SXRW.DE vs. LBNK.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and LBNK.DE (Lyxor STOXX Europe 600 Banks UCITS ETF Acc) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while LBNK.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.92%/yr vs 15.57%/yr for LBNK.DE. A 0.68 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.30%/yr for LBNK.DE.
Performance
SXRW.DE vs. LBNK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 8.05% return, which is significantly lower than LBNK.DE's 9.83% return. Over the past 10 years, SXRW.DE has underperformed LBNK.DE with an annualized return of 8.92%, while LBNK.DE has yielded a comparatively higher 15.57% annualized return.
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
LBNK.DE
- 1D
- 4.14%
- 1M
- 5.56%
- YTD
- 9.83%
- 6M
- 15.82%
- 1Y
- 46.16%
- 3Y*
- 42.46%
- 5Y*
- 28.51%
- 10Y*
- 15.57%
SXRW.DE vs. LBNK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
LBNK.DE Lyxor STOXX Europe 600 Banks UCITS ETF Acc | 9.83% | 76.66% | 32.64% | 26.51% | 1.30% | 37.75% | -24.18% | 14.65% | -25.71% | 11.70% |
Correlation
The correlation between SXRW.DE and LBNK.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.68 |
The correlation between SXRW.DE and LBNK.DE has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. LBNK.DE — Risk / Return Rank
SXRW.DE
LBNK.DE
SXRW.DE vs. LBNK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.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.
| SXRW.DE | LBNK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.79 | -0.25 |
| Martin ratioReturn relative to average drawdown | 9.30 | 9.55 | -0.25 |
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Drawdowns
SXRW.DE vs. LBNK.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, smaller than the maximum LBNK.DE drawdown of -78.45%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and LBNK.DE.
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Drawdown Indicators
| SXRW.DE | LBNK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -78.45% | +38.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -15.83% | +7.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -20.27% | +3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -27.83% | +10.97% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -56.09% | +15.78% |
Current DrawdownCurrent decline from peak | -1.33% | 0.00% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -48.27% | +42.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 4.64% | -2.48% |
Volatility
SXRW.DE vs. LBNK.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 4.45%, while Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a volatility of 6.60%. This indicates that SXRW.DE experiences smaller price fluctuations and is considered to be less risky than LBNK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRW.DE | LBNK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 6.60% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 18.53% | -8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 22.48% | -10.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 22.95% | -8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 24.95% | -8.05% |
SXRW.DE vs. LBNK.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than LBNK.DE's 0.30% expense ratio.
Dividends
SXRW.DE vs. LBNK.DE - Dividend Comparison
Neither SXRW.DE nor LBNK.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and LBNK.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for LBNK.DE.
SXRW.DE is categorized as Europe Equities, while LBNK.DE is Financials Equities. SXRW.DE tracks FTSE 100, while LBNK.DE tracks STOXX® Europe 600 Banks. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXRW.DE and 0.30% for LBNK.DE.
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