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S7XE.DE vs. LYBK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S7XE.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S7XE.DE achieves a 4.99% return, which is significantly lower than LYBK.DE's 5.35% return.


S7XE.DE

1D
1.09%
1M
2.40%
YTD
4.99%
6M
12.49%
1Y
36.30%
3Y*
44.23%
5Y*
28.00%
10Y*
14.41%

LYBK.DE

1D
0.92%
1M
2.70%
YTD
5.35%
6M
12.73%
1Y
39.28%
3Y*
45.91%
5Y*
29.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

S7XE.DE vs. LYBK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
4.99%86.82%30.66%28.83%0.46%39.15%-23.11%18.12%-36.71%
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%-35.74%

Correlation

The correlation between S7XE.DE and LYBK.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2018

1.00

The correlation between S7XE.DE and LYBK.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

S7XE.DE vs. LYBK.DE — Risk / Return Rank

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

S7XE.DE
S7XE.DE Risk / Return Rank: 4444
Overall Rank
S7XE.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 4242
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 4343
Martin Ratio Rank

LYBK.DE
LYBK.DE Risk / Return Rank: 4949
Overall Rank
LYBK.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 4646
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 4747
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.

S7XE.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.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.


S7XE.DELYBK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

2.20

2.41

-0.21

Martin ratioReturn relative to average drawdown

6.92

7.56

-0.64

S7XE.DE vs. LYBK.DE - Sharpe Ratio Comparison

The current S7XE.DE Sharpe Ratio is 1.59, which is comparable to the LYBK.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of S7XE.DE and LYBK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


S7XE.DELYBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.72

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

1.13

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.46

-0.23

Drawdowns

S7XE.DE vs. LYBK.DE - Drawdown Comparison

The maximum S7XE.DE drawdown since its inception was -65.33%, roughly equal to the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for S7XE.DE and LYBK.DE.


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Drawdown Indicators


S7XE.DELYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.33%

-62.22%

-3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-17.42%

-17.12%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.82%

-19.90%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-35.42%

-34.32%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-63.10%

Current Drawdown

Current decline from peak

-2.02%

-1.83%

-0.19%

Average Drawdown

Average peak-to-trough decline

-23.01%

-19.62%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

5.47%

+0.07%

Volatility

S7XE.DE vs. LYBK.DE - Volatility Comparison

Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) have volatilities of 6.10% and 5.84%, 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.


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Volatility by Period


S7XE.DELYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

5.84%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

19.27%

19.19%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

24.08%

23.95%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.60%

25.45%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.66%

28.55%

+0.11%

S7XE.DE vs. LYBK.DE - Expense Ratio Comparison

Both S7XE.DE and LYBK.DE have an expense ratio of 0.30%.


Dividends

S7XE.DE vs. LYBK.DE - Dividend Comparison

Neither S7XE.DE nor LYBK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, S7XE.DE and LYBK.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

S7XE.DE and LYBK.DE have the same expense ratio: 0.30% per year.

S7XE.DE tracks EURO STOXX® Optimised Banks, while LYBK.DE tracks EURO STOXX® Banks. They also come from different issuers: Invesco and Amundi.

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