UCRP.DE vs. LYBK.DE
UCRP.DE (Amundi USD Corporate Bond ESG UCITS ETF DR (Acc)) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - UCRP.DE is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate SRI Index, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, UCRP.DE returned 0.91%/yr vs 33.46%/yr for LYBK.DE. At a correlation of -0.17, they often move in opposite directions. UCRP.DE charges 0.14%/yr vs 0.30%/yr for LYBK.DE.
Performance
UCRP.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UCRP.DE achieves a 3.24% return, which is significantly lower than LYBK.DE's 17.49% return.
UCRP.DE
- 1D
- -0.16%
- 1M
- 1.82%
- 6M
- 2.96%
- YTD
- 3.24%
- 1Y
- 6.79%
- 3Y*
- 3.27%
- 5Y*
- 0.91%
- 10Y*
- —
LYBK.DE
- 1D
- 0.53%
- 1M
- 12.55%
- 6M
- 15.65%
- YTD
- 17.49%
- 1Y
- 54.60%
- 3Y*
- 48.56%
- 5Y*
- 33.46%
- 10Y*
- 19.13%
UCRP.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UCRP.DE Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) | 3.24% | -4.44% | 7.79% | 4.77% | -9.83% | 6.55% | -0.62% | 2.88% | 0.88% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 17.49% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -31.10% |
Correlation
The correlation between UCRP.DE and LYBK.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.19 |
Correlation (All Time) Calculated using the full available price history since May 15, 2018 | -0.17 |
The correlation between UCRP.DE and LYBK.DE shifts across timeframes, from -0.19 (5 years) to -0.03 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UCRP.DE vs. LYBK.DE — Risk / Return Rank
UCRP.DE
LYBK.DE
UCRP.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.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.
| UCRP.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 3.17 | -1.12 |
| Martin ratioReturn relative to average drawdown | 5.77 | 9.98 | -4.21 |
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Drawdowns
UCRP.DE vs. LYBK.DE - Drawdown Comparison
The maximum UCRP.DE drawdown since its inception was -14.40%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for UCRP.DE and LYBK.DE.
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Drawdown Indicators
| UCRP.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.40% | -63.98% | +49.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.29% | -17.12% | +13.83% |
Max Drawdown (3Y)Largest decline over 3 years | -11.27% | -19.90% | +8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -12.94% | -34.32% | +21.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.22% | — |
Current DrawdownCurrent decline from peak | -3.97% | 0.00% | -3.97% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -20.14% | +14.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 5.45% | -4.28% |
Volatility
UCRP.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) is 1.70%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 6.33%. This indicates that UCRP.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
| UCRP.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 6.33% | -4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 19.85% | -15.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.74% | 23.95% | -18.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.35% | 25.48% | -17.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.07% | 27.66% | -18.59% |
UCRP.DE vs. LYBK.DE - Expense Ratio Comparison
UCRP.DE has a 0.14% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
UCRP.DE vs. LYBK.DE - Dividend Comparison
Neither UCRP.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
UCRP.DE and LYBK.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UCRP.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UCRP.DE is cheaper with a 0.14% expense ratio, compared with 0.30% for LYBK.DE.
UCRP.DE is categorized as Corporate Bonds, while LYBK.DE is Financials Equities. UCRP.DE tracks Bloomberg MSCI US Corporate SRI Index, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.14% for UCRP.DE and 0.30% for LYBK.DE.
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