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EXH5.DE vs. EGV1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH5.DE vs. EGV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXH5.DE achieves a -2.53% 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 EXH5.DE having a 11.04% annualized return and EGV1.DE not far ahead at 11.16%.


EXH5.DE

1D
0.28%
1M
-1.38%
YTD
-2.53%
6M
2.36%
1Y
2.81%
3Y*
18.16%
5Y*
13.96%
10Y*
11.04%

EGV1.DE

1D
0.03%
1M
-1.73%
YTD
-2.79%
6M
2.21%
1Y
2.67%
3Y*
18.08%
5Y*
13.93%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH5.DE vs. EGV1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH5.DE
iShares STOXX Europe 600 Insurance UCITS ETF (DE)
-2.53%29.72%22.68%12.56%3.63%19.44%-10.66%30.48%-7.15%11.47%
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 EXH5.DE and EGV1.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2008

0.88

The correlation between EXH5.DE and EGV1.DE has been stable across timeframes, ranging from 0.88 to 0.98 - a consistent structural relationship.

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Return for Risk

EXH5.DE vs. EGV1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXH5.DE
EXH5.DE Risk / Return Rank: 1212
Overall Rank
EXH5.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EXH5.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXH5.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EXH5.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXH5.DE Martin Ratio Rank: 1313
Martin Ratio Rank

EGV1.DE
EGV1.DE Risk / Return Rank: 1212
Overall Rank
EGV1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EGV1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EGV1.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EGV1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EGV1.DE Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXH5.DE vs. EGV1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.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.


EXH5.DEEGV1.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.04

1.04

0.00

Calmar ratioReturn relative to maximum drawdown

0.38

0.35

+0.02

Martin ratioReturn relative to average drawdown

0.78

0.75

+0.03

EXH5.DE vs. EGV1.DE - Sharpe Ratio Comparison

The current EXH5.DE Sharpe Ratio is 0.19, which is comparable to the EGV1.DE Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of EXH5.DE and EGV1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXH5.DEEGV1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.18

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.82

+0.02

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

0.31

0.42

-0.11

Drawdowns

EXH5.DE vs. EGV1.DE - Drawdown Comparison

The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than EGV1.DE's maximum drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and EGV1.DE.


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Drawdown Indicators


EXH5.DEEGV1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.44%

-58.31%

-15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-7.50%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-12.53%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-18.39%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-46.55%

-47.02%

+0.47%

Current Drawdown

Current decline from peak

-5.47%

-5.26%

-0.21%

Average Drawdown

Average peak-to-trough decline

-15.47%

-7.81%

-7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.55%

+0.02%

Volatility

EXH5.DE vs. EGV1.DE - Volatility Comparison

iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) have volatilities of 4.83% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH5.DEEGV1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

4.65%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

11.24%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

14.73%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

16.88%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

20.07%

-0.14%

EXH5.DE vs. EGV1.DE - Expense Ratio Comparison

EXH5.DE has a 0.46% expense ratio, which is higher than EGV1.DE's 0.30% expense ratio.


Dividends

EXH5.DE vs. EGV1.DE - Dividend Comparison

EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, less than EGV1.DE's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EXH5.DE
iShares STOXX Europe 600 Insurance UCITS ETF (DE)
3.48%3.39%3.59%3.79%4.51%3.56%2.52%3.84%4.03%4.87%4.34%3.67%

Frequently Asked Questions


With a correlation of 0.97, EXH5.DE and EGV1.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 EXH5.DE.

Both ETFs track STOXX® Europe 600 Insurance. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.46% for EXH5.DE and 0.30% for EGV1.DE.

Portfolio Optimizer

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