LIRU.DE vs. LYBK.DE
LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both Financials Equities funds from Amundi - LIRU.DE tracks the STOXX® Europe 600 Insurance while LYBK.DE tracks the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, LIRU.DE returned 13.94%/yr vs 29.06%/yr for LYBK.DE. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
LIRU.DE vs. LYBK.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 LYBK.DE's 5.35% 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%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
LIRU.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -3.45% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
Correlation
The correlation between LIRU.DE and LYBK.DE is 0.59, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.70 |
The correlation between LIRU.DE and LYBK.DE shifts across timeframes, from 0.59 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LIRU.DE vs. LYBK.DE — Risk / Return Rank
LIRU.DE
LYBK.DE
LIRU.DE vs. LYBK.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 Euro Stoxx Banks UCITS ETF Acc (LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.29 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 2.41 | -2.04 |
| Martin ratioReturn relative to average drawdown | 0.77 | 7.56 | -6.79 |
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 | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.72 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.13 | -0.30 |
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 | 0.46 | -0.18 |
Drawdowns
LIRU.DE vs. LYBK.DE - Drawdown Comparison
The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than LYBK.DE's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and LYBK.DE.
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Drawdown Indicators
| LIRU.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -62.22% | -10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -17.12% | +9.60% |
Max Drawdown (3Y)Largest decline over 3 years | -12.41% | -19.90% | +7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -34.32% | +15.90% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | — | — |
Current DrawdownCurrent decline from peak | -5.24% | -1.83% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -19.62% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 5.47% | -1.90% |
Volatility
LIRU.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) is 4.69%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that LIRU.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 5.84% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 19.19% | -7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 23.95% | -8.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 25.45% | -8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 28.55% | -8.58% |
LIRU.DE vs. LYBK.DE - Expense Ratio Comparison
Both LIRU.DE and LYBK.DE have an expense ratio of 0.30%.
Dividends
LIRU.DE vs. LYBK.DE - Dividend Comparison
Neither LIRU.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
LIRU.DE and LYBK.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LIRU.DE and LYBK.DE have the same expense ratio: 0.30% per year.
LIRU.DE tracks STOXX® Europe 600 Insurance, while LYBK.DE tracks EURO STOXX® Banks.
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