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LYSX.DE vs. FBT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYSX.DE vs. FBT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L). The values are adjusted to include any dividend payments, if applicable.

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LYSX.DE vs. FBT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LYSX.DE
Amundi EURO STOXX 50 II UCITS ETF Acc
-1.42%22.03%11.00%22.54%-8.86%23.39%14.92%
FBT.L
First Trust NYSE Arca Biotechnology UCITS ETF Acc
-1.89%11.35%12.25%0.68%-1.22%3.77%-2.13%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, LYSX.DE achieves a -1.42% return, which is significantly higher than FBT.L's -1.89% return.


LYSX.DE

1D
-0.61%
1M
-1.21%
YTD
-1.42%
6M
1.56%
1Y
10.45%
3Y*
12.94%
5Y*
10.68%
10Y*
9.89%

FBT.L

1D
-0.11%
1M
1.44%
YTD
-1.89%
6M
10.01%
1Y
14.28%
3Y*
7.21%
5Y*
4.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LYSX.DE vs. FBT.L - Expense Ratio Comparison

LYSX.DE has a 0.20% expense ratio, which is lower than FBT.L's 0.60% expense ratio.


Return for Risk

LYSX.DE vs. FBT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYSX.DE
LYSX.DE Risk / Return Rank: 3434
Overall Rank
LYSX.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
LYSX.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
LYSX.DE Omega Ratio Rank: 2727
Omega Ratio Rank
LYSX.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
LYSX.DE Martin Ratio Rank: 4242
Martin Ratio Rank

FBT.L
FBT.L Risk / Return Rank: 4141
Overall Rank
FBT.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FBT.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
FBT.L Omega Ratio Rank: 4040
Omega Ratio Rank
FBT.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
FBT.L Martin Ratio Rank: 2828
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.

LYSX.DE vs. FBT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.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.


LYSX.DEFBT.LDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.64

-0.04

Sortino ratio

Return per unit of downside risk

0.91

1.06

-0.15

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

1.34

0.74

+0.60

Martin ratio

Return relative to average drawdown

4.92

1.72

+3.20

LYSX.DE vs. FBT.L - Sharpe Ratio Comparison

The current LYSX.DE Sharpe Ratio is 0.60, which is comparable to the FBT.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of LYSX.DE and FBT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LYSX.DEFBT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.64

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.29

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.23

+0.08

Correlation

The correlation between LYSX.DE and FBT.L is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LYSX.DE vs. FBT.L - Dividend Comparison

Neither LYSX.DE nor FBT.L has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LYSX.DE
Amundi EURO STOXX 50 II UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%2.19%3.26%3.89%3.19%3.71%3.85%
FBT.L
First Trust NYSE Arca Biotechnology 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%

Drawdowns

LYSX.DE vs. FBT.L - Drawdown Comparison

The maximum LYSX.DE drawdown since its inception was -57.63%, which is greater than FBT.L's maximum drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for LYSX.DE and FBT.L.


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Drawdown Indicators


LYSX.DEFBT.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.63%

-30.39%

-27.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-13.81%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-23.70%

+0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

Current Drawdown

Current decline from peak

-7.60%

-8.01%

+0.41%

Average Drawdown

Average peak-to-trough decline

-13.23%

-13.72%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

6.03%

-3.06%

Volatility

LYSX.DE vs. FBT.L - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) is 6.28%, while First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) has a volatility of 6.87%. This indicates that LYSX.DE experiences smaller price fluctuations and is considered to be less risky than FBT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYSX.DEFBT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

6.87%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.92%

14.62%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

22.83%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

23.07%

-5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

24.39%

-6.22%