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LYBK.DE vs. C099.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYBK.DE vs. C099.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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, LYBK.DE achieves a 5.35% return, which is significantly lower than C099.DE's 28.92% return.


LYBK.DE

1D
0.92%
1M
2.70%
YTD
5.35%
6M
12.73%
1Y
39.28%
3Y*
45.91%
5Y*
29.06%
10Y*

C099.DE

1D
-0.50%
1M
-0.28%
YTD
28.92%
6M
36.32%
1Y
62.17%
3Y*
21.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYBK.DE vs. C099.DE - Yearly Performance Comparison


2026 (YTD)202520242023
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
5.35%91.46%30.53%10.91%
C099.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc
28.92%29.62%4.85%-8.37%

Correlation

The correlation between LYBK.DE and C099.DE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.09

The correlation between LYBK.DE and C099.DE shifts across timeframes, from -0.16 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYBK.DE vs. C099.DE — Risk / Return Rank

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

LYBK.DE
LYBK.DE Risk / Return Rank: 4949
Overall Rank
LYBK.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 4646
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 4747
Martin Ratio Rank

C099.DE
C099.DE Risk / Return Rank: 8585
Overall Rank
C099.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
C099.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
C099.DE Omega Ratio Rank: 8484
Omega Ratio Rank
C099.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
C099.DE Martin Ratio Rank: 8686
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.

LYBK.DE vs. C099.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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.


LYBK.DEC099.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.29

1.50

-0.21

Calmar ratioReturn relative to maximum drawdown

2.41

5.06

-2.65

Martin ratioReturn relative to average drawdown

7.56

17.91

-10.35

LYBK.DE vs. C099.DE - Sharpe Ratio Comparison

The current LYBK.DE Sharpe Ratio is 1.72, which is lower than the C099.DE Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of LYBK.DE and C099.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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Sharpe Ratios by Period


LYBK.DEC099.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.92

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.85

-0.39

Drawdowns

LYBK.DE vs. C099.DE - Drawdown Comparison

The maximum LYBK.DE drawdown since its inception was -62.22%, which is greater than C099.DE's maximum drawdown of -15.35%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and C099.DE.


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Drawdown Indicators


LYBK.DEC099.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.22%

-15.35%

-46.87%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-12.55%

-4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-15.35%

-4.55%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

Current Drawdown

Current decline from peak

-1.83%

-4.74%

+2.91%

Average Drawdown

Average peak-to-trough decline

-19.62%

-6.21%

-13.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

3.55%

+1.92%

Volatility

LYBK.DE vs. C099.DE - Volatility Comparison

Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 5.84% compared to Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE) at 5.09%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than C099.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYBK.DEC099.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

5.09%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

19.19%

19.66%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

21.77%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.45%

17.90%

+7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.55%

17.90%

+10.65%

LYBK.DE vs. C099.DE - Expense Ratio Comparison

LYBK.DE has a 0.30% expense ratio, which is lower than C099.DE's 0.35% expense ratio.


Dividends

LYBK.DE vs. C099.DE - Dividend Comparison

Neither LYBK.DE nor C099.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYBK.DE and C099.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYBK.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYBK.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for C099.DE.

LYBK.DE is categorized as Financials Equities, while C099.DE is Commodities. LYBK.DE tracks EURO STOXX® Banks, while C099.DE tracks Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). Their fees differ too: 0.30% for LYBK.DE and 0.35% for C099.DE.

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