LIRU.DE vs. ESIF.DE
LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) and ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) are both Financials Equities funds - LIRU.DE tracks the STOXX® Europe 600 Insurance while ESIF.DE tracks the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, LIRU.DE returned 13.94%/yr vs 19.48%/yr for ESIF.DE. Their correlation of 0.84 suggests significant overlap in exposure. LIRU.DE charges 0.30%/yr vs 0.18%/yr for ESIF.DE.
Performance
LIRU.DE vs. ESIF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LIRU.DE achieves a -2.62% return, which is significantly lower than ESIF.DE's 3.87% return.
LIRU.DE
- 1D
- 0.30%
- 1M
- -3.83%
- YTD
- -2.62%
- 6M
- 3.01%
- 1Y
- 2.58%
- 3Y*
- 18.15%
- 5Y*
- 13.94%
- 10Y*
- 11.13%
ESIF.DE
- 1D
- 0.61%
- 1M
- 0.49%
- YTD
- 3.87%
- 6M
- 10.51%
- 1Y
- 22.17%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 10Y*
- —
LIRU.DE vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc | -2.62% | 29.68% | 22.67% | 12.60% | 3.50% | 19.60% | 2.28% |
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.87% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
Correlation
The correlation between LIRU.DE and ESIF.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.84 |
The correlation between LIRU.DE and ESIF.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
LIRU.DE vs. ESIF.DE — Risk / Return Rank
LIRU.DE
ESIF.DE
LIRU.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.
| LIRU.DE | ESIF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.22 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.81 | -1.44 |
| Martin ratioReturn relative to average drawdown | 0.77 | 6.04 | -5.27 |
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
| LIRU.DE | ESIF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.25 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.02 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.16 | -0.88 |
Drawdowns
LIRU.DE vs. ESIF.DE - Drawdown Comparison
The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than ESIF.DE's maximum drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and ESIF.DE.
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Drawdown Indicators
| LIRU.DE | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -22.93% | -49.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -12.38% | +4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -12.41% | -17.10% | +4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -22.93% | +4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | — | — |
Current DrawdownCurrent decline from peak | -5.24% | -2.65% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -4.14% | -11.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.72% | -0.15% |
Volatility
LIRU.DE vs. ESIF.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) is 4.69%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 5.37%. This indicates that LIRU.DE experiences smaller price fluctuations and is considered to be less risky than ESIF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIRU.DE | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 5.37% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 14.59% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 17.99% | -2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 18.96% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 18.84% | +1.13% |
LIRU.DE vs. ESIF.DE - Expense Ratio Comparison
LIRU.DE has a 0.30% expense ratio, which is higher than ESIF.DE's 0.18% expense ratio.
Dividends
LIRU.DE vs. ESIF.DE - Dividend Comparison
Neither LIRU.DE nor ESIF.DE has paid dividends to shareholders.
Frequently Asked Questions
LIRU.DE and ESIF.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LIRU.DE.
LIRU.DE tracks STOXX® Europe 600 Insurance, while ESIF.DE tracks MSCI World/Financials NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LIRU.DE and 0.18% for ESIF.DE.
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