LYBK.DE vs. XDWF.DE
LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) and XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds - LYBK.DE tracks the EURO STOXX® Banks while XDWF.DE tracks the MSCI World Financials. Both are passively managed. Over the past 5 years, LYBK.DE returned 29.06%/yr vs 12.85%/yr for XDWF.DE. A 0.71 correlation means they provide meaningful diversification when combined. LYBK.DE charges 0.30%/yr vs 0.25%/yr for XDWF.DE.
Performance
LYBK.DE vs. XDWF.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 higher than XDWF.DE's 1.15% 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*
- —
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
LYBK.DE vs. XDWF.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% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -16.19% |
Correlation
The correlation between LYBK.DE and XDWF.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.71 |
The correlation between LYBK.DE and XDWF.DE shifts across timeframes, from 0.60 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYBK.DE vs. XDWF.DE — Risk / Return Rank
LYBK.DE
XDWF.DE
LYBK.DE vs. XDWF.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 Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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 | XDWF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.16 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.29 | +1.12 |
| Martin ratioReturn relative to average drawdown | 7.56 | 3.98 | +3.58 |
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 | XDWF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 0.93 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.78 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.63 | -0.17 |
Drawdowns
LYBK.DE vs. XDWF.DE - Drawdown Comparison
The maximum LYBK.DE drawdown since its inception was -62.22%, which is greater than XDWF.DE's maximum drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and XDWF.DE.
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Drawdown Indicators
| LYBK.DE | XDWF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -42.06% | -20.16% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -9.65% | -7.47% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -19.74% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -19.74% | -14.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.06% | — |
Current DrawdownCurrent decline from peak | -1.83% | -0.84% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -6.06% | -13.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 3.14% | +2.33% |
Volatility
LYBK.DE vs. XDWF.DE - Volatility Comparison
Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 5.84% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) at 3.37%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than XDWF.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 | XDWF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 3.37% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 10.03% | +9.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.95% | 13.39% | +10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.45% | 16.25% | +9.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.55% | 18.61% | +9.94% |
LYBK.DE vs. XDWF.DE - Expense Ratio Comparison
LYBK.DE has a 0.30% expense ratio, which is higher than XDWF.DE's 0.25% expense ratio.
Dividends
LYBK.DE vs. XDWF.DE - Dividend Comparison
Neither LYBK.DE nor XDWF.DE has paid dividends to shareholders.
Frequently Asked Questions
LYBK.DE and XDWF.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWF.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LYBK.DE.
LYBK.DE tracks EURO STOXX® Banks, while XDWF.DE tracks MSCI World Financials. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LYBK.DE and 0.25% for XDWF.DE.
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