XAMB.DE vs. LYBK.DE
XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - XAMB.DE is a Global Equities fund tracking the MSCI World SRI Filtered PAB, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, XAMB.DE returned 10.09%/yr vs 29.06%/yr for LYBK.DE. At a 0.48 correlation, their price movements are largely independent. XAMB.DE charges 0.18%/yr vs 0.30%/yr for LYBK.DE.
Performance
XAMB.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XAMB.DE achieves a 13.11% return, which is significantly higher than LYBK.DE's 5.35% return.
XAMB.DE
- 1D
- 0.27%
- 1M
- 6.31%
- YTD
- 13.11%
- 6M
- 13.74%
- 1Y
- 20.74%
- 3Y*
- 12.56%
- 5Y*
- 10.09%
- 10Y*
- —
LYBK.DE
- 1D
- 0.92%
- 1M
- 6.42%
- YTD
- 5.35%
- 6M
- 12.06%
- 1Y
- 41.47%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
XAMB.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 13.11% | 2.25% | 15.42% | 20.65% | -17.81% | 36.43% | 7.63% | 32.88% | -7.35% |
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% | -13.37% |
Correlation
The correlation between XAMB.DE and LYBK.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.48 |
The correlation between XAMB.DE and LYBK.DE has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.
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Return for Risk
XAMB.DE vs. LYBK.DE — Risk / Return Rank
XAMB.DE
LYBK.DE
XAMB.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.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.
| XAMB.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.41 | +0.08 |
| Martin ratioReturn relative to average drawdown | 9.16 | 7.56 | +1.60 |
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
| XAMB.DE | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.72 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.13 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.46 | +0.28 |
Drawdowns
XAMB.DE vs. LYBK.DE - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and LYBK.DE.
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Drawdown Indicators
| XAMB.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -62.22% | +30.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -17.12% | +8.84% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -19.90% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -34.32% | +12.23% |
Current DrawdownCurrent decline from peak | 0.00% | -1.83% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -19.62% | +14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 5.47% | -3.21% |
Volatility
XAMB.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) is 3.89%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that XAMB.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
| XAMB.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 5.84% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 19.19% | -9.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 23.95% | -10.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 25.45% | -10.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 28.55% | -12.15% |
XAMB.DE vs. LYBK.DE - Expense Ratio Comparison
XAMB.DE has a 0.18% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
XAMB.DE vs. LYBK.DE - Dividend Comparison
Neither XAMB.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
XAMB.DE and LYBK.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LYBK.DE.
XAMB.DE is categorized as Global Equities, while LYBK.DE is Financials Equities. XAMB.DE tracks MSCI World SRI Filtered PAB, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.18% for XAMB.DE and 0.30% for LYBK.DE.
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