IUS2.DE vs. EGV1.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and EGV1.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Dist) are both Financials Equities funds - IUS2.DE tracks the S&P 900 Banks 7/4 Capped while EGV1.DE tracks the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 5 years, IUS2.DE returned 5.75%/yr vs 13.93%/yr for EGV1.DE. A 0.56 correlation means they provide meaningful diversification when combined. IUS2.DE charges 0.35%/yr vs 0.30%/yr for EGV1.DE.
Performance
IUS2.DE vs. EGV1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS2.DE achieves a 4.22% return, which is significantly higher than EGV1.DE's -2.79% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 0.42%
- YTD
- 4.22%
- 6M
- 7.63%
- 1Y
- 26.47%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
EGV1.DE
- 1D
- 0.03%
- 1M
- -4.09%
- YTD
- -2.79%
- 6M
- 2.71%
- 1Y
- 2.04%
- 3Y*
- 18.08%
- 5Y*
- 13.93%
- 10Y*
- 11.16%
IUS2.DE vs. EGV1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% | -9.79% |
Correlation
The correlation between IUS2.DE and EGV1.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.56 |
The correlation between IUS2.DE and EGV1.DE shifts across timeframes, from 0.40 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUS2.DE vs. EGV1.DE — Risk / Return Rank
IUS2.DE
EGV1.DE
IUS2.DE vs. EGV1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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.
| IUS2.DE | EGV1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.04 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.35 | +1.38 |
| Martin ratioReturn relative to average drawdown | 4.72 | 0.75 | +3.96 |
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
| IUS2.DE | EGV1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.18 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.82 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.42 | -0.21 |
Drawdowns
IUS2.DE vs. EGV1.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, smaller than the maximum EGV1.DE drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and EGV1.DE.
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Drawdown Indicators
| IUS2.DE | EGV1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -58.31% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -7.50% | -7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -12.53% | -19.79% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -18.39% | -29.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.02% | — |
Current DrawdownCurrent decline from peak | -3.92% | -5.26% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -7.81% | -8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 3.55% | +1.89% |
Volatility
IUS2.DE vs. EGV1.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.80% compared to Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) at 4.65%. This indicates that IUS2.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.
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Volatility by Period
| IUS2.DE | EGV1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.65% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 11.24% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 14.73% | +6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 16.88% | +10.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 20.07% | +10.03% |
IUS2.DE vs. EGV1.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is higher than EGV1.DE's 0.30% expense ratio.
Dividends
IUS2.DE vs. EGV1.DE - Dividend Comparison
IUS2.DE has not paid dividends to shareholders, while EGV1.DE's dividend yield for the trailing twelve months is around 4.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% | 0.00% |
Frequently Asked Questions
IUS2.DE and EGV1.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.35% for IUS2.DE.
IUS2.DE tracks S&P 900 Banks 7/4 Capped, while EGV1.DE tracks STOXX® Europe 600 Insurance. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for IUS2.DE and 0.30% for EGV1.DE.
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