LYBK.DE vs. XWFS.L

Last updated Jun 5, 2026

LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) and XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds - LYBK.DE tracks the EURO STOXX® Banks while XWFS.L tracks the MSCI World/Financials NR USD. Both are passively managed. LYBK.DE charges 0.30%/yr vs 0.25%/yr for XWFS.L.

Performance

LYBK.DE vs. XWFS.L - 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 Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LYBK.DE is traded in EUR, while XWFS.L is traded in GBP. To make them comparable, the XWFS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

LYBK.DE

• 1D: 0.92%
• 1M: 2.70%
• YTD: 5.35%
• 6M: 12.73%
• 1Y: 39.28%
• 3Y*: 45.91%
• 5Y*: 29.06%
• 10Y*: —

XWFS.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LYBK.DE vs. XWFS.L — 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: 49
LYBK.DE Sharpe Ratio Rank: 51
LYBK.DE Sortino Ratio Rank: 50
LYBK.DE Omega Ratio Rank: 46
LYBK.DE Calmar Ratio Rank: 50
LYBK.DE Martin Ratio Rank: 47

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. XWFS.L - 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 (XWFS.L). 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	XWFS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.72	—	—
Sortino ratio: Return per unit of downside risk	2.42	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.41	—	—
Martin ratio: Return relative to average drawdown	7.56	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LYBK.DE	XWFS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	—	—

Drawdowns

Drawdown Indicators

	LYBK.DE	XWFS.L	Difference
Max Drawdown Largest peak-to-trough decline	-62.22%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.32%	—	—
Current Drawdown Current decline from peak	-1.83%	—	—
Average Drawdown Average peak-to-trough decline	-19.62%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.47%	—	—

Volatility

Volatility by Period

	LYBK.DE	XWFS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.95%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.45%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.55%	—	—

LYBK.DE vs. XWFS.L - Expense Ratio Comparison

LYBK.DE has a 0.30% expense ratio, which is higher than XWFS.L's 0.25% expense ratio.

Dividends

LYBK.DE vs. XWFS.L - Dividend Comparison

Neither LYBK.DE nor XWFS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, LYBK.DE or XWFS.L?

On fees, XWFS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYBK.DE or XWFS.L?

XWFS.L is cheaper with a 0.25% expense ratio, compared with 0.30% for LYBK.DE.

What is the main difference between LYBK.DE and XWFS.L?

LYBK.DE tracks EURO STOXX® Banks, while XWFS.L tracks MSCI World/Financials NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LYBK.DE and 0.25% for XWFS.L.