LIRU.DE vs. LSMC.DE
LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - LIRU.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 10 years, LIRU.DE returned 11.13%/yr vs 28.49%/yr for LSMC.DE. At a 0.40 correlation, their price movements are largely independent. LIRU.DE charges 0.30%/yr vs 0.45%/yr for LSMC.DE.
Performance
LIRU.DE vs. LSMC.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 LSMC.DE's 63.83% return. Over the past 10 years, LIRU.DE has underperformed LSMC.DE with an annualized return of 11.13%, while LSMC.DE has yielded a comparatively higher 28.49% annualized 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%
LSMC.DE
- 1D
- -3.34%
- 1M
- 12.86%
- YTD
- 63.83%
- 6M
- 63.41%
- 1Y
- 126.99%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
LIRU.DE vs. LSMC.DE - 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% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 39.73% | -5.73% | 12.36% |
Correlation
The correlation between LIRU.DE and LSMC.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2008 | 0.40 |
Over the past year, the correlation between LIRU.DE and LSMC.DE has dropped to 0.13 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
LIRU.DE vs. LSMC.DE — Risk / Return Rank
LIRU.DE
LSMC.DE
LIRU.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.09 | ||
| Sortino ratioReturn per unit of downside risk | -4.25 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.59 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 10.37 | -10.00 |
| Martin ratioReturn relative to average drawdown | 0.77 | 32.83 | -32.05 |
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 | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 4.27 | -4.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.15 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.09 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.82 | -0.53 |
Drawdowns
LIRU.DE vs. LSMC.DE - Drawdown Comparison
The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than LSMC.DE's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and LSMC.DE.
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Drawdown Indicators
| LIRU.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -39.77% | -32.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -12.53% | +5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -12.41% | -36.22% | +23.81% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -39.77% | +21.35% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | -39.77% | -7.10% |
Current DrawdownCurrent decline from peak | -5.24% | -3.34% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -9.37% | -6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.96% | -0.39% |
Volatility
LIRU.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) is 4.69%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that LIRU.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 11.23% | -6.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 22.18% | -10.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 30.40% | -15.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 31.21% | -14.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 26.06% | -6.09% |
LIRU.DE vs. LSMC.DE - Expense Ratio Comparison
LIRU.DE has a 0.30% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
LIRU.DE vs. LSMC.DE - Dividend Comparison
Neither LIRU.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
LIRU.DE and LSMC.DE have a correlation of 0.13, 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 0.45% for LSMC.DE.
LIRU.DE is categorized as Financials Equities, while LSMC.DE is Semiconductors. LIRU.DE tracks STOXX® Europe 600 Insurance, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.30% for LIRU.DE and 0.45% for LSMC.DE.
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