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

Performance

XDWU.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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, XDWU.DE achieves a 12.38% return, which is significantly lower than LYBK.DE's 14.35% return. Over the past 10 years, XDWU.DE has underperformed LYBK.DE with an annualized return of 8.86%, while LYBK.DE has yielded a comparatively higher 19.00% annualized return.


XDWU.DE

1D
0.56%
1M
1.97%
YTD
12.38%
6M
13.24%
1Y
21.63%
3Y*
14.42%
5Y*
11.25%
10Y*
8.86%

LYBK.DE

1D
0.58%
1M
8.42%
YTD
14.35%
6M
15.44%
1Y
54.75%
3Y*
49.67%
5Y*
32.03%
10Y*
19.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
12.38%11.38%19.84%-3.21%2.24%19.80%-4.88%25.27%6.79%-0.21%
LYBK.DE
Amundi Euro Stoxx Banks UCITS ETF Acc
14.35%91.46%30.53%30.34%0.78%39.97%-22.43%17.74%-30.86%14.21%

Correlation

The correlation between XDWU.DE and LYBK.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.11

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2013

0.22

The correlation between XDWU.DE and LYBK.DE shifts across timeframes, from 0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XDWU.DE
XDWU.DE Risk / Return Rank: 5555
Overall Rank
XDWU.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 5050
Martin Ratio Rank

LYBK.DE
LYBK.DE Risk / Return Rank: 7474
Overall Rank
LYBK.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
LYBK.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
LYBK.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYBK.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
LYBK.DE Martin Ratio Rank: 6464
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.


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

-0.61

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.95

3.18

-0.23

Martin ratioReturn relative to average drawdown

7.42

10.02

-2.60

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

The current XDWU.DE Sharpe Ratio is 1.67, which is comparable to the LYBK.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of XDWU.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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Drawdowns

XDWU.DE vs. LYBK.DE - Drawdown Comparison

The maximum XDWU.DE drawdown since its inception was -42.00%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for XDWU.DE and LYBK.DE.


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Drawdown Indicators


XDWU.DELYBK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.00%

-63.98%

+21.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-17.12%

+9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-19.90%

+7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-34.32%

+11.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

-62.22%

+28.61%

Current Drawdown

Current decline from peak

-1.56%

-1.70%

+0.14%

Average Drawdown

Average peak-to-trough decline

-12.47%

-20.17%

+7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.45%

-2.54%

Volatility

XDWU.DE vs. LYBK.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) is 4.22%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 6.46%. This indicates that XDWU.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


XDWU.DELYBK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

6.46%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

19.79%

-8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

23.98%

-10.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

25.51%

-11.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

27.75%

-9.75%

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

XDWU.DE has a 0.25% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.


Dividends

XDWU.DE vs. LYBK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDWU.DE and LYBK.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWU.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LYBK.DE.

XDWU.DE is categorized as Utilities Equities, while LYBK.DE is Financials Equities. XDWU.DE tracks MSCI World/Utilities NR USD, while LYBK.DE tracks EURO STOXX® Banks. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWU.DE and 0.30% for LYBK.DE.

Portfolio Optimizer

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