XDWF.DE vs. LYBK.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both Financials Equities funds - XDWF.DE tracks the MSCI World Financials while LYBK.DE tracks the EURO STOXX® Banks. Both are passively managed. Over the past 10 years, XDWF.DE returned 13.06%/yr vs 17.70%/yr for LYBK.DE. A 0.72 correlation means they provide meaningful diversification when combined. XDWF.DE charges 0.25%/yr vs 0.30%/yr for LYBK.DE.
Performance
XDWF.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 11.99% return, which is significantly lower than LYBK.DE's 16.67% return. Over the past 10 years, XDWF.DE has underperformed LYBK.DE with an annualized return of 13.06%, while LYBK.DE has yielded a comparatively higher 17.70% annualized return.
XDWF.DE
- 1D
- 0.67%
- 1M
- 7.49%
- 6M
- 12.02%
- YTD
- 11.99%
- 1Y
- 23.80%
- 3Y*
- 24.63%
- 5Y*
- 15.70%
- 10Y*
- 13.06%
LYBK.DE
- 1D
- -0.20%
- 1M
- 5.67%
- 6M
- 13.24%
- YTD
- 16.67%
- 1Y
- 54.24%
- 3Y*
- 47.46%
- 5Y*
- 34.58%
- 10Y*
- 17.70%
XDWF.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 11.99% | 15.37% | 34.09% | 12.42% | -4.89% | 39.46% | -11.91% | 29.16% | -13.91% | 8.28% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 16.67% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -30.86% | 14.21% |
Correlation
The correlation between XDWF.DE and LYBK.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.72 |
The correlation between XDWF.DE and LYBK.DE shifts across timeframes, from 0.60 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWF.DE vs. LYBK.DE — Risk / Return Rank
XDWF.DE
LYBK.DE
XDWF.DE vs. LYBK.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 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.
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.
| XDWF.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.15 | -0.80 |
| Martin ratioReturn relative to average drawdown | 7.12 | 9.97 | -2.85 |
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Drawdowns
XDWF.DE vs. LYBK.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -50.63%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and LYBK.DE.
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Drawdown Indicators
| XDWF.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -63.98% | +13.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -17.12% | +7.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.75% | -19.90% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -19.75% | -34.32% | +14.57% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -62.22% | +20.13% |
Current DrawdownCurrent decline from peak | 0.00% | -1.42% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -20.09% | +9.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 5.43% | -2.09% |
Volatility
XDWF.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.22%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.74%. This indicates that XDWF.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
| XDWF.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.74% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 20.09% | -9.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.48% | 23.90% | -10.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 25.42% | -9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 27.55% | -8.29% |
XDWF.DE vs. LYBK.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
XDWF.DE vs. LYBK.DE - Dividend Comparison
Neither XDWF.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and LYBK.DE have a correlation of 0.66, 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 LYBK.DE.
XDWF.DE tracks MSCI World Financials, while LYBK.DE tracks EURO STOXX® Banks. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWF.DE and 0.30% for LYBK.DE.
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