PortfoliosLab logoPortfoliosLab logo
XS6R.L vs. LBNK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XS6R.L vs. LBNK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XS6R.L is traded in GBp, while LBNK.DE is traded in EUR. To make them comparable, the LBNK.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XS6R.L achieves a 10.83% return, which is significantly higher than LBNK.DE's 6.71% return. Over the past 10 years, XS6R.L has underperformed LBNK.DE with an annualized return of 11.52%, while LBNK.DE has yielded a comparatively higher 15.26% annualized return.


XS6R.L

1D
-0.33%
1M
-2.24%
YTD
10.83%
6M
12.11%
1Y
27.70%
3Y*
16.17%
5Y*
11.38%
10Y*
11.52%

LBNK.DE

1D
0.79%
1M
6.66%
YTD
6.71%
6M
13.57%
1Y
45.15%
3Y*
42.55%
5Y*
27.94%
10Y*
15.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XS6R.L vs. LBNK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XS6R.L
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C
10.83%38.34%-1.20%11.55%-3.84%1.17%18.06%22.81%3.39%14.10%
LBNK.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Acc
6.71%85.85%26.89%23.96%6.85%28.00%-19.89%8.92%-24.89%16.69%

Correlation

The correlation between XS6R.L and LBNK.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.23

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

0.27

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2008

0.33

The correlation between XS6R.L and LBNK.DE shifts across timeframes, from 0.19 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XS6R.L vs. LBNK.DE — Risk / Return Rank

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

XS6R.L
XS6R.L Risk / Return Rank: 5454
Overall Rank
XS6R.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XS6R.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
XS6R.L Omega Ratio Rank: 5353
Omega Ratio Rank
XS6R.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XS6R.L Martin Ratio Rank: 5454
Martin Ratio Rank

LBNK.DE
LBNK.DE Risk / Return Rank: 5353
Overall Rank
LBNK.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
LBNK.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
LBNK.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LBNK.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
LBNK.DE Martin Ratio Rank: 5353
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.

XS6R.L vs. LBNK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) 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.


XS6R.LLBNK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

3.02

2.92

+0.10

Martin ratioReturn relative to average drawdown

9.18

10.23

-1.05

XS6R.L vs. LBNK.DE - Sharpe Ratio Comparison

The current XS6R.L Sharpe Ratio is 1.84, which is comparable to the LBNK.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of XS6R.L and LBNK.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.


Loading charts...

Sharpe Ratios by Period


XS6R.LLBNK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.07

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

1.21

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.64

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.11

+0.28

Drawdowns

XS6R.L vs. LBNK.DE - Drawdown Comparison

The maximum XS6R.L drawdown since its inception was -29.46%, smaller than the maximum LBNK.DE drawdown of -74.66%. Use the drawdown chart below to compare losses from any high point for XS6R.L and LBNK.DE.


Loading charts...

Drawdown Indicators


XS6R.LLBNK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.46%

-74.66%

+45.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-15.41%

+6.27%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-18.46%

+5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-29.07%

+7.69%

Max Drawdown (10Y)

Largest decline over 10 years

-27.10%

-55.75%

+28.65%

Current Drawdown

Current decline from peak

-6.21%

-0.98%

-5.23%

Average Drawdown

Average peak-to-trough decline

-7.53%

-42.34%

+34.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

4.40%

-1.39%

Volatility

XS6R.L vs. LBNK.DE - Volatility Comparison

Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) have volatilities of 5.31% and 5.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XS6R.LLBNK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.50%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

17.92%

-5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

21.69%

-6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

22.85%

-6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

24.55%

-7.58%

XS6R.L vs. LBNK.DE - Expense Ratio Comparison

XS6R.L has a 0.20% expense ratio, which is lower than LBNK.DE's 0.30% expense ratio.


Dividends

XS6R.L vs. LBNK.DE - Dividend Comparison

Neither XS6R.L nor LBNK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XS6R.L and LBNK.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XS6R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XS6R.L is cheaper with a 0.20% expense ratio, compared with 0.30% for LBNK.DE.

XS6R.L is categorized as Utilities Equities, while LBNK.DE is Financials Equities. XS6R.L tracks MSCI World/Utilities NR USD, while LBNK.DE tracks STOXX® Europe 600 Banks. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for XS6R.L and 0.30% for LBNK.DE.

Portfolio Optimizer

Find the right allocation for XS6R.L and LBNK.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer