while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for LBNK.DE and 0.10% for VWCG.DE.

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