SPYZ.DE vs. LYBK.DE
SPYZ.DE (SPDR MSCI Europe Financials UCITS ETF) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both Financials Equities funds - SPYZ.DE tracks the MSCI Europe Financials 20/35 Capped while LYBK.DE tracks the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, SPYZ.DE returned 19.38%/yr vs 29.06%/yr for LYBK.DE. Their correlation of 0.91 suggests significant overlap in exposure. SPYZ.DE charges 0.18%/yr vs 0.30%/yr for LYBK.DE.
Performance
SPYZ.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYZ.DE achieves a 3.30% return, which is significantly lower than LYBK.DE's 5.35% return.
SPYZ.DE
- 1D
- 0.55%
- 1M
- 0.34%
- YTD
- 3.30%
- 6M
- 10.26%
- 1Y
- 21.73%
- 3Y*
- 28.74%
- 5Y*
- 19.38%
- 10Y*
- 12.24%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
SPYZ.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPYZ.DE SPDR MSCI Europe Financials UCITS ETF | 3.30% | 48.26% | 25.23% | 21.51% | -2.51% | 28.19% | -15.32% | 24.02% | -23.31% |
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 SPYZ.DE and LYBK.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.91 |
The correlation between SPYZ.DE and LYBK.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
SPYZ.DE vs. LYBK.DE — Risk / Return Rank
SPYZ.DE
LYBK.DE
SPYZ.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Financials UCITS ETF (SPYZ.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.
| SPYZ.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.41 | -0.60 |
| Martin ratioReturn relative to average drawdown | 6.13 | 7.56 | -1.43 |
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
| SPYZ.DE | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.72 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.13 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.01 |
Drawdowns
SPYZ.DE vs. LYBK.DE - Drawdown Comparison
The maximum SPYZ.DE drawdown since its inception was -45.16%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SPYZ.DE and LYBK.DE.
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Drawdown Indicators
| SPYZ.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.16% | -62.22% | +17.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -17.12% | +4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.91% | -19.90% | +2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.17% | -34.32% | +11.15% |
Max Drawdown (10Y)Largest decline over 10 years | -45.16% | — | — |
Current DrawdownCurrent decline from peak | -2.74% | -1.83% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -19.62% | +10.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 5.47% | -1.82% |
Volatility
SPYZ.DE vs. LYBK.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) is 5.19%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that SPYZ.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
| SPYZ.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.84% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 14.37% | 19.19% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 23.95% | -6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.75% | 25.45% | -6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 28.55% | -7.27% |
SPYZ.DE vs. LYBK.DE - Expense Ratio Comparison
SPYZ.DE has a 0.18% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
SPYZ.DE vs. LYBK.DE - Dividend Comparison
Neither SPYZ.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, SPYZ.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.
On fees, SPYZ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYZ.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LYBK.DE.
SPYZ.DE tracks MSCI Europe Financials 20/35 Capped, while LYBK.DE tracks EURO STOXX® Banks. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYZ.DE and 0.30% for LYBK.DE.
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