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LIRU.DE vs. IPRV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIRU.DE vs. IPRV.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 Listed Private Equity UCITS ETF USD (Dist) (IPRV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LIRU.DE is traded in EUR, while IPRV.L is traded in GBp. To make them comparable, the IPRV.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 higher than IPRV.L's -11.30% return. Both investments have delivered pretty close results over the past 10 years, with LIRU.DE having a 11.13% annualized return and IPRV.L not far ahead at 11.59%.


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%

IPRV.L

1D
2.53%
1M
-3.09%
YTD
-11.30%
6M
-9.64%
1Y
-10.12%
3Y*
10.16%
5Y*
6.19%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIRU.DE vs. IPRV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-11.30%-9.62%33.08%35.73%-23.48%54.55%-3.17%49.68%-8.77%11.10%

Correlation

The correlation between LIRU.DE and IPRV.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.54

The correlation between LIRU.DE and IPRV.L shifts across timeframes, from 0.40 (1 year) to 0.56 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

LIRU.DE vs. IPRV.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: 1212
Overall Rank
LIRU.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LIRU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
LIRU.DE Omega Ratio Rank: 1111
Omega Ratio Rank
LIRU.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
LIRU.DE Martin Ratio Rank: 1313
Martin Ratio Rank

IPRV.L
IPRV.L Risk / Return Rank: 66
Overall Rank
IPRV.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 55
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 66
Martin Ratio Rank
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. IPRV.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 Listed Private Equity UCITS ETF USD (Dist) (IPRV.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.DEIPRV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.04

0.93

+0.12

Calmar ratioReturn relative to maximum drawdown

0.37

-0.42

+0.78

Martin ratioReturn relative to average drawdown

0.77

-0.86

+1.63

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

The current LIRU.DE Sharpe Ratio is 0.18, which is higher than the IPRV.L Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of LIRU.DE and IPRV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LIRU.DEIPRV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

-0.52

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.30

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.54

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.15

+0.14

Drawdowns

LIRU.DE vs. IPRV.L - Drawdown Comparison

The maximum LIRU.DE drawdown since its inception was -72.58%, smaller than the maximum IPRV.L drawdown of -78.99%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and IPRV.L.


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Drawdown Indicators


LIRU.DEIPRV.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.58%

-78.99%

+6.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.52%

-24.09%

+16.57%

Max Drawdown (3Y)

Largest decline over 3 years

-12.41%

-30.60%

+18.19%

Max Drawdown (5Y)

Largest decline over 5 years

-18.42%

-30.60%

+12.18%

Max Drawdown (10Y)

Largest decline over 10 years

-46.87%

-50.57%

+3.70%

Current Drawdown

Current decline from peak

-5.24%

-25.07%

+19.83%

Average Drawdown

Average peak-to-trough decline

-15.54%

-14.57%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

11.76%

-8.19%

Volatility

LIRU.DE vs. IPRV.L - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) is 4.69%, while iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) has a volatility of 5.68%. This indicates that LIRU.DE experiences smaller price fluctuations and is considered to be less risky than IPRV.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.DEIPRV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

5.68%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

15.33%

-3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

19.35%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

20.35%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

21.43%

-1.46%

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

LIRU.DE has a 0.30% expense ratio, which is lower than IPRV.L's 0.75% expense ratio.


Dividends

LIRU.DE vs. IPRV.L - Dividend Comparison

LIRU.DE has not paid dividends to shareholders, while IPRV.L's dividend yield for the trailing twelve months is around 5.23%.


PositionTTM20252024202320222021202020192018201720162015
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
5.23%3.98%3.81%4.27%5.26%3.42%4.85%4.28%6.46%6.70%5.33%8.21%
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 IPRV.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LIRU.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LIRU.DE is cheaper with a 0.30% expense ratio, compared with 0.75% for IPRV.L.

LIRU.DE tracks STOXX® Europe 600 Insurance, while IPRV.L tracks S&P Listed Private Equity Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LIRU.DE and 0.75% for IPRV.L.

Portfolio Optimizer

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