VWCG.DE vs. LBNK.DE
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) and LBNK.DE (Lyxor STOXX Europe 600 Banks UCITS ETF Acc) are both exchange-traded funds - VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe, while LBNK.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks. Both are passively managed. Over the past 5 years, VWCG.DE returned 10.01%/yr vs 28.51%/yr for LBNK.DE. A 0.73 correlation means they provide meaningful diversification when combined. VWCG.DE charges 0.10%/yr vs 0.30%/yr for LBNK.DE.
Performance
VWCG.DE vs. LBNK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCG.DE achieves a 8.96% return, which is significantly lower than LBNK.DE's 9.83% return.
VWCG.DE
- 1D
- 1.89%
- 1M
- 3.14%
- YTD
- 8.96%
- 6M
- 11.76%
- 1Y
- 19.41%
- 3Y*
- 14.33%
- 5Y*
- 10.01%
- 10Y*
- —
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%
VWCG.DE vs. LBNK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 8.96% | 20.44% | 8.96% | 16.07% | -9.83% | 24.91% | -2.57% | 7.53% |
LBNK.DE Lyxor STOXX Europe 600 Banks UCITS ETF Acc | 9.83% | 76.66% | 32.64% | 26.51% | 1.30% | 37.75% | -24.18% | 8.52% |
Correlation
The correlation between VWCG.DE and LBNK.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.73 |
The correlation between VWCG.DE and LBNK.DE has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
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Return for Risk
VWCG.DE vs. LBNK.DE — Risk / Return Rank
VWCG.DE
LBNK.DE
VWCG.DE vs. LBNK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.
| VWCG.DE | LBNK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.79 | -0.88 |
| Martin ratioReturn relative to average drawdown | 7.33 | 9.55 | -2.22 |
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Drawdowns
VWCG.DE vs. LBNK.DE - Drawdown Comparison
The maximum VWCG.DE drawdown since its inception was -35.70%, smaller than the maximum LBNK.DE drawdown of -78.45%. Use the drawdown chart below to compare losses from any high point for VWCG.DE and LBNK.DE.
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Drawdown Indicators
| VWCG.DE | LBNK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -78.45% | +42.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -15.83% | +6.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.07% | -20.27% | +4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.09% | -27.83% | +7.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.09% | — |
Current DrawdownCurrent decline from peak | -0.03% | 0.00% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -48.27% | +43.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 4.64% | -2.13% |
Volatility
VWCG.DE vs. LBNK.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) is 4.24%, while Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a volatility of 6.60%. This indicates that VWCG.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
| VWCG.DE | LBNK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 6.60% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 18.53% | -7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 22.48% | -9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 22.95% | -8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 24.95% | -8.10% |
VWCG.DE vs. LBNK.DE - Expense Ratio Comparison
VWCG.DE has a 0.10% expense ratio, which is lower than LBNK.DE's 0.30% expense ratio.
Dividends
VWCG.DE vs. LBNK.DE - Dividend Comparison
Neither VWCG.DE nor LBNK.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCG.DE and LBNK.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for LBNK.DE.
VWCG.DE is categorized as Europe Equities, while LBNK.DE is Financials Equities. VWCG.DE tracks FTSE Developed Europe, while LBNK.DE tracks STOXX® Europe 600 Banks. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.10% for VWCG.DE and 0.30% for LBNK.DE.
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