EGV1.DE vs. XDWF.DE
EGV1.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Dist) and XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds - EGV1.DE tracks the STOXX® Europe 600 Insurance while XDWF.DE tracks the MSCI World Financials. Both are passively managed. Over the past 10 years, EGV1.DE returned 11.16%/yr vs 11.89%/yr for XDWF.DE. A 0.75 correlation means they provide meaningful diversification when combined. EGV1.DE charges 0.30%/yr vs 0.25%/yr for XDWF.DE.
Performance
EGV1.DE vs. XDWF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGV1.DE achieves a -2.79% return, which is significantly lower than XDWF.DE's 1.15% return. Over the past 10 years, EGV1.DE has underperformed XDWF.DE with an annualized return of 11.16%, while XDWF.DE has yielded a comparatively higher 11.89% annualized 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%
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
EGV1.DE vs. XDWF.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% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -13.92% | 8.33% |
Correlation
The correlation between EGV1.DE and XDWF.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.75 |
The correlation between EGV1.DE and XDWF.DE shifts across timeframes, from 0.62 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EGV1.DE vs. XDWF.DE — Risk / Return Rank
EGV1.DE
XDWF.DE
EGV1.DE vs. XDWF.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 Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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 | XDWF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.16 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 1.29 | -0.94 |
| Martin ratioReturn relative to average drawdown | 0.75 | 3.98 | -3.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGV1.DE | XDWF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.93 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.78 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.64 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.63 | -0.21 |
Drawdowns
EGV1.DE vs. XDWF.DE - Drawdown Comparison
The maximum EGV1.DE drawdown since its inception was -58.31%, which is greater than XDWF.DE's maximum drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for EGV1.DE and XDWF.DE.
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Drawdown Indicators
| EGV1.DE | XDWF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.31% | -42.06% | -16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -9.65% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -12.53% | -19.74% | +7.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -19.74% | +1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -42.06% | -4.96% |
Current DrawdownCurrent decline from peak | -5.26% | -0.84% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -6.06% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.14% | +0.41% |
Volatility
EGV1.DE vs. XDWF.DE - Volatility Comparison
Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) has a higher volatility of 4.65% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) at 3.37%. This indicates that EGV1.DE's price experiences larger fluctuations and is considered to be riskier than XDWF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGV1.DE | XDWF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.37% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 10.03% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 13.39% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 16.25% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 18.61% | +1.46% |
EGV1.DE vs. XDWF.DE - Expense Ratio Comparison
EGV1.DE has a 0.30% expense ratio, which is higher than XDWF.DE's 0.25% expense ratio.
Dividends
EGV1.DE vs. XDWF.DE - Dividend Comparison
EGV1.DE's dividend yield for the trailing twelve months is around 4.23%, while XDWF.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% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 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 XDWF.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWF.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for EGV1.DE.
EGV1.DE tracks STOXX® Europe 600 Insurance, while XDWF.DE tracks MSCI World Financials. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for EGV1.DE and 0.25% for XDWF.DE.
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