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LEEU.DE vs. LYBK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEEU.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). The values are adjusted to include any dividend payments, if applicable.

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LEEU.DE vs. LYBK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LEEU.DE
Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist
-1.07%6.43%-4.44%16.06%-38.11%16.71%-8.35%28.60%-7.63%
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
-6.90%91.46%30.53%30.34%0.78%39.97%-22.43%17.74%-35.74%

Returns By Period

In the year-to-date period, LEEU.DE achieves a -1.07% return, which is significantly higher than LYBK.DE's -6.90% return.


LEEU.DE

1D
0.15%
1M
-6.55%
YTD
-1.07%
6M
1.01%
1Y
5.87%
3Y*
7.13%
5Y*
-3.20%
10Y*
-0.02%

LYBK.DE

1D
-1.73%
1M
-0.87%
YTD
-6.90%
6M
6.42%
1Y
36.42%
3Y*
41.55%
5Y*
29.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEEU.DE vs. LYBK.DE - Expense Ratio Comparison

Both LEEU.DE and LYBK.DE have an expense ratio of 0.30%.


Return for Risk

LEEU.DE vs. LYBK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LEEU.DE
LEEU.DE Risk / Return Rank: 1717
Overall Rank
LEEU.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LEEU.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LEEU.DE Omega Ratio Rank: 1919
Omega Ratio Rank
LEEU.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
LEEU.DE Martin Ratio Rank: 1515
Martin Ratio Rank

LYBK.DE
LYBK.DE Risk / Return Rank: 7171
Overall Rank
LYBK.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 6464
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 7272
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.

LEEU.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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.


LEEU.DELYBK.DEDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.39

-1.06

Sortino ratio

Return per unit of downside risk

0.56

1.85

-1.29

Omega ratio

Gain probability vs. loss probability

1.08

1.25

-0.17

Calmar ratio

Return relative to maximum drawdown

0.25

2.52

-2.27

Martin ratio

Return relative to average drawdown

0.77

8.73

-7.96

LEEU.DE vs. LYBK.DE - Sharpe Ratio Comparison

The current LEEU.DE Sharpe Ratio is 0.34, which is lower than the LYBK.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of LEEU.DE and LYBK.DE, 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


LEEU.DELYBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.39

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

1.14

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.41

-0.22

Correlation

The correlation between LEEU.DE and LYBK.DE is 0.33, 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

LEEU.DE vs. LYBK.DE - Dividend Comparison

LEEU.DE's dividend yield for the trailing twelve months is around 2.77%, while LYBK.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LEEU.DE
Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist
2.77%2.74%4.56%4.24%3.83%2.42%2.75%3.13%4.02%3.18%3.62%3.20%
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LEEU.DE vs. LYBK.DE - Drawdown Comparison

The maximum LEEU.DE drawdown since its inception was -48.13%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for LEEU.DE and LYBK.DE.


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Drawdown Indicators


LEEU.DELYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.13%

-62.22%

+14.09%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-17.12%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-48.13%

-34.32%

-13.81%

Max Drawdown (10Y)

Largest decline over 10 years

-48.13%

Current Drawdown

Current decline from peak

-29.86%

-13.24%

-16.62%

Average Drawdown

Average peak-to-trough decline

-14.21%

-19.91%

+5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

4.94%

+0.09%

Volatility

LEEU.DE vs. LYBK.DE - Volatility Comparison

The current volatility for Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) is 8.03%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 9.81%. This indicates that LEEU.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEEU.DELYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

9.81%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

17.49%

-5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

26.01%

-8.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.67%

25.22%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

28.55%

-8.54%