LBNK.DE vs. WF1E.DE
LBNK.DE (Lyxor STOXX Europe 600 Banks UCITS ETF Acc) and WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - LBNK.DE tracks the STOXX® Europe 600 Banks while WF1E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Both are passively managed. Over the past 3 years, LBNK.DE returned 42.34%/yr vs 20.18%/yr for WF1E.DE. A 0.65 correlation means they provide meaningful diversification when combined. LBNK.DE charges 0.30%/yr vs 0.18%/yr for WF1E.DE.
Performance
LBNK.DE vs. WF1E.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 WF1E.DE's 1.34% 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%
WF1E.DE
- 1D
- 1.98%
- 1M
- 1.45%
- YTD
- 1.34%
- 6M
- 5.57%
- 1Y
- 10.72%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
LBNK.DE vs. WF1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LBNK.DE Lyxor STOXX Europe 600 Banks UCITS ETF Acc | 7.56% | 76.66% | 32.67% | 15.20% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
Correlation
The correlation between LBNK.DE and WF1E.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.65 |
The correlation between LBNK.DE and WF1E.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. WF1E.DE — Risk / Return Rank
LBNK.DE
WF1E.DE
LBNK.DE vs. WF1E.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 Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.15 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.19 | +1.41 |
| Martin ratioReturn relative to average drawdown | 8.86 | 3.65 | +5.22 |
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 | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.84 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | — | — |
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 | 1.34 | -1.28 |
Drawdowns
LBNK.DE vs. WF1E.DE - Drawdown Comparison
The maximum LBNK.DE drawdown since its inception was -81.84%, which is greater than WF1E.DE's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for LBNK.DE and WF1E.DE.
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Drawdown Indicators
| LBNK.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.84% | -19.97% | -61.87% |
Max Drawdown (1Y)Largest decline over 1 year | -15.83% | -8.92% | -6.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.26% | -19.97% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.08% | — | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.87% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -53.20% | -2.63% | -50.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 2.92% | +1.73% |
Volatility
LBNK.DE vs. WF1E.DE - Volatility Comparison
Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a higher volatility of 5.68% compared to Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) at 3.46%. This indicates that LBNK.DE's price experiences larger fluctuations and is considered to be riskier than WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 3.46% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 18.02% | 9.46% | +8.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.10% | 12.69% | +9.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 14.49% | +8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.34% | 14.49% | +10.85% |
LBNK.DE vs. WF1E.DE - Expense Ratio Comparison
LBNK.DE has a 0.30% expense ratio, which is higher than WF1E.DE's 0.18% expense ratio.
Dividends
LBNK.DE vs. WF1E.DE - Dividend Comparison
Neither LBNK.DE nor WF1E.DE has paid dividends to shareholders.
Frequently Asked Questions
LBNK.DE and WF1E.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WF1E.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WF1E.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LBNK.DE.
LBNK.DE tracks STOXX® Europe 600 Banks, while WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LBNK.DE and 0.18% for WF1E.DE.
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