EGV1.DE vs. ESIF.DE
EGV1.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Dist) and ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) are both Financials Equities funds - EGV1.DE tracks the STOXX® Europe 600 Insurance while ESIF.DE tracks the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, EGV1.DE returned 13.93%/yr vs 19.48%/yr for ESIF.DE. Their correlation of 0.83 suggests significant overlap in exposure. EGV1.DE charges 0.30%/yr vs 0.18%/yr for ESIF.DE.
Performance
EGV1.DE vs. ESIF.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EGV1.DE achieves a -2.79% return, which is significantly lower than ESIF.DE's 3.87% return.
EGV1.DE
- 1D
- 0.03%
- 1M
- -4.09%
- YTD
- -2.79%
- 6M
- 2.71%
- 1Y
- 2.04%
- 3Y*
- 18.08%
- 5Y*
- 13.93%
- 10Y*
- 11.16%
ESIF.DE
- 1D
- 0.61%
- 1M
- 0.49%
- YTD
- 3.87%
- 6M
- 10.51%
- 1Y
- 22.17%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 10Y*
- —
EGV1.DE vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist | -2.79% | 29.26% | 22.98% | 12.79% | 3.54% | 19.62% | 2.14% |
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.87% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
Correlation
The correlation between EGV1.DE and ESIF.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.83 |
The correlation between EGV1.DE and ESIF.DE has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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
EGV1.DE vs. ESIF.DE — Risk / Return Rank
EGV1.DE
ESIF.DE
EGV1.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.
| EGV1.DE | ESIF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.22 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 1.81 | -1.46 |
| Martin ratioReturn relative to average drawdown | 0.75 | 6.04 | -5.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EGV1.DE | ESIF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.25 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 1.02 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.16 | -0.75 |
Drawdowns
EGV1.DE vs. ESIF.DE - Drawdown Comparison
The maximum EGV1.DE drawdown since its inception was -58.31%, which is greater than ESIF.DE's maximum drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for EGV1.DE and ESIF.DE.
Loading charts...
Drawdown Indicators
| EGV1.DE | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.31% | -22.93% | -35.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -12.38% | +4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -12.53% | -17.10% | +4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -22.93% | +4.54% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | — | — |
Current DrawdownCurrent decline from peak | -5.26% | -2.65% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -4.14% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.72% | -0.17% |
Volatility
EGV1.DE vs. ESIF.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) is 4.65%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 5.37%. This indicates that EGV1.DE experiences smaller price fluctuations and is considered to be less risky than ESIF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EGV1.DE | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 5.37% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 14.59% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 17.99% | -3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 18.96% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 18.84% | +1.23% |
EGV1.DE vs. ESIF.DE - Expense Ratio Comparison
EGV1.DE has a 0.30% expense ratio, which is higher than ESIF.DE's 0.18% expense ratio.
Dividends
EGV1.DE vs. ESIF.DE - Dividend Comparison
EGV1.DE's dividend yield for the trailing twelve months is around 4.23%, while ESIF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist | 4.23% | 4.11% | 4.77% | 3.93% | 5.03% | 4.53% | 4.35% | 3.71% | 4.26% | 0.59% |
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGV1.DE and ESIF.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for EGV1.DE.
EGV1.DE tracks STOXX® Europe 600 Insurance, while ESIF.DE tracks MSCI World/Financials NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for EGV1.DE and 0.18% for ESIF.DE.
Find the right allocation for EGV1.DE and ESIF.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