EXH2.DE vs. EGV1.DE
EXH2.DE (iShares STOXX Europe 600 Financial Services UCITS ETF (DE)) and EGV1.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Dist) are both Financials Equities funds - EXH2.DE tracks the STOXX® Europe 600 Financial Services while EGV1.DE tracks the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 10 years, EXH2.DE returned 10.91%/yr vs 11.16%/yr for EGV1.DE. A 0.69 correlation means they provide meaningful diversification when combined. EXH2.DE charges 0.46%/yr vs 0.30%/yr for EGV1.DE.
Performance
EXH2.DE vs. EGV1.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXH2.DE achieves a 2.24% return, which is significantly higher than EGV1.DE's -2.79% return. Both investments have delivered pretty close results over the past 10 years, with EXH2.DE having a 10.91% annualized return and EGV1.DE not far ahead at 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
- 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 vs. EGV1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between EXH2.DE and EGV1.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 EXH2.DE and EGV1.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
EXH2.DE vs. EGV1.DE — Risk / Return Rank
EXH2.DE
EGV1.DE
EXH2.DE vs. EGV1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.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.
| EXH2.DE | EGV1.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 | 1.08 | 1.04 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.35 | +0.18 |
| Martin ratioReturn relative to average drawdown | 1.53 | 0.75 | +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
| EXH2.DE | EGV1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.18 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.82 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.56 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.42 | +0.18 |
Drawdowns
EXH2.DE vs. EGV1.DE - Drawdown Comparison
The maximum EXH2.DE drawdown since its inception was -42.02%, smaller than the maximum EGV1.DE drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for EXH2.DE and EGV1.DE.
Loading charts...
Drawdown Indicators
| EXH2.DE | EGV1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.02% | -58.31% | +16.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -7.50% | -5.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -12.53% | -7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.95% | -18.39% | -13.56% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -47.02% | +5.00% |
Current DrawdownCurrent decline from peak | -3.27% | -5.26% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -7.81% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 3.55% | +1.02% |
Volatility
EXH2.DE vs. EGV1.DE - Volatility Comparison
iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.DE) has a higher volatility of 5.10% compared to Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) at 4.65%. This indicates that EXH2.DE's price experiences larger fluctuations and is considered to be riskier than EGV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXH2.DE | EGV1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 4.65% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 11.24% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 14.73% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.37% | 16.88% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 20.07% | +0.21% |
EXH2.DE vs. EGV1.DE - Expense Ratio Comparison
EXH2.DE has a 0.46% expense ratio, which is higher than EGV1.DE's 0.30% expense ratio.
Dividends
EXH2.DE vs. EGV1.DE - Dividend Comparison
EXH2.DE's dividend yield for the trailing twelve months is around 1.64%, less than EGV1.DE's 4.23% 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
EXH2.DE and EGV1.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.
EXH2.DE tracks STOXX® Europe 600 Financial Services, while EGV1.DE tracks STOXX® Europe 600 Insurance. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.46% for EXH2.DE and 0.30% for EGV1.DE.
Find the right allocation for EXH2.DE and EGV1.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