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LYBK.DE vs. S7XE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYBK.DE vs. S7XE.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 Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LYBK.DE having a 16.67% return and S7XE.DE slightly lower at 16.23%. Both investments have delivered pretty close results over the past 10 years, with LYBK.DE having a 17.70% annualized return and S7XE.DE not far behind at 16.90%.


LYBK.DE

1D
-0.20%
1M
5.67%
6M
13.24%
YTD
16.67%
1Y
54.24%
3Y*
47.46%
5Y*
34.58%
10Y*
17.70%

S7XE.DE

1D
-0.17%
1M
5.77%
6M
13.26%
YTD
16.23%
1Y
51.02%
3Y*
45.76%
5Y*
33.47%
10Y*
16.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYBK.DE vs. S7XE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
16.67%91.46%30.53%30.34%0.78%39.97%-22.43%17.74%-30.86%14.21%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
16.23%86.82%30.66%28.83%0.46%39.15%-23.11%18.12%-32.15%14.80%

Correlation

The correlation between LYBK.DE and S7XE.DE is 0.99 - 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

0.99

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

0.99

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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2013

0.99

The correlation between LYBK.DE and S7XE.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

LYBK.DE vs. S7XE.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: 7979
Overall Rank
LYBK.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 8080
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 6969
Martin Ratio Rank

S7XE.DE
S7XE.DE Risk / Return Rank: 7575
Overall Rank
S7XE.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 6464
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. S7XE.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 Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LYBK.DES7XE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

3.15

2.92

+0.24

Martin ratioReturn relative to average drawdown

9.97

9.26

+0.71

LYBK.DE vs. S7XE.DE - Sharpe Ratio Comparison

The current LYBK.DE Sharpe Ratio is 2.26, which is comparable to the S7XE.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of LYBK.DE and S7XE.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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Drawdowns

LYBK.DE vs. S7XE.DE - Drawdown Comparison

The maximum LYBK.DE drawdown since its inception was -63.98%, roughly equal to the maximum S7XE.DE drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and S7XE.DE.


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Drawdown Indicators


LYBK.DES7XE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.98%

-65.32%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-17.42%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-19.82%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-35.41%

+1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-62.22%

-63.09%

+0.87%

Current Drawdown

Current decline from peak

-1.42%

-1.03%

-0.39%

Average Drawdown

Average peak-to-trough decline

-20.09%

-22.84%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

5.49%

-0.06%

Volatility

LYBK.DE vs. S7XE.DE - Volatility Comparison

Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 5.74% compared to Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) at 5.44%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than S7XE.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.DES7XE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

5.44%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

20.09%

20.02%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.90%

23.86%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.42%

25.56%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.55%

27.71%

-0.16%

LYBK.DE vs. S7XE.DE - Expense Ratio Comparison

Both LYBK.DE and S7XE.DE have an expense ratio of 0.30%.


Dividends

LYBK.DE vs. S7XE.DE - Dividend Comparison

Neither LYBK.DE nor S7XE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, LYBK.DE and S7XE.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 S7XE.DE have the same expense ratio: 0.30% per year.

LYBK.DE tracks EURO STOXX® Banks, while S7XE.DE tracks EURO STOXX® Optimised Banks. They also come from different issuers: Amundi and Invesco.

Portfolio Optimizer

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