INDA.DE vs. IUS2.DE
INDA.DE (Lyxor STOXX Europe 600 Banks UCITS ETF Dist) and IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) are both Financials Equities funds - INDA.DE tracks the STOXX® Europe 600 Banks while IUS2.DE tracks the S&P 900 Banks 7/4 Capped. Both are passively managed. Over the past 5 years, INDA.DE returned 26.58%/yr vs 5.75%/yr for IUS2.DE. A 0.55 correlation means they provide meaningful diversification when combined. INDA.DE charges 0.30%/yr vs 0.35%/yr for IUS2.DE.
Performance
INDA.DE vs. IUS2.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, INDA.DE achieves a 7.47% return, which is significantly higher than IUS2.DE's 4.22% return.
INDA.DE
- 1D
- 0.46%
- 1M
- 6.24%
- YTD
- 7.47%
- 6M
- 14.62%
- 1Y
- 41.55%
- 3Y*
- 40.68%
- 5Y*
- 26.58%
- 10Y*
- 13.89%
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
INDA.DE vs. IUS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
INDA.DE Lyxor STOXX Europe 600 Banks UCITS ETF Dist | 7.47% | 76.64% | 32.75% | 22.04% | 1.47% | 37.53% | -23.78% | 15.32% | -22.20% |
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
Correlation
The correlation between INDA.DE and IUS2.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.55 |
The correlation between INDA.DE and IUS2.DE has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.
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
INDA.DE vs. IUS2.DE — Risk / Return Rank
INDA.DE
IUS2.DE
INDA.DE vs. IUS2.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 iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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 | IUS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 1.74 | +0.91 |
| Martin ratioReturn relative to average drawdown | 8.93 | 4.72 | +4.22 |
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
| INDA.DE | IUS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.22 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 0.21 | +0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.20 | -0.02 |
Drawdowns
INDA.DE vs. IUS2.DE - Drawdown Comparison
The maximum INDA.DE drawdown since its inception was -70.13%, which is greater than IUS2.DE's maximum drawdown of -49.73%. Use the drawdown chart below to compare losses from any high point for INDA.DE and IUS2.DE.
Loading charts...
Drawdown Indicators
| INDA.DE | IUS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.13% | -49.73% | -20.40% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -14.73% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -20.38% | -32.32% | +11.94% |
Max Drawdown (5Y)Largest decline over 5 years | -27.77% | -48.08% | +20.31% |
Max Drawdown (10Y)Largest decline over 10 years | -55.08% | — | — |
Current DrawdownCurrent decline from peak | -1.73% | -3.92% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -26.50% | -16.24% | -10.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 5.44% | -0.80% |
Volatility
INDA.DE vs. IUS2.DE - Volatility Comparison
Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) and iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) have volatilities of 5.98% and 5.80%, 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.
Loading charts...
Volatility by Period
| INDA.DE | IUS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 5.80% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 17.92% | 15.40% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.30% | 20.99% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 26.98% | -2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.34% | 30.10% | -3.76% |
INDA.DE vs. IUS2.DE - Expense Ratio Comparison
INDA.DE has a 0.30% expense ratio, which is lower than IUS2.DE's 0.35% expense ratio.
Dividends
INDA.DE vs. IUS2.DE - Dividend Comparison
INDA.DE's dividend yield for the trailing twelve months is around 5.05%, while IUS2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
INDA.DE Lyxor STOXX Europe 600 Banks UCITS ETF Dist | 5.05% | 5.42% | 5.93% | 1.58% | 5.04% | 3.76% | 1.42% | 4.45% | 4.56% |
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
INDA.DE and IUS2.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, INDA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
INDA.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for IUS2.DE.
INDA.DE tracks STOXX® Europe 600 Banks, while IUS2.DE tracks S&P 900 Banks 7/4 Capped. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for INDA.DE and 0.35% for IUS2.DE.
Find the right allocation for INDA.DE and IUS2.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