EGV1.DE vs. EXH2.DE
EGV1.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Dist) and EXH2.DE (iShares STOXX Europe 600 Financial Services UCITS ETF (DE)) are both Financials Equities funds - EGV1.DE tracks the STOXX® Europe 600 Insurance while EXH2.DE tracks the STOXX® Europe 600 Financial Services. Both are passively managed. Over the past 10 years, EGV1.DE returned 11.16%/yr vs 10.91%/yr for EXH2.DE. A 0.69 correlation means they provide meaningful diversification when combined. EGV1.DE charges 0.30%/yr vs 0.46%/yr for EXH2.DE.
Performance
EGV1.DE vs. EXH2.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 EXH2.DE's 2.24% return. Both investments have delivered pretty close results over the past 10 years, with EGV1.DE having a 11.16% annualized return and EXH2.DE not far behind at 10.91%.
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%
EXH2.DE
- 1D
- 1.80%
- 1M
- 0.13%
- YTD
- 2.24%
- 6M
- 8.65%
- 1Y
- 6.97%
- 3Y*
- 16.88%
- 5Y*
- 8.07%
- 10Y*
- 10.91%
EGV1.DE vs. EXH2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist | -2.79% | 29.26% | 22.98% | 12.79% | 3.54% | 19.62% | -10.07% | 30.21% | -6.75% | 11.48% |
EXH2.DE iShares STOXX Europe 600 Financial Services UCITS ETF (DE) | 2.24% | 12.00% | 17.32% | 28.77% | -23.05% | 26.14% | 6.43% | 47.00% | -14.02% | 19.83% |
Correlation
The correlation between EGV1.DE and EXH2.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2009 | 0.69 |
The correlation between EGV1.DE and EXH2.DE shifts across timeframes, from 0.57 (1 year) to 0.69 (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
EGV1.DE vs. EXH2.DE — Risk / Return Rank
EGV1.DE
EXH2.DE
EGV1.DE vs. EXH2.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 STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.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 | EXH2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.08 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.53 | -0.18 |
| Martin ratioReturn relative to average drawdown | 0.75 | 1.53 | -0.78 |
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 | EXH2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.43 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.41 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.55 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.60 | -0.18 |
Drawdowns
EGV1.DE vs. EXH2.DE - Drawdown Comparison
The maximum EGV1.DE drawdown since its inception was -58.31%, which is greater than EXH2.DE's maximum drawdown of -42.02%. Use the drawdown chart below to compare losses from any high point for EGV1.DE and EXH2.DE.
Loading charts...
Drawdown Indicators
| EGV1.DE | EXH2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.31% | -42.02% | -16.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -13.11% | +5.61% |
Max Drawdown (3Y)Largest decline over 3 years | -12.53% | -19.77% | +7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -31.95% | +13.56% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -42.02% | -5.00% |
Current DrawdownCurrent decline from peak | -5.26% | -3.27% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -7.85% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.57% | -1.02% |
Volatility
EGV1.DE vs. EXH2.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) is 4.65%, while iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.DE) has a volatility of 5.10%. This indicates that EGV1.DE experiences smaller price fluctuations and is considered to be less risky than EXH2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EGV1.DE | EXH2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 5.10% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 12.82% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 16.19% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 19.37% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 20.28% | -0.21% |
EGV1.DE vs. EXH2.DE - Expense Ratio Comparison
EGV1.DE has a 0.30% expense ratio, which is lower than EXH2.DE's 0.46% expense ratio.
Dividends
EGV1.DE vs. EXH2.DE - Dividend Comparison
EGV1.DE's dividend yield for the trailing twelve months is around 4.23%, more than EXH2.DE's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
EXH2.DE iShares STOXX Europe 600 Financial Services UCITS ETF (DE) | 1.64% | 1.63% | 1.52% | 1.73% | 2.06% | 1.32% | 1.65% | 2.06% | 2.71% | 3.92% | 3.49% | 3.77% |
Frequently Asked Questions
EGV1.DE and EXH2.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGV1.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGV1.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for EXH2.DE.
EGV1.DE tracks STOXX® Europe 600 Insurance, while EXH2.DE tracks STOXX® Europe 600 Financial Services. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for EGV1.DE and 0.46% for EXH2.DE.
Find the right allocation for EGV1.DE and EXH2.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