LYBK.DE vs. GC=F

Last updated Jun 9, 2026

LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) is Financials Equities fund tracking the EURO STOXX® Banks, while GC=F (Gold Futures) is an asset. At a correlation of -0.15, they often move in opposite directions.

Performance

LYBK.DE vs. GC=F - 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 Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LYBK.DE is traded in EUR, while GC=F is traded in USD. To make them comparable, the GC=F values have been converted to EUR using the latest available exchange rates.

Returns By Period

LYBK.DE

• 1D: 1.90%
• 1M: 4.48%
• YTD: 6.06%
• 6M: 12.72%
• 1Y: 39.31%
• 3Y*: 45.69%
• 5Y*: 29.46%
• 10Y*: 15.90%

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYBK.DE vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc	6.06%	91.46%	30.53%	30.34%	-4.68%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	13.25%

Correlation

The correlation between LYBK.DE and GC=F is -0.15, 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 (All Time) Calculated using the full available price history since Jan 31, 2022	-0.15

Return for Risk

LYBK.DE vs. GC=F — 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: 51
LYBK.DE Sharpe Ratio Rank: 53
LYBK.DE Sortino Ratio Rank: 53
LYBK.DE Omega Ratio Rank: 48
LYBK.DE Calmar Ratio Rank: 51
LYBK.DE Martin Ratio Rank: 47

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. GC=F - 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 Gold Futures (GC=F). 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	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	1.62	—	—
Sortino ratio: Return per unit of downside risk	2.31	—	—
Omega ratio: Gain probability vs. loss probability	1.27	—	—
Calmar ratio: Return relative to maximum drawdown	2.28	—	—
Martin ratio: Return relative to average drawdown	7.16	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LYBK.DE	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.14	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	—	—

Drawdowns

Drawdown Indicators

	LYBK.DE	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-63.98%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.32%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-62.22%	—	—
Current Drawdown Current decline from peak	-1.17%	—	—
Average Drawdown Average peak-to-trough decline	-20.24%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.45%	—	—

Volatility

Volatility by Period

	LYBK.DE	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.28%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.99%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.46%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.41%	—	—

Frequently Asked Questions

Can I hold both LYBK.DE and GC=F in my portfolio?

LYBK.DE and GC=F have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.