LYBK.DE vs. CSPX.L
LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) and CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks, while CSPX.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, LYBK.DE returned 29.06%/yr vs 14.78%/yr for CSPX.L. At a 0.41 correlation, their price movements are largely independent. LYBK.DE charges 0.30%/yr vs 0.07%/yr for CSPX.L.
Performance
LYBK.DE vs. CSPX.L - Performance Comparison
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Different Trading Currencies
LYBK.DE is traded in EUR, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LYBK.DE achieves a 5.35% return, which is significantly lower than CSPX.L's 11.59% 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*
- —
CSPX.L
- 1D
- -0.12%
- 1M
- 4.43%
- YTD
- 11.59%
- 6M
- 11.08%
- 1Y
- 25.70%
- 3Y*
- 18.92%
- 5Y*
- 14.78%
- 10Y*
- 14.97%
LYBK.DE vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 11.59% | 3.52% | 33.52% | 22.94% | -13.69% | 39.03% | 7.93% | 33.50% | -2.48% |
Correlation
The correlation between LYBK.DE and CSPX.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.41 |
The correlation between LYBK.DE and CSPX.L shifts across timeframes, from 0.33 (3 years) to 0.49 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYBK.DE vs. CSPX.L — Risk / Return Rank
LYBK.DE
CSPX.L
LYBK.DE vs. CSPX.L - 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 iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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.DE | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.56 | -1.15 |
| Martin ratioReturn relative to average drawdown | 7.56 | 12.34 | -4.78 |
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
| LYBK.DE | CSPX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 2.02 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.92 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.92 | -0.46 |
Drawdowns
LYBK.DE vs. CSPX.L - Drawdown Comparison
The maximum LYBK.DE drawdown since its inception was -62.22%, which is greater than CSPX.L's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and CSPX.L.
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Drawdown Indicators
| LYBK.DE | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -33.40% | -28.82% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -7.09% | -10.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -22.56% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -22.56% | -11.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.40% | — |
Current DrawdownCurrent decline from peak | -1.83% | -0.38% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -4.12% | -15.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 2.06% | +3.41% |
Volatility
LYBK.DE vs. CSPX.L - Volatility Comparison
Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 5.84% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.06%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYBK.DE | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 3.06% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 8.74% | +10.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.95% | 12.53% | +11.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.45% | 15.93% | +9.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.55% | 16.61% | +11.94% |
LYBK.DE vs. CSPX.L - Expense Ratio Comparison
LYBK.DE has a 0.30% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.
Dividends
LYBK.DE vs. CSPX.L - Dividend Comparison
Neither LYBK.DE nor CSPX.L has paid dividends to shareholders.
Frequently Asked Questions
LYBK.DE and CSPX.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.30% for LYBK.DE.
LYBK.DE is categorized as Financials Equities, while CSPX.L is S&P 500. LYBK.DE tracks EURO STOXX® Banks, while CSPX.L tracks S&P 500 Index. They also come from different issuers: Amundi and BlackRock. Their fees differ too: 0.30% for LYBK.DE and 0.07% for CSPX.L.
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