PUST.PA vs. BNKE.L

Last updated Jun 26, 2026

PUST.PA (Amundi PEA Nasdaq-100 UCITS ETF Acc) and BNKE.L (Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc) are both exchange-traded funds - PUST.PA is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while BNKE.L is a Financials Equities fund tracking the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, PUST.PA returned 16.76%/yr vs 32.04%/yr for BNKE.L. At a 0.29 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.

Performance

PUST.PA vs. BNKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, PUST.PA achieves a 19.22% return, which is significantly higher than BNKE.L's 14.43% return.

PUST.PA

• 1D: -0.73%
• 1M: 0.08%
• YTD: 19.22%
• 6M: 18.71%
• 1Y: 34.89%
• 3Y*: 23.96%
• 5Y*: 16.76%
• 10Y*: 21.56%

BNKE.L

• 1D: 0.40%
• 1M: 8.04%
• YTD: 14.43%
• 6M: 14.84%
• 1Y: 54.30%
• 3Y*: 49.61%
• 5Y*: 32.04%
• 10Y*: —

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

PUST.PA vs. BNKE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PUST.PA Amundi PEA Nasdaq-100 UCITS ETF Acc	19.22%	5.71%	35.33%	50.06%	-29.76%	38.74%	36.04%	10.59%
BNKE.L Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc	14.43%	89.51%	31.23%	30.46%	1.25%	39.69%	-22.57%	8.54%

Correlation

The correlation between PUST.PA and BNKE.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019	0.29

The correlation between PUST.PA and BNKE.L shifts across timeframes, from 0.26 (3 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PUST.PA vs. BNKE.L — Risk / Return Rank

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

PUST.PA

PUST.PA Risk / Return Rank: 71
PUST.PA Sharpe Ratio Rank: 76
PUST.PA Sortino Ratio Rank: 72
PUST.PA Omega Ratio Rank: 71
PUST.PA Calmar Ratio Rank: 76
PUST.PA Martin Ratio Rank: 63

BNKE.L

BNKE.L Risk / Return Rank: 77
BNKE.L Sharpe Ratio Rank: 85
BNKE.L Sortino Ratio Rank: 82
BNKE.L Omega Ratio Rank: 76
BNKE.L Calmar Ratio Rank: 75
BNKE.L Martin Ratio Rank: 68

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.

PUST.PA vs. BNKE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.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.

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.

	PUST.PA	BNKE.L	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.31	-0.21
Sortino ratio: Return per unit of downside risk	2.81	3.13	-0.31
Omega ratio: Gain probability vs. loss probability	1.37	1.38	-0.01
Calmar ratio: Return relative to maximum drawdown	3.41	3.16	+0.25
Martin ratio: Return relative to average drawdown	9.85	9.99	-0.14

PUST.PA vs. BNKE.L - Sharpe Ratio Comparison

The current PUST.PA Sharpe Ratio is 2.10, which is comparable to the BNKE.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of PUST.PA and BNKE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PUST.PA vs. BNKE.L - Drawdown Comparison

The maximum PUST.PA drawdown since its inception was -31.40%, smaller than the maximum BNKE.L drawdown of -51.39%. Use the drawdown chart below to compare losses from any high point for PUST.PA and BNKE.L.

Drawdown Indicators

	PUST.PA	BNKE.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.40%	-51.39%	+19.99%
Max Drawdown (1Y) Largest decline over 1 year	-10.09%	-17.08%	+6.99%
Max Drawdown (3Y) Largest decline over 3 years	-26.80%	-20.26%	-6.54%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-34.14%	+2.74%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	—	—
Current Drawdown Current decline from peak	-2.65%	-2.09%	-0.56%
Average Drawdown Average peak-to-trough decline	-5.84%	-11.02%	+5.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	5.42%	-1.91%

Volatility

PUST.PA vs. BNKE.L - Volatility Comparison

Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and Lyxor EURO STOXX Banks (DR) UCITS ETF - Acc (BNKE.L) have volatilities of 6.06% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PUST.PA	BNKE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.06%	6.33%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	11.93%	19.14%	-7.21%
Volatility (1Y) Calculated over the trailing 1-year period	16.43%	23.44%	-7.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.93%	25.39%	-5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.76%	29.95%	-10.19%

PUST.PA vs. BNKE.L - Expense Ratio Comparison

Both PUST.PA and BNKE.L have an expense ratio of 0.30%.

Dividends

PUST.PA vs. BNKE.L - Dividend Comparison

Neither PUST.PA nor BNKE.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PUST.PA and BNKE.L in my portfolio?

PUST.PA and BNKE.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PUST.PA or BNKE.L?

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PUST.PA or BNKE.L?

PUST.PA and BNKE.L have the same expense ratio: 0.30% per year.

What is the main difference between PUST.PA and BNKE.L?

PUST.PA is categorized as Nasdaq-100, while BNKE.L is Financials Equities. PUST.PA tracks NASDAQ-100 Index, while BNKE.L tracks MSCI World/Financials NR USD.