EXV1.DE vs. LIRU.DE
EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) and LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) are both Financials Equities funds - EXV1.DE tracks the STOXX® Europe 600 Banks while LIRU.DE tracks the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 10 years, EXV1.DE returned 14.23%/yr vs 11.13%/yr for LIRU.DE. A 0.72 correlation means they provide meaningful diversification when combined. EXV1.DE charges 0.47%/yr vs 0.30%/yr for LIRU.DE.
Performance
EXV1.DE vs. LIRU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV1.DE achieves a 7.43% return, which is significantly higher than LIRU.DE's -2.62% return. Over the past 10 years, EXV1.DE has outperformed LIRU.DE with an annualized return of 14.23%, while LIRU.DE has yielded a comparatively lower 11.13% annualized return.
EXV1.DE
- 1D
- 0.48%
- 1M
- 6.06%
- YTD
- 7.43%
- 6M
- 14.49%
- 1Y
- 41.06%
- 3Y*
- 42.40%
- 5Y*
- 27.92%
- 10Y*
- 14.23%
LIRU.DE
- 1D
- 0.30%
- 1M
- -1.24%
- YTD
- -2.62%
- 6M
- 2.31%
- 1Y
- 2.77%
- 3Y*
- 18.15%
- 5Y*
- 13.94%
- 10Y*
- 11.13%
EXV1.DE vs. LIRU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 7.43% | 77.02% | 32.97% | 26.28% | 1.84% | 37.98% | -24.54% | 15.17% | -25.82% | 11.63% |
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 EXV1.DE and LIRU.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.72 |
The correlation between EXV1.DE and LIRU.DE shifts across timeframes, from 0.63 (3 years) to 0.75 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXV1.DE vs. LIRU.DE — Risk / Return Rank
EXV1.DE
LIRU.DE
EXV1.DE vs. LIRU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.
| EXV1.DE | LIRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.04 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 0.37 | +2.18 |
| Martin ratioReturn relative to average drawdown | 8.70 | 0.77 | +7.93 |
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
| EXV1.DE | LIRU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 0.18 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.83 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.28 | -0.18 |
Drawdowns
EXV1.DE vs. LIRU.DE - Drawdown Comparison
The maximum EXV1.DE drawdown since its inception was -82.30%, which is greater than LIRU.DE's maximum drawdown of -72.58%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and LIRU.DE.
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Drawdown Indicators
| EXV1.DE | LIRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.30% | -72.58% | -9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -7.52% | -8.51% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -12.41% | -7.71% |
Max Drawdown (5Y)Largest decline over 5 years | -28.12% | -18.42% | -9.70% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -46.87% | -9.27% |
Current DrawdownCurrent decline from peak | -1.37% | -5.24% | +3.87% |
Average DrawdownAverage peak-to-trough decline | -44.64% | -15.54% | -29.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 3.57% | +1.14% |
Volatility
EXV1.DE vs. LIRU.DE - Volatility Comparison
iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 5.77% compared to Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) at 4.69%. This indicates that EXV1.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
| EXV1.DE | LIRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 4.69% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 17.93% | 11.56% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.06% | 15.06% | +7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 16.58% | +6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 19.97% | +5.06% |
EXV1.DE vs. LIRU.DE - Expense Ratio Comparison
EXV1.DE has a 0.47% expense ratio, which is higher than LIRU.DE's 0.30% expense ratio.
Dividends
EXV1.DE vs. LIRU.DE - Dividend Comparison
EXV1.DE's dividend yield for the trailing twelve months is around 3.59%, while LIRU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.59% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
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
EXV1.DE and LIRU.DE have a correlation of 0.64, 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 0.47% for EXV1.DE.
EXV1.DE tracks STOXX® Europe 600 Banks, while LIRU.DE tracks STOXX® Europe 600 Insurance. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.47% for EXV1.DE and 0.30% for LIRU.DE.
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