LIRU.DE vs. HMEU.L
LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) and HMEU.L (HSBC MSCI Europe UCITS ETF) are both exchange-traded funds - LIRU.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while HMEU.L is a Europe Equities fund tracking the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, LIRU.DE returned 11.13%/yr vs 9.45%/yr for HMEU.L. A 0.69 correlation means they provide meaningful diversification when combined. LIRU.DE charges 0.30%/yr vs 0.25%/yr for HMEU.L.
Performance
LIRU.DE vs. HMEU.L - Performance Comparison
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Different Trading Currencies
LIRU.DE is traded in EUR, while HMEU.L is traded in GBp. To make them comparable, the HMEU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LIRU.DE achieves a -2.62% return, which is significantly lower than HMEU.L's 7.68% return. Over the past 10 years, LIRU.DE has outperformed HMEU.L with an annualized return of 11.13%, while HMEU.L has yielded a comparatively lower 9.45% annualized return.
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%
HMEU.L
- 1D
- 0.52%
- 1M
- 3.26%
- YTD
- 7.68%
- 6M
- 9.79%
- 1Y
- 16.04%
- 3Y*
- 14.56%
- 5Y*
- 10.57%
- 10Y*
- 9.45%
LIRU.DE vs. HMEU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
HMEU.L HSBC MSCI Europe UCITS ETF | 7.68% | 19.31% | 11.36% | 15.68% | -8.33% | 24.69% | -3.29% | 27.34% | -10.56% | 10.52% |
Correlation
The correlation between LIRU.DE and HMEU.L is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2010 | 0.69 |
The correlation between LIRU.DE and HMEU.L shifts across timeframes, from 0.55 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LIRU.DE vs. HMEU.L — Risk / Return Rank
LIRU.DE
HMEU.L
LIRU.DE vs. HMEU.L - 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 HSBC MSCI Europe UCITS ETF (HMEU.L). 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 | HMEU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.70 | -1.33 |
| Martin ratioReturn relative to average drawdown | 0.77 | 6.24 | -5.46 |
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 | HMEU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.27 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.75 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.64 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.62 | -0.34 |
Drawdowns
LIRU.DE vs. HMEU.L - Drawdown Comparison
The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than HMEU.L's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and HMEU.L.
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Drawdown Indicators
| LIRU.DE | HMEU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -35.98% | -36.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -9.41% | +1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -12.41% | -15.73% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -19.24% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | -35.98% | -10.89% |
Current DrawdownCurrent decline from peak | -5.24% | -0.63% | -4.61% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -5.25% | -10.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.57% | +1.00% |
Volatility
LIRU.DE vs. HMEU.L - Volatility Comparison
Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) has a higher volatility of 4.69% compared to HSBC MSCI Europe UCITS ETF (HMEU.L) at 3.96%. This indicates that LIRU.DE's price experiences larger fluctuations and is considered to be riskier than HMEU.L 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 | HMEU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 3.96% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 10.28% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 12.58% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 14.25% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 16.25% | +3.72% |
LIRU.DE vs. HMEU.L - Expense Ratio Comparison
LIRU.DE has a 0.30% expense ratio, which is higher than HMEU.L's 0.25% expense ratio.
Dividends
LIRU.DE vs. HMEU.L - Dividend Comparison
LIRU.DE has not paid dividends to shareholders, while HMEU.L's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMEU.L HSBC MSCI Europe UCITS ETF | 2.44% | 2.55% | 5.65% | 2.80% | 2.85% | 2.16% | 2.13% | 3.10% | 3.29% | 2.77% | 2.82% | 5.28% |
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
LIRU.DE and HMEU.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HMEU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HMEU.L is cheaper with a 0.25% expense ratio, compared with 0.30% for LIRU.DE.
LIRU.DE is categorized as Financials Equities, while HMEU.L is Europe Equities. LIRU.DE tracks STOXX® Europe 600 Insurance, while HMEU.L tracks MSCI Europe NR EUR. They also come from different issuers: Amundi and HSBC. Their fees differ too: 0.30% for LIRU.DE and 0.25% for HMEU.L.
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