MIVB.DE vs. LYBK.DE
MIVB.DE (Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C)) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - MIVB.DE is a Europe Equities fund tracking the MSCI Europe SRI Filtered PAB, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, MIVB.DE returned 5.52%/yr vs 29.06%/yr for LYBK.DE. A 0.58 correlation means they provide meaningful diversification when combined. MIVB.DE charges 0.18%/yr vs 0.30%/yr for LYBK.DE.
Performance
MIVB.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MIVB.DE achieves a 5.69% return, which is significantly higher than LYBK.DE's 5.35% return.
MIVB.DE
- 1D
- 0.51%
- 1M
- 1.45%
- YTD
- 5.69%
- 6M
- 7.38%
- 1Y
- 3.60%
- 3Y*
- 7.29%
- 5Y*
- 5.52%
- 10Y*
- —
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
MIVB.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MIVB.DE Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) | 5.69% | 3.11% | 7.55% | 16.88% | -15.60% | 26.63% | 2.50% | 31.33% | -6.34% |
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% | -13.37% |
Correlation
The correlation between MIVB.DE and LYBK.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.58 |
The correlation between MIVB.DE and LYBK.DE has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.
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Return for Risk
MIVB.DE vs. LYBK.DE — Risk / Return Rank
MIVB.DE
LYBK.DE
MIVB.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (MIVB.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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.
| MIVB.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.29 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 2.41 | -2.07 |
| Martin ratioReturn relative to average drawdown | 0.82 | 7.56 | -6.74 |
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
| MIVB.DE | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 1.72 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 1.13 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.46 | +0.05 |
Drawdowns
MIVB.DE vs. LYBK.DE - Drawdown Comparison
The maximum MIVB.DE drawdown since its inception was -34.14%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for MIVB.DE and LYBK.DE.
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Drawdown Indicators
| MIVB.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -62.22% | +28.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -17.12% | +6.92% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -19.90% | +4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -34.32% | +10.38% |
Current DrawdownCurrent decline from peak | -1.15% | -1.83% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -19.62% | +13.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 5.47% | -1.27% |
Volatility
MIVB.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (MIVB.DE) is 4.08%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that MIVB.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIVB.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 5.84% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 19.19% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 23.95% | -10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 25.45% | -10.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 28.55% | -12.13% |
MIVB.DE vs. LYBK.DE - Expense Ratio Comparison
MIVB.DE has a 0.18% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
MIVB.DE vs. LYBK.DE - Dividend Comparison
Neither MIVB.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVB.DE and LYBK.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MIVB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIVB.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LYBK.DE.
MIVB.DE is categorized as Europe Equities, while LYBK.DE is Financials Equities. MIVB.DE tracks MSCI Europe SRI Filtered PAB, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.18% for MIVB.DE and 0.30% for LYBK.DE.
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