Lyxor UCITS Stoxx Banks C-EUR

10-Year Study

LYBK.XETRA · · DE · ETF

Executive Summary: Lyxor UCITS Stoxx Banks C-EUR has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 58.1% and an annualized volatility of 30.8%.

1Y CAGR
+38.6%
3Y CAGR
+47.3%
5Y CAGR
+28.9%
10Y CAGR
+12.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
58.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +91.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.4-2.6-11.111.9————————1.3%
202511.513.71.60.910.6-0.29.42.24.30.25.38.391.5%
20242.50.614.83.85.4-6.85.7-0.81.40.5-3.14.530.5%
202315.66.6-13.63.1-3.09.46.0-1.80.1-3.28.82.030.3%
20226.0-11.9-2.9-3.79.2-13.0-0.0-0.8-0.811.99.01.30.8%
2021-5.519.64.74.57.9-4.5-1.04.24.14.0-8.27.140.0%
2020-5.8-8.0-35.12.44.38.9-6.75.8-12.1-1.938.40.6-22.4%
20195.17.7-4.99.3-11.92.1-2.0-6.38.82.84.04.117.7%
2018—-4.5-6.74.3-13.40.15.9-10.62.4-8.8-0.1-10.3-36.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 30.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 60.1% of variance. Idiosyncratic stock-specific factors contribute 15.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-019552.23880597015
2018-03-018915.42288557214
2018-04-019301.824212271975
2018-05-018053.897180762852
2018-06-018062.189054726368
2018-07-018537.313432835821
2018-08-017631.840796019901
2018-09-017814.262023217247
2018-10-017123.548922056385
2018-11-017118.573797678275
2018-12-016388.059701492538
2019-01-016713.101160862355
2019-02-017228.855721393036
2019-03-016873.134328358209
2019-04-017515.7545605306805
2019-05-016621.890547263682
2019-06-016763.681592039801
2019-07-016626.865671641792
2019-08-016210.613598673302
2019-09-016757.048092868988
2019-10-016945.273631840797
2019-11-017222.222222222222
2019-12-017521.5588723051405
2020-01-017086.235489220564
2020-02-016517.412935323383
2020-03-014233.001658374793
2020-04-014336.65008291874
2020-05-014522.388059701492
2020-06-014926.20232172471
2020-07-014593.698175787728
2020-08-014859.038142620232
2020-09-014271.973466003317
2020-10-014189.883913764511
2020-11-015799.336650082919
2020-12-015834.162520729686
2021-01-015514.096185737977
2021-02-016596.185737976783
2021-03-016905.47263681592
2021-04-017217.247097844114
2021-05-017787.728026533998
2021-06-017436.152570480929
2021-07-017363.18407960199
2021-08-017669.154228855721
2021-09-017983.416252072969
2021-10-018300.16583747927
2021-11-017621.8905472636825
2021-12-018165.837479270316
2022-01-018656.716417910447
2022-02-017628.524046434495
2022-03-017405.472636815921
2022-04-017131.011608623549
2022-05-017783.58208955224
2022-06-016771.973466003317
2022-07-016770.315091210615
2022-08-016713.101160862355
2022-09-016662.5207296849085
2022-10-017453.565505804313
2022-11-018122.719734660033
2022-12-018229.684908789386
2023-01-019514.096185737977
2023-02-0110139.303482587065
2023-03-018761.194029850747
2023-04-019029.850746268658
2023-05-018762.85240464345
2023-06-019583.747927031509
2023-07-0110160.862354892206
2023-08-019973.46600331675
2023-09-019986.733001658375
2023-10-019666.666666666666
2023-11-0110519.071310116085
2023-12-0110726.368159203983
2024-01-0110998.341625207295
2024-02-0111059.701492537313
2024-03-0112699.834162520729
2024-04-0113177.446102819236
2024-05-0113887.230514096185
2024-06-0112940.298507462687
2024-07-0113674.958540630181
2024-08-0113567.164179104479
2024-09-0113757.87728026534
2024-10-0113832.50414593698
2024-11-0113398.009950248757
2024-12-0114001.658374792705
2025-01-0115613.598673300168
2025-02-0117757.04809286899
2025-03-0118043.11774461028
2025-04-0118196.51741293532
2025-05-0120128.524046434493
2025-06-0120091.210613598672
2025-07-0121981.757877280266
2025-08-0122462.68656716418
2025-09-0123436.981757877278
2025-10-0123495.024875621893
2025-11-0124751.243781094527
2025-12-0126807.62852404644
2026-01-0127997.512437810947
2026-02-0127280.265339966834
2026-03-0124253.731343283584
2026-04-0127151.741293532337
Annual Return Matrix
YearAnnual Return
20190.17744029075804768
2020-0.22434130746334469
20210.3996588971006254
20220.00781884646628761
20230.3033753148614611
20240.30534941249226955
20250.914603813810257
20260.012836374884008572
Total Factor Risk
0.3076218776244648
VTI.US Exposure
0.5223590827911195
VEA.US Exposure
0.6014533942634499
VWO.US Exposure
0.005357079053730165
QQQ.US Exposure
-0.07379410236727406
VTV.US Exposure
-0.05078612760970947
IJR.US Exposure
-0.04324007369881743
QUAL.US Exposure
-0.12096430029459204
SHV.US Exposure
0.000005589569427262705
TLT.US Exposure
0.0010959106714352332
LQD.US Exposure
-0.008885595159452185
HYG.US Exposure
0.07401163535072712
GLD.US Exposure
-0.014834897626180484
USO.US Exposure
0.004027212056408549
VNQ.US Exposure
-0.026108147512762237
BTC-USD.CC Exposure
0.000372145414713639
CPER.US Exposure
0.015774540356677663
VIX.INDX Exposure
-0.03842428780911392
UUP.US Exposure
-0.0088801914943001
TIP.US Exposure
0.011821578792125314
Idiosyncratic Exposure
0.1496395552523878
Value Score
46.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
78.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →8.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.52%
Market Cap$59.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Lyxor UCITS Stoxx Banks C-EUR a high-risk investment?

Lyxor UCITS Stoxx Banks C-EUR (LYBK.XETRA) has an annualized volatility of 30.8% and experienced a maximum drawdown of 58.1% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of LYBK.XETRA?

Over the past 10 years, LYBK.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.9%. It has had a positive return in 88% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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