INDA.DE vs. EGV1.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE).

INDA.DE and EGV1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INDA.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Banks. It was launched on Sep 24, 2020. EGV1.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Insurance. It was launched on Sep 3, 2020. Both INDA.DE and EGV1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

INDA.DE vs. EGV1.DE - Performance Comparison

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INDA.DE Lyxor STOXX Europe 600 Banks UCITS ETF Dist	-1.87%	76.64%	32.75%	22.04%	1.47%	37.53%	-23.78%	15.32%	-25.43%	11.50%
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist	-2.81%	23.89%	22.98%	12.79%	3.54%	19.62%	-10.07%	30.21%	-6.75%	11.48%

Returns By Period

In the year-to-date period, INDA.DE achieves a -1.87% return, which is significantly higher than EGV1.DE's -2.81% return. Over the past 10 years, INDA.DE has outperformed EGV1.DE with an annualized return of 13.43%, while EGV1.DE has yielded a comparatively lower 11.21% annualized return.

INDA.DE

• 1D: 4.70%
• 1M: -2.37%
• YTD: -1.87%
• 6M: 11.96%
• 1Y: 37.34%
• 3Y*: 38.87%
• 5Y*: 26.86%
• 10Y*: 13.43%

EGV1.DE

• 1D: 1.97%
• 1M: -0.80%
• YTD: -2.81%
• 6M: -3.11%
• 1Y: 1.90%
• 3Y*: 18.31%
• 5Y*: 12.91%
• 10Y*: 11.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both INDA.DE and EGV1.DE have an expense ratio of 0.30%.

INDA.DE

Lyxor STOXX Europe 600 Banks UCITS ETF Dist

EGV1.DE

Lyxor STOXX Europe 600 Insurance UCITS ETF Dist

Return for Risk

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

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

INDA.DE

INDA.DE Risk / Return Rank: 74
INDA.DE Sharpe Ratio Rank: 77
INDA.DE Sortino Ratio Rank: 73
INDA.DE Omega Ratio Rank: 70
INDA.DE Calmar Ratio Rank: 79
INDA.DE Martin Ratio Rank: 73

EGV1.DE

EGV1.DE Risk / Return Rank: 14
EGV1.DE Sharpe Ratio Rank: 14
EGV1.DE Sortino Ratio Rank: 13
EGV1.DE Omega Ratio Rank: 13
EGV1.DE Calmar Ratio Rank: 16
EGV1.DE Martin Ratio Rank: 15

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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.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.

	INDA.DE	EGV1.DE	Difference
Sharpe ratio Return per unit of total volatility	1.50	0.10	+1.40
Sortino ratio Return per unit of downside risk	1.96	0.26	+1.70
Omega ratio Gain probability vs. loss probability	1.27	1.04	+0.23
Calmar ratio Return relative to maximum drawdown	2.44	0.25	+2.19
Martin ratio Return relative to average drawdown	8.39	0.57	+7.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current INDA.DE Sharpe Ratio is 1.50, which is higher than the EGV1.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of INDA.DE and EGV1.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	INDA.DE	EGV1.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	0.10	+1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.21	0.76	+0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.56	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.41	-0.24

Correlation

The correlation between INDA.DE and EGV1.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

INDA.DE vs. EGV1.DE - Dividend Comparison

INDA.DE's dividend yield for the trailing twelve months is around 5.53%, while EGV1.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
INDA.DE Lyxor STOXX Europe 600 Banks UCITS ETF Dist	5.53%	5.42%	5.93%	1.58%	5.04%	3.76%	1.42%	4.45%	4.56%	0.00%
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist	0.00%	0.00%	4.77%	3.93%	5.03%	4.53%	4.35%	3.71%	4.26%	0.59%

Drawdowns

INDA.DE vs. EGV1.DE - Drawdown Comparison

The maximum INDA.DE drawdown since its inception was -70.13%, 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 INDA.DE and EGV1.DE.

Drawdown Indicators

	INDA.DE	EGV1.DE	Difference
Max Drawdown Largest peak-to-trough decline	-70.13%	-58.31%	-11.82%
Max Drawdown (1Y) Largest decline over 1 year	-17.26%	-11.89%	-5.37%
Max Drawdown (5Y) Largest decline over 5 years	-27.77%	-18.39%	-9.38%
Max Drawdown (10Y) Largest decline over 10 years	-55.08%	-47.02%	-8.06%
Current Drawdown Current decline from peak	-9.27%	-5.55%	-3.72%
Average Drawdown Average peak-to-trough decline	-26.75%	-7.92%	-18.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.53%	4.67%	-0.14%

Volatility

INDA.DE vs. EGV1.DE - Volatility Comparison

Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) has a higher volatility of 9.43% compared to Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) at 5.23%. This indicates that INDA.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.

Volatility by Period

	INDA.DE	EGV1.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.43%	5.23%	+4.20%
Volatility (6M) Calculated over the trailing 6-month period	16.39%	11.09%	+5.30%
Volatility (1Y) Calculated over the trailing 1-year period	24.86%	18.83%	+6.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.87%	16.85%	+7.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.58%	20.16%	+6.42%