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

Performance

VOOM.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.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

In the year-to-date period, VOOM.DE achieves a 4.22% return, which is significantly lower than LYBK.DE's 5.35% return.


VOOM.DE

1D
-0.16%
1M
-0.12%
YTD
4.22%
6M
5.06%
1Y
11.74%
3Y*
11.60%
5Y*
7.08%
10Y*

LYBK.DE

1D
0.92%
1M
2.70%
YTD
5.35%
6M
12.73%
1Y
39.28%
3Y*
45.91%
5Y*
29.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
4.22%9.47%13.86%13.15%-10.99%25.76%0.40%15.14%
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
5.35%91.46%30.53%30.34%0.78%39.97%-22.43%9.03%

Correlation

The correlation between VOOM.DE and LYBK.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

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

0.45

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

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2019

0.57

The correlation between VOOM.DE and LYBK.DE shifts across timeframes, from 0.41 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

VOOM.DE
VOOM.DE Risk / Return Rank: 3232
Overall Rank
VOOM.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VOOM.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
VOOM.DE Omega Ratio Rank: 2525
Omega Ratio Rank
VOOM.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
VOOM.DE Martin Ratio Rank: 4040
Martin Ratio Rank

LYBK.DE
LYBK.DE Risk / Return Rank: 4949
Overall Rank
LYBK.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 4646
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 4747
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.

VOOM.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.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.


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

-0.73

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.17

1.29

-0.12

Calmar ratioReturn relative to maximum drawdown

1.88

2.41

-0.53

Martin ratioReturn relative to average drawdown

6.21

7.56

-1.35

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

The current VOOM.DE Sharpe Ratio is 1.00, which is lower than the LYBK.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of VOOM.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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Sharpe Ratios by Period


VOOM.DELYBK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.72

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.13

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.46

+0.12

Drawdowns

VOOM.DE vs. LYBK.DE - Drawdown Comparison

The maximum VOOM.DE drawdown since its inception was -36.78%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for VOOM.DE and LYBK.DE.


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Drawdown Indicators


VOOM.DELYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.78%

-62.22%

+25.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-17.12%

+10.58%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-19.90%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-34.32%

+16.28%

Current Drawdown

Current decline from peak

-1.45%

-1.83%

+0.38%

Average Drawdown

Average peak-to-trough decline

-5.32%

-19.62%

+14.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

5.47%

-3.48%

Volatility

VOOM.DE vs. LYBK.DE - Volatility Comparison

The current volatility for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) is 2.54%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that VOOM.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


VOOM.DELYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

5.84%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

19.19%

-11.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

23.95%

-11.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

25.45%

-11.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

28.55%

-12.51%

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

VOOM.DE has a 0.20% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.


Dividends

VOOM.DE vs. LYBK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


VOOM.DE and LYBK.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOOM.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOOM.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LYBK.DE.

VOOM.DE is categorized as Global Equities, while LYBK.DE is Financials Equities. VOOM.DE tracks Solactive Equileap Global Gender Equality, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.20% for VOOM.DE and 0.30% for LYBK.DE.

Portfolio Optimizer

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