EXH2.DE vs. LIRU.DE
EXH2.DE (iShares STOXX Europe 600 Financial Services UCITS ETF (DE)) and LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) are both Financials Equities funds - EXH2.DE tracks the STOXX® Europe 600 Financial Services while LIRU.DE tracks the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 10 years, EXH2.DE returned 10.91%/yr vs 11.13%/yr for LIRU.DE. A 0.71 correlation means they provide meaningful diversification when combined. EXH2.DE charges 0.46%/yr vs 0.30%/yr for LIRU.DE.
Performance
EXH2.DE vs. LIRU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH2.DE achieves a 2.24% return, which is significantly higher than LIRU.DE's -2.62% return. Both investments have delivered pretty close results over the past 10 years, with EXH2.DE having a 10.91% annualized return and LIRU.DE not far ahead at 11.13%.
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%
LIRU.DE
- 1D
- 0.30%
- 1M
- -3.83%
- YTD
- -2.62%
- 6M
- 3.01%
- 1Y
- 2.58%
- 3Y*
- 18.15%
- 5Y*
- 13.94%
- 10Y*
- 11.13%
EXH2.DE vs. LIRU.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% |
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc | -2.62% | 29.68% | 22.67% | 12.60% | 3.50% | 19.60% | -9.93% | 20.86% | 0.44% | 11.09% |
Correlation
The correlation between EXH2.DE and LIRU.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2009 | 0.71 |
The correlation between EXH2.DE and LIRU.DE shifts across timeframes, from 0.60 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXH2.DE vs. LIRU.DE — Risk / Return Rank
EXH2.DE
LIRU.DE
EXH2.DE vs. LIRU.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 Acc (LIRU.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 | LIRU.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 | 0.37 | +0.17 |
| Martin ratioReturn relative to average drawdown | 1.53 | 0.77 | +0.76 |
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
| EXH2.DE | LIRU.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 | 0.83 | -0.42 |
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 | 0.28 | +0.31 |
Drawdowns
EXH2.DE vs. LIRU.DE - Drawdown Comparison
The maximum EXH2.DE drawdown since its inception was -42.02%, smaller than the maximum LIRU.DE drawdown of -72.58%. Use the drawdown chart below to compare losses from any high point for EXH2.DE and LIRU.DE.
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Drawdown Indicators
| EXH2.DE | LIRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.02% | -72.58% | +30.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -7.52% | -5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -12.41% | -7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -31.95% | -18.42% | -13.53% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -46.87% | +4.85% |
Current DrawdownCurrent decline from peak | -3.27% | -5.24% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -15.54% | +7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 3.57% | +1.00% |
Volatility
EXH2.DE vs. LIRU.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 Acc (LIRU.DE) at 4.69%. This indicates that EXH2.DE's price experiences larger fluctuations and is considered to be riskier than LIRU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH2.DE | LIRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 4.69% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 11.56% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 15.06% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.37% | 16.58% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 19.97% | +0.31% |
EXH2.DE vs. LIRU.DE - Expense Ratio Comparison
EXH2.DE has a 0.46% expense ratio, which is higher than LIRU.DE's 0.30% expense ratio.
Dividends
EXH2.DE vs. LIRU.DE - Dividend Comparison
EXH2.DE's dividend yield for the trailing twelve months is around 1.64%, while LIRU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXH2.DE and LIRU.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LIRU.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LIRU.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 LIRU.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 LIRU.DE.
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