LYBK.DE vs. LGQI.DE
LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) and LGQI.DE (Amundi Global Equity Quality Income UCITS ETF Dist) are both exchange-traded funds - LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks, while LGQI.DE is a Global Equity Income fund tracking the SG Global Quality Income Index. Both are passively managed. Over the past 5 years, LYBK.DE returned 29.06%/yr vs 9.44%/yr for LGQI.DE. At a 0.39 correlation, their price movements are largely independent. LYBK.DE charges 0.30%/yr vs 0.45%/yr for LGQI.DE.
Performance
LYBK.DE vs. LGQI.DE - Performance Comparison
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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 LGQI.DE's 8.56% 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*
- —
LGQI.DE
- 1D
- -0.58%
- 1M
- -0.34%
- YTD
- 8.56%
- 6M
- 8.57%
- 1Y
- 13.21%
- 3Y*
- 11.95%
- 5Y*
- 9.44%
- 10Y*
- 6.67%
LYBK.DE vs. LGQI.DE - 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% |
LGQI.DE Amundi Global Equity Quality Income UCITS ETF Dist | 8.56% | 9.73% | 15.24% | 5.20% | 1.74% | 20.03% | -11.62% | 20.29% | -5.53% |
Correlation
The correlation between LYBK.DE and LGQI.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.39 |
Over the past year, the correlation between LYBK.DE and LGQI.DE has dropped to 0.17 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
LYBK.DE vs. LGQI.DE — Risk / Return Rank
LYBK.DE
LGQI.DE
LYBK.DE vs. LGQI.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 Global Equity Quality Income UCITS ETF Dist (LGQI.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.DE | LGQI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.51 | -0.10 |
| Martin ratioReturn relative to average drawdown | 7.56 | 6.79 | +0.77 |
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 | LGQI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.37 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.90 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.60 | -0.14 |
Drawdowns
LYBK.DE vs. LGQI.DE - Drawdown Comparison
The maximum LYBK.DE drawdown since its inception was -62.22%, which is greater than LGQI.DE's maximum drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and LGQI.DE.
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Drawdown Indicators
| LYBK.DE | LGQI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -33.28% | -28.94% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -5.17% | -11.95% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -11.51% | -8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -13.08% | -21.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.28% | — |
Current DrawdownCurrent decline from peak | -1.83% | -3.38% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -4.66% | -14.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 2.04% | +3.43% |
Volatility
LYBK.DE vs. LGQI.DE - Volatility Comparison
Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 5.84% compared to Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) at 2.96%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than LGQI.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.DE | LGQI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 2.96% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 7.29% | +11.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.95% | 9.49% | +14.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.45% | 10.83% | +14.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.55% | 12.75% | +15.80% |
LYBK.DE vs. LGQI.DE - Expense Ratio Comparison
LYBK.DE has a 0.30% expense ratio, which is lower than LGQI.DE's 0.45% expense ratio.
Dividends
LYBK.DE vs. LGQI.DE - Dividend Comparison
LYBK.DE has not paid dividends to shareholders, while LGQI.DE's dividend yield for the trailing twelve months is around 3.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGQI.DE Amundi Global Equity Quality Income UCITS ETF Dist | 3.13% | 3.40% | 4.18% | 4.56% | 5.04% | 3.60% | 4.16% | 4.52% | 4.72% | 4.16% | 4.06% | 4.37% |
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% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LYBK.DE and LGQI.DE have a correlation of 0.17, 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 0.45% for LGQI.DE.
LYBK.DE is categorized as Financials Equities, while LGQI.DE is Global Equity Income. LYBK.DE tracks EURO STOXX® Banks, while LGQI.DE tracks SG Global Quality Income Index. Their fees differ too: 0.30% for LYBK.DE and 0.45% for LGQI.DE.
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