LIRU.DE vs. IAPD.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) and iShares Asia Pacific Dividend UCITS (IAPD.L).

LIRU.DE and IAPD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LIRU.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Insurance. It was launched on Aug 18, 2006. IAPD.L is a passively managed fund by iShares that tracks the performance of the MSCI AC Asia Pacific NR USD. It was launched on Jun 2, 2006. Both LIRU.DE and IAPD.L 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

LIRU.DE vs. IAPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) and iShares Asia Pacific Dividend UCITS (IAPD.L). The values are adjusted to include any dividend payments, if applicable.

LIRU.DE vs. IAPD.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	-2.81%	29.68%	22.67%	12.60%	3.50%	19.60%	-9.93%	20.86%	0.44%	11.09%
IAPD.L iShares Asia Pacific Dividend UCITS	12.27%	16.50%	14.80%	11.30%	5.65%	13.77%	-16.43%	19.10%	-9.67%	3.99%

Different Trading Currencies

LIRU.DE is traded in EUR, while IAPD.L is traded in GBp. To make them comparable, the IAPD.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 -2.81% return, which is significantly lower than IAPD.L's 12.27% return. Over the past 10 years, LIRU.DE has outperformed IAPD.L with an annualized return of 11.65%, while IAPD.L has yielded a comparatively lower 8.92% annualized return.

LIRU.DE

• 1D: 1.96%
• 1M: -0.79%
• YTD: -2.81%
• 6M: 1.47%
• 1Y: 7.12%
• 3Y*: 20.03%
• 5Y*: 13.90%
• 10Y*: 11.65%

IAPD.L

• 1D: 2.14%
• 1M: -2.39%
• YTD: 12.27%
• 6M: 20.30%
• 1Y: 34.83%
• 3Y*: 18.78%
• 5Y*: 12.22%
• 10Y*: 8.92%

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

LIRU.DE vs. IAPD.L - Expense Ratio Comparison

LIRU.DE has a 0.30% expense ratio, which is lower than IAPD.L's 0.59% expense ratio.

IAPD.L

iShares Asia Pacific Dividend UCITS

LIRU.DE

Lyxor STOXX Europe 600 Insurance UCITS ETF Acc

Return for Risk

LIRU.DE vs. IAPD.L — Risk / Return Rank

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

LIRU.DE

LIRU.DE Risk / Return Rank: 23
LIRU.DE Sharpe Ratio Rank: 22
LIRU.DE Sortino Ratio Rank: 21
LIRU.DE Omega Ratio Rank: 22
LIRU.DE Calmar Ratio Rank: 26
LIRU.DE Martin Ratio Rank: 25

IAPD.L

IAPD.L Risk / Return Rank: 97
IAPD.L Sharpe Ratio Rank: 97
IAPD.L Sortino Ratio Rank: 97
IAPD.L Omega Ratio Rank: 97
IAPD.L Calmar Ratio Rank: 96
IAPD.L Martin Ratio Rank: 97

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.

LIRU.DE vs. IAPD.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 iShares Asia Pacific Dividend UCITS (IAPD.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	IAPD.L	Difference
Sharpe ratio Return per unit of total volatility	0.39	2.47	-2.08
Sortino ratio Return per unit of downside risk	0.63	3.00	-2.37
Omega ratio Gain probability vs. loss probability	1.09	1.49	-0.40
Calmar ratio Return relative to maximum drawdown	0.67	3.56	-2.90
Martin ratio Return relative to average drawdown	1.98	16.33	-14.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIRU.DE vs. IAPD.L - Sharpe Ratio Comparison

The current LIRU.DE Sharpe Ratio is 0.39, which is lower than the IAPD.L Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of LIRU.DE and IAPD.L, 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

	LIRU.DE	IAPD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	2.47	-2.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.93	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.55	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.37	-0.09

Correlation

The correlation between LIRU.DE and IAPD.L is 0.47, 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

LIRU.DE vs. IAPD.L - Dividend Comparison

LIRU.DE has not paid dividends to shareholders, while IAPD.L's dividend yield for the trailing twelve months is around 4.95%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IAPD.L iShares Asia Pacific Dividend UCITS	4.95%	5.67%	6.72%	7.29%	8.34%	7.53%	4.77%	7.26%	7.70%	6.15%	5.60%	8.10%

Drawdowns

LIRU.DE vs. IAPD.L - Drawdown Comparison

The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than IAPD.L's maximum drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and IAPD.L.

Drawdown Indicators

	LIRU.DE	IAPD.L	Difference
Max Drawdown Largest peak-to-trough decline	-72.58%	-52.66%	-19.92%
Max Drawdown (1Y) Largest decline over 1 year	-12.07%	-11.25%	-0.82%
Max Drawdown (5Y) Largest decline over 5 years	-18.42%	-16.88%	-1.54%
Max Drawdown (10Y) Largest decline over 10 years	-46.87%	-37.53%	-9.34%
Current Drawdown Current decline from peak	-2.84%	-4.09%	+1.25%
Average Drawdown Average peak-to-trough decline	-15.67%	-7.41%	-8.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	2.14%	+1.51%

Volatility

LIRU.DE vs. IAPD.L - Volatility Comparison

Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) has a higher volatility of 5.32% compared to iShares Asia Pacific Dividend UCITS (IAPD.L) at 4.35%. This indicates that LIRU.DE's price experiences larger fluctuations and is considered to be riskier than IAPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIRU.DE	IAPD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.32%	4.35%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	10.74%	8.16%	+2.58%
Volatility (1Y) Calculated over the trailing 1-year period	18.07%	14.10%	+3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	13.10%	+3.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.03%	16.18%	+3.85%