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

Performance

SXRW.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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

The year-to-date returns for both investments are quite close, with SXRW.DE having a 8.05% return and LYBK.DE slightly higher at 8.18%. Over the past 10 years, SXRW.DE has underperformed LYBK.DE with an annualized return of 8.92%, while LYBK.DE has yielded a comparatively higher 16.88% 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%

LYBK.DE

1D
4.37%
1M
6.21%
YTD
8.18%
6M
13.13%
1Y
46.46%
3Y*
46.48%
5Y*
30.03%
10Y*
16.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
8.18%91.46%30.53%30.34%0.78%39.97%-22.43%17.74%-30.86%14.21%

Correlation

The correlation between SXRW.DE and LYBK.DE is 0.55, 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

0.55

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

0.53

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

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2013

0.60

The correlation between SXRW.DE and LYBK.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

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Return for Risk

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

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

SXRW.DE
SXRW.DE Risk / Return Rank: 5656
Overall Rank
SXRW.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SXRW.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
SXRW.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SXRW.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
SXRW.DE Martin Ratio Rank: 5959
Martin Ratio Rank

LYBK.DE
LYBK.DE Risk / Return Rank: 5959
Overall Rank
LYBK.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 5656
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 5353
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.

SXRW.DE vs. LYBK.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 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.


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

-0.18

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

2.54

2.58

-0.04

Martin ratioReturn relative to average drawdown

9.30

8.11

+1.19

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

The current SXRW.DE Sharpe Ratio is 1.64, which is comparable to the LYBK.DE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SXRW.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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Drawdowns

SXRW.DE vs. LYBK.DE - Drawdown Comparison

The maximum SXRW.DE drawdown since its inception was -40.31%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and LYBK.DE.


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Drawdown Indicators


SXRW.DELYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.31%

-63.98%

+23.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-17.12%

+9.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-19.90%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-34.32%

+17.46%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

-62.22%

+21.91%

Current Drawdown

Current decline from peak

-1.33%

0.00%

-1.33%

Average Drawdown

Average peak-to-trough decline

-6.02%

-20.23%

+14.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

5.47%

-3.31%

Volatility

SXRW.DE vs. LYBK.DE - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 4.45%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 6.94%. This indicates that SXRW.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


SXRW.DELYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

6.94%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

19.63%

-9.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.22%

24.23%

-12.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

25.51%

-11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

28.40%

-11.50%

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

SXRW.DE has a 0.07% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.


Dividends

SXRW.DE vs. LYBK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SXRW.DE and LYBK.DE have a correlation of 0.55, 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 LYBK.DE.

SXRW.DE is categorized as Europe Equities, while LYBK.DE is Financials Equities. SXRW.DE tracks FTSE 100, while LYBK.DE tracks EURO STOXX® Banks. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXRW.DE and 0.30% for LYBK.DE.

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