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LMP.L vs. EXV1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMP.L vs. EXV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in LondonMetric Property plc (LMP.L) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LMP.L is traded in GBp, while EXV1.DE is traded in EUR. To make them comparable, the EXV1.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LMP.L achieves a 3.47% return, which is significantly lower than EXV1.DE's 13.07% return. Over the past 10 years, LMP.L has underperformed EXV1.DE with an annualized return of 7.29%, while EXV1.DE has yielded a comparatively higher 17.03% annualized return.


LMP.L

1D
-0.94%
1M
1.87%
YTD
3.47%
6M
4.29%
1Y
-0.91%
3Y*
11.26%
5Y*
1.42%
10Y*
7.29%

EXV1.DE

1D
-0.19%
1M
4.96%
YTD
13.07%
6M
14.37%
1Y
51.00%
3Y*
43.70%
5Y*
30.99%
10Y*
17.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMP.L vs. EXV1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMP.L
LondonMetric Property plc
3.47%12.48%-0.43%17.21%-36.54%28.33%0.54%41.57%-2.30%25.29%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
13.07%86.21%27.20%23.79%7.24%28.47%-20.30%9.17%-24.80%16.41%

Correlation

The correlation between LMP.L and EXV1.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.21

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

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2013

0.25

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Return for Risk

LMP.L vs. EXV1.DE — Risk / Return Rank

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

LMP.L
LMP.L Risk / Return Rank: 3939
Overall Rank
LMP.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LMP.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
LMP.L Omega Ratio Rank: 3434
Omega Ratio Rank
LMP.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
LMP.L Martin Ratio Rank: 4242
Martin Ratio Rank

EXV1.DE
EXV1.DE Risk / Return Rank: 7575
Overall Rank
EXV1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 6868
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.

LMP.L vs. EXV1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LondonMetric Property plc (LMP.L) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.


LMP.LEXV1.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

1.01

1.38

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.06

3.25

-3.31

Martin ratioReturn relative to average drawdown

-0.11

11.38

-11.49

LMP.L vs. EXV1.DE - Sharpe Ratio Comparison

The current LMP.L Sharpe Ratio is -0.05, which is lower than the EXV1.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LMP.L and EXV1.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

LMP.L vs. EXV1.DE - Drawdown Comparison

The maximum LMP.L drawdown since its inception was -42.13%, smaller than the maximum EXV1.DE drawdown of -75.21%. Use the drawdown chart below to compare losses from any high point for LMP.L and EXV1.DE.


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Drawdown Indicators


LMP.LEXV1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.13%

-75.21%

+33.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-15.60%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-18.48%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-41.56%

-29.31%

-12.25%

Max Drawdown (10Y)

Largest decline over 10 years

-42.13%

-55.58%

+13.45%

Current Drawdown

Current decline from peak

-14.35%

-2.43%

-11.92%

Average Drawdown

Average peak-to-trough decline

-10.18%

-41.95%

+31.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.08%

4.47%

+3.61%

Volatility

LMP.L vs. EXV1.DE - Volatility Comparison

The current volatility for LondonMetric Property plc (LMP.L) is 5.80%, while iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a volatility of 6.31%. This indicates that LMP.L experiences smaller price fluctuations and is considered to be less risky than EXV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMP.LEXV1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

6.31%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

18.34%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

21.80%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.61%

22.82%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

24.01%

-0.36%

Dividends

LMP.L vs. EXV1.DE - Dividend Comparison

LMP.L's dividend yield for the trailing twelve months is around 6.56%, more than EXV1.DE's 3.37% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
3.37%3.63%5.51%4.53%6.37%1.06%1.52%4.31%4.03%6.01%3.49%3.41%
LMP.L
LondonMetric Property plc
6.56%6.54%6.16%5.07%5.48%3.12%3.71%3.55%4.60%4.09%4.73%3.35%

Frequently Asked Questions


LMP.L and EXV1.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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