XDWF.DE vs. LBNK.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and LBNK.DE (Lyxor STOXX Europe 600 Banks UCITS ETF Acc) are both Financials Equities funds - XDWF.DE tracks the MSCI World Financials while LBNK.DE tracks the STOXX® Europe 600 Banks. Both are passively managed. Over the past 10 years, XDWF.DE returned 11.89%/yr vs 14.15%/yr for LBNK.DE. A 0.74 correlation means they provide meaningful diversification when combined. XDWF.DE charges 0.25%/yr vs 0.30%/yr for LBNK.DE.
Performance
XDWF.DE vs. LBNK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than LBNK.DE's 7.56% return. Over the past 10 years, XDWF.DE has underperformed LBNK.DE with an annualized return of 11.89%, while LBNK.DE has yielded a comparatively higher 14.15% annualized return.
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
LBNK.DE
- 1D
- 0.67%
- 1M
- 2.51%
- YTD
- 7.56%
- 6M
- 15.54%
- 1Y
- 40.00%
- 3Y*
- 42.34%
- 5Y*
- 27.76%
- 10Y*
- 14.15%
XDWF.DE vs. LBNK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -13.92% | 8.33% |
LBNK.DE Lyxor STOXX Europe 600 Banks UCITS ETF Acc | 7.56% | 76.66% | 32.67% | 26.48% | 1.30% | 37.71% | -24.17% | 14.90% | -25.93% | 11.91% |
Correlation
The correlation between XDWF.DE and LBNK.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.74 |
The correlation between XDWF.DE and LBNK.DE has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
XDWF.DE vs. LBNK.DE — Risk / Return Rank
XDWF.DE
LBNK.DE
XDWF.DE vs. LBNK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.
| XDWF.DE | LBNK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.31 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.60 | -1.31 |
| Martin ratioReturn relative to average drawdown | 3.98 | 8.86 | -4.88 |
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
| XDWF.DE | LBNK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.86 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 1.20 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.57 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.06 | +0.57 |
Drawdowns
XDWF.DE vs. LBNK.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum LBNK.DE drawdown of -81.84%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and LBNK.DE.
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Drawdown Indicators
| XDWF.DE | LBNK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -81.84% | +39.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -15.83% | +6.18% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -20.26% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -27.82% | +8.08% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | -56.08% | +14.02% |
Current DrawdownCurrent decline from peak | -0.84% | -1.13% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -53.20% | +47.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.65% | -1.51% |
Volatility
XDWF.DE vs. LBNK.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a volatility of 5.68%. This indicates that XDWF.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
| XDWF.DE | LBNK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 5.68% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 18.02% | -7.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 22.10% | -8.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 22.90% | -6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 25.34% | -6.73% |
XDWF.DE vs. LBNK.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is lower than LBNK.DE's 0.30% expense ratio.
Dividends
XDWF.DE vs. LBNK.DE - Dividend Comparison
Neither XDWF.DE nor LBNK.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and LBNK.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWF.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LBNK.DE.
XDWF.DE tracks MSCI World Financials, while LBNK.DE tracks STOXX® Europe 600 Banks. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWF.DE and 0.30% for LBNK.DE.
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