VOOL.DE vs. LYBK.DE
VOOL.DE (Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - VOOL.DE is a Volatility fund tracking the S&P 500 VIX Futures Roll Enhanced TR, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, VOOL.DE returned -26.95%/yr vs 29.06%/yr for LYBK.DE. At a correlation of -0.49, they often move in opposite directions. VOOL.DE charges 0.60%/yr vs 0.30%/yr for LYBK.DE.
Performance
VOOL.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VOOL.DE achieves a 2.95% return, which is significantly lower than LYBK.DE's 5.35% return.
VOOL.DE
- 1D
- -0.59%
- 1M
- -1.68%
- YTD
- 2.95%
- 6M
- -3.26%
- 1Y
- -17.45%
- 3Y*
- -28.39%
- 5Y*
- -26.95%
- 10Y*
- -26.18%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
VOOL.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VOOL.DE Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc | 2.95% | -25.96% | -26.51% | -52.19% | -7.88% | -38.71% | 42.44% | -35.38% | 39.63% |
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 VOOL.DE and LYBK.DE is -0.50, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | -0.49 |
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Return for Risk
VOOL.DE vs. LYBK.DE — Risk / Return Rank
VOOL.DE
LYBK.DE
VOOL.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.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.
| VOOL.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.29 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.41 | -3.11 |
| Martin ratioReturn relative to average drawdown | -1.14 | 7.56 | -8.70 |
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
| VOOL.DE | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 1.72 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.67 | 1.13 | -1.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | 0.46 | -1.10 |
Drawdowns
VOOL.DE vs. LYBK.DE - Drawdown Comparison
The maximum VOOL.DE drawdown since its inception was -98.72%, which is greater than LYBK.DE's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and LYBK.DE.
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Drawdown Indicators
| VOOL.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.72% | -62.22% | -36.50% |
Max Drawdown (1Y)Largest decline over 1 year | -25.83% | -17.12% | -8.71% |
Max Drawdown (3Y)Largest decline over 3 years | -64.28% | -19.90% | -44.38% |
Max Drawdown (5Y)Largest decline over 5 years | -82.72% | -34.32% | -48.40% |
Max Drawdown (10Y)Largest decline over 10 years | -96.48% | — | — |
Current DrawdownCurrent decline from peak | -98.63% | -1.83% | -96.80% |
Average DrawdownAverage peak-to-trough decline | -83.36% | -19.62% | -63.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 5.47% | +10.34% |
Volatility
VOOL.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) is 3.79%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that VOOL.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
| VOOL.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 5.84% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 20.77% | 19.19% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.21% | 23.95% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 25.45% | +14.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.00% | 28.55% | +15.45% |
VOOL.DE vs. LYBK.DE - Expense Ratio Comparison
VOOL.DE has a 0.60% expense ratio, which is higher than LYBK.DE's 0.30% expense ratio.
Dividends
VOOL.DE vs. LYBK.DE - Dividend Comparison
Neither VOOL.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
VOOL.DE and LYBK.DE have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYBK.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYBK.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for VOOL.DE.
VOOL.DE is categorized as Volatility, while LYBK.DE is Financials Equities. VOOL.DE tracks S&P 500 VIX Futures Roll Enhanced TR, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.60% for VOOL.DE and 0.30% for LYBK.DE.
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