MWSH.DE vs. LYBK.DE
MWSH.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc)) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - MWSH.DE is a Global Equities fund tracking the MSCI World SRI Filtered PAB Index (EUR Hedged), while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, MWSH.DE returned 8.73%/yr vs 33.46%/yr for LYBK.DE. At a 0.48 correlation, their price movements are largely independent. MWSH.DE charges 0.20%/yr vs 0.30%/yr for LYBK.DE.
Performance
MWSH.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MWSH.DE achieves a 14.77% return, which is significantly lower than LYBK.DE's 17.49% return.
MWSH.DE
- 1D
- 1.04%
- 1M
- 3.30%
- 6M
- 14.95%
- YTD
- 14.77%
- 1Y
- 21.64%
- 3Y*
- 13.76%
- 5Y*
- 8.73%
- 10Y*
- —
LYBK.DE
- 1D
- 0.53%
- 1M
- 12.55%
- 6M
- 15.65%
- YTD
- 17.49%
- 1Y
- 54.60%
- 3Y*
- 48.56%
- 5Y*
- 33.46%
- 10Y*
- 19.13%
MWSH.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MWSH.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) | 14.77% | 10.75% | 10.70% | 22.47% | -22.12% | 28.86% | 2.47% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 17.49% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -3.13% |
Correlation
The correlation between MWSH.DE and LYBK.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 | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.48 |
The correlation between MWSH.DE and LYBK.DE has been stable across timeframes, ranging from 0.47 to 0.51 - a consistent structural relationship.
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Return for Risk
MWSH.DE vs. LYBK.DE — Risk / Return Rank
MWSH.DE
LYBK.DE
MWSH.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) (MWSH.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.
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.
| MWSH.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.17 | -0.86 |
| Martin ratioReturn relative to average drawdown | 8.99 | 9.98 | -0.99 |
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Drawdowns
MWSH.DE vs. LYBK.DE - Drawdown Comparison
The maximum MWSH.DE drawdown since its inception was -26.96%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for MWSH.DE and LYBK.DE.
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Drawdown Indicators
| MWSH.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.96% | -63.98% | +37.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -17.12% | +7.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.08% | -19.90% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -26.96% | -34.32% | +7.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.22% | — |
Current DrawdownCurrent decline from peak | -0.75% | 0.00% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -20.14% | +13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 5.45% | -3.05% |
Volatility
MWSH.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) (MWSH.DE) is 4.84%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 6.33%. This indicates that MWSH.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
| MWSH.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 6.33% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 19.85% | -8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 23.95% | -9.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 25.48% | -8.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 27.66% | -11.33% |
MWSH.DE vs. LYBK.DE - Expense Ratio Comparison
MWSH.DE has a 0.20% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
MWSH.DE vs. LYBK.DE - Dividend Comparison
Neither MWSH.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
MWSH.DE and LYBK.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, MWSH.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWSH.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LYBK.DE.
MWSH.DE is categorized as Global Equities, while LYBK.DE is Financials Equities. MWSH.DE tracks MSCI World SRI Filtered PAB Index (EUR Hedged), while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.20% for MWSH.DE and 0.30% for LYBK.DE.
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