LYBK.DE vs. VJPA.DE
LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) and VJPA.DE (Vanguard FTSE Japan UCITS ETF Accumulating) are both exchange-traded funds - LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks, while VJPA.DE is a Japan Equities fund tracking the FTSE Japan. Both are passively managed. Over the past 5 years, LYBK.DE returned 30.03%/yr vs 9.76%/yr for VJPA.DE. At a 0.43 correlation, their price movements are largely independent. LYBK.DE charges 0.30%/yr vs 0.15%/yr for VJPA.DE.
Performance
LYBK.DE vs. VJPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYBK.DE achieves a 8.18% return, which is significantly lower than VJPA.DE's 15.84% 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%
VJPA.DE
- 1D
- 2.35%
- 1M
- 1.03%
- YTD
- 15.84%
- 6M
- 16.53%
- 1Y
- 31.52%
- 3Y*
- 14.11%
- 5Y*
- 9.76%
- 10Y*
- —
LYBK.DE vs. VJPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 8.18% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 12.22% |
VJPA.DE Vanguard FTSE Japan UCITS ETF Accumulating | 15.84% | 13.28% | 13.06% | 15.84% | -11.43% | 9.42% | 4.85% | -6.04% |
Correlation
The correlation between LYBK.DE and VJPA.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.43 |
The correlation between LYBK.DE and VJPA.DE shifts across timeframes, from 0.39 (5 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYBK.DE vs. VJPA.DE — Risk / Return Rank
LYBK.DE
VJPA.DE
LYBK.DE vs. VJPA.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 Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.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.DE | VJPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 3.15 | -0.57 |
| Martin ratioReturn relative to average drawdown | 8.11 | 10.55 | -2.44 |
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Drawdowns
LYBK.DE vs. VJPA.DE - Drawdown Comparison
The maximum LYBK.DE drawdown since its inception was -63.98%, which is greater than VJPA.DE's maximum drawdown of -30.84%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and VJPA.DE.
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Drawdown Indicators
| LYBK.DE | VJPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.98% | -30.84% | -33.14% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -9.84% | -7.28% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -16.01% | -3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -18.90% | -15.42% |
Max Drawdown (10Y)Largest decline over 10 years | -62.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.87% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -6.55% | -13.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 2.95% | +2.52% |
Volatility
LYBK.DE vs. VJPA.DE - Volatility Comparison
Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 6.94% compared to Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) at 4.21%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than VJPA.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 | VJPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 4.21% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.63% | 14.88% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.23% | 18.39% | +5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.51% | 16.24% | +9.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.40% | 17.89% | +10.51% |
LYBK.DE vs. VJPA.DE - Expense Ratio Comparison
LYBK.DE has a 0.30% expense ratio, which is higher than VJPA.DE's 0.15% expense ratio.
Dividends
LYBK.DE vs. VJPA.DE - Dividend Comparison
Neither LYBK.DE nor VJPA.DE has paid dividends to shareholders.
Frequently Asked Questions
LYBK.DE and VJPA.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VJPA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VJPA.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LYBK.DE.
LYBK.DE is categorized as Financials Equities, while VJPA.DE is Japan Equities. LYBK.DE tracks EURO STOXX® Banks, while VJPA.DE tracks FTSE Japan. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for LYBK.DE and 0.15% for VJPA.DE.
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