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

Performance

LYBK.DE vs. VGK - 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 Vanguard FTSE Europe ETF (VGK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYBK.DE is traded in EUR, while VGK is traded in USD. To make them comparable, the VGK 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 8.18% return, which is significantly lower than VGK's 9.35% return. Over the past 10 years, LYBK.DE has outperformed VGK with an annualized return of 16.88%, while VGK has yielded a comparatively lower 9.92% annualized return.


LYBK.DE

1D
4.37%
1M
6.21%
YTD
8.18%
6M
13.13%
1Y
46.46%
3Y*
46.48%
5Y*
30.03%
10Y*
16.88%

VGK

1D
0.26%
1M
3.37%
YTD
9.35%
6M
11.54%
1Y
19.55%
3Y*
14.01%
5Y*
9.49%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYBK.DE vs. VGK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
8.18%91.46%30.53%30.34%0.78%39.97%-22.43%17.74%-30.86%14.21%
VGK
Vanguard FTSE Europe ETF
9.35%19.71%8.60%16.58%-10.77%25.63%-3.26%27.67%-10.89%11.38%

Correlation

The correlation between LYBK.DE and VGK is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.51

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

0.54

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

0.54

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

0.57

The correlation between LYBK.DE and VGK has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

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Return for Risk

LYBK.DE vs. VGK — 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: 5959
Overall Rank
LYBK.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 5656
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 5353
Martin Ratio Rank

VGK
VGK Risk / Return Rank: 3636
Overall Rank
VGK Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 3636
Sortino Ratio Rank
VGK Omega Ratio Rank: 3434
Omega Ratio Rank
VGK Calmar Ratio Rank: 3434
Calmar Ratio Rank
VGK Martin Ratio Rank: 3939
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. VGK - 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 Vanguard FTSE Europe ETF (VGK). 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.DEVGKDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

2.58

1.77

+0.82

Martin ratioReturn relative to average drawdown

8.11

7.25

+0.86

LYBK.DE vs. VGK - Sharpe Ratio Comparison

The current LYBK.DE Sharpe Ratio is 1.83, which is higher than the VGK Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of LYBK.DE and VGK, 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. VGK - Drawdown Comparison

The maximum LYBK.DE drawdown since its inception was -63.98%, which is greater than VGK's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and VGK.


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Drawdown Indicators


LYBK.DEVGKDifference

Max Drawdown

Largest peak-to-trough decline

-63.98%

-58.19%

-5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-10.30%

-6.82%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-15.24%

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-21.12%

-13.20%

Max Drawdown (10Y)

Largest decline over 10 years

-62.22%

-37.21%

-25.01%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-20.23%

-11.74%

-8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

2.53%

+2.94%

Volatility

LYBK.DE vs. VGK - Volatility Comparison

Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 6.94% compared to Vanguard FTSE Europe ETF (VGK) at 4.85%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYBK.DEVGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

4.85%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

19.63%

11.55%

+8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

24.23%

13.73%

+10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.51%

14.96%

+10.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.40%

17.22%

+11.18%

LYBK.DE vs. VGK - Expense Ratio Comparison

LYBK.DE has a 0.30% expense ratio, which is higher than VGK's 0.06% expense ratio.


Dividends

LYBK.DE vs. VGK - Dividend Comparison

LYBK.DE has not paid dividends to shareholders, while VGK's dividend yield for the trailing twelve months is around 2.76%.


PositionTTM20252024202320222021202020192018201720162015
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%
VGK
Vanguard FTSE Europe ETF
2.76%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%

Frequently Asked Questions


LYBK.DE and VGK have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGK is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGK is cheaper with a 0.06% expense ratio, compared with 0.30% for LYBK.DE.

LYBK.DE is categorized as Financials Equities, while VGK is Europe Equities. LYBK.DE tracks EURO STOXX® Banks, while VGK tracks FTSE Developed Europe All Cap Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for LYBK.DE and 0.06% for VGK.

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