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

Performance

LYBK.DE vs. INDA.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 Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.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 INDA.DE's 7.47% 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*

INDA.DE

1D
0.46%
1M
2.43%
YTD
7.47%
6M
15.40%
1Y
39.76%
3Y*
40.68%
5Y*
26.58%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%
INDA.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Dist
7.47%76.64%32.75%22.04%1.47%37.53%-23.78%15.32%-29.16%

Correlation

The correlation between LYBK.DE and INDA.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.92

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2018

0.84

The correlation between LYBK.DE and INDA.DE shifts across timeframes, from 0.84 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LYBK.DE vs. INDA.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

INDA.DE
INDA.DE Risk / Return Rank: 5353
Overall Rank
INDA.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
INDA.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
INDA.DE Omega Ratio Rank: 5050
Omega Ratio Rank
INDA.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
INDA.DE Martin Ratio Rank: 5353
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. INDA.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 Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.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.DEINDA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.41

2.65

-0.24

Martin ratioReturn relative to average drawdown

7.56

8.93

-1.37

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

The current LYBK.DE Sharpe Ratio is 1.72, which is comparable to the INDA.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of LYBK.DE and INDA.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.DEINDA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.86

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

1.18

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.19

+0.27

Drawdowns

LYBK.DE vs. INDA.DE - Drawdown Comparison

The maximum LYBK.DE drawdown since its inception was -62.22%, smaller than the maximum INDA.DE drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and INDA.DE.


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Drawdown Indicators


LYBK.DEINDA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.22%

-70.13%

+7.91%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-15.59%

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-20.38%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-27.77%

-6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-55.08%

Current Drawdown

Current decline from peak

-1.83%

-1.73%

-0.10%

Average Drawdown

Average peak-to-trough decline

-19.62%

-26.50%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

4.64%

+0.83%

Volatility

LYBK.DE vs. INDA.DE - Volatility Comparison

Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) and Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) have volatilities of 5.84% and 5.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYBK.DEINDA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

5.98%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

19.19%

17.92%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

22.30%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.45%

24.05%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.55%

26.34%

+2.21%

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

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


Dividends

LYBK.DE vs. INDA.DE - Dividend Comparison

LYBK.DE has not paid dividends to shareholders, while INDA.DE's dividend yield for the trailing twelve months is around 5.05%.


PositionTTM20252024202320222021202020192018
INDA.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Dist
5.05%5.42%5.93%1.58%5.04%3.76%1.42%4.45%4.56%
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%

Frequently Asked Questions


With a correlation of 0.96, LYBK.DE and INDA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LYBK.DE and INDA.DE have the same expense ratio: 0.30% per year.

LYBK.DE tracks EURO STOXX® Banks, while INDA.DE tracks STOXX® Europe 600 Banks.

Portfolio Optimizer

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