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LIRU.DE vs. LYP6.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LIRU.DE vs. LYP6.DE - 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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

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LIRU.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%3.89%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
1.52%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%

Returns By Period

In the year-to-date period, LIRU.DE achieves a -2.81% return, which is significantly lower than LYP6.DE's 1.52% 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%

LYP6.DE

1D
2.51%
1M
-3.67%
YTD
1.52%
6M
6.88%
1Y
14.20%
3Y*
12.51%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LIRU.DE vs. LYP6.DE - Expense Ratio Comparison

LIRU.DE has a 0.30% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Return for Risk

LIRU.DE vs. LYP6.DE — 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: 2323
Overall Rank
LIRU.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LIRU.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
LIRU.DE Omega Ratio Rank: 2222
Omega Ratio Rank
LIRU.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
LIRU.DE Martin Ratio Rank: 2525
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 5151
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5656
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. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.DELYP6.DEDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.93

-0.54

Sortino ratio

Return per unit of downside risk

0.63

1.28

-0.65

Omega ratio

Gain probability vs. loss probability

1.09

1.20

-0.11

Calmar ratio

Return relative to maximum drawdown

0.67

1.48

-0.81

Martin ratio

Return relative to average drawdown

1.98

5.71

-3.73

LIRU.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current LIRU.DE Sharpe Ratio is 0.39, which is lower than the LYP6.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of LIRU.DE and LYP6.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LIRU.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.93

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.68

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.52

-0.24

Correlation

The correlation between LIRU.DE and LYP6.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LIRU.DE vs. LYP6.DE - Dividend Comparison

Neither LIRU.DE nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LIRU.DE vs. LYP6.DE - Drawdown Comparison

The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than LYP6.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and LYP6.DE.


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Drawdown Indicators


LIRU.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.58%

-35.51%

-37.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-12.40%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.42%

-20.71%

+2.29%

Max Drawdown (10Y)

Largest decline over 10 years

-46.87%

Current Drawdown

Current decline from peak

-2.84%

-5.22%

+2.38%

Average Drawdown

Average peak-to-trough decline

-15.67%

-4.90%

-10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.59%

+1.06%

Volatility

LIRU.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) is 5.32%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 5.88%. This indicates that LIRU.DE experiences smaller price fluctuations and is considered to be less risky than LYP6.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.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

5.88%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

9.20%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

15.17%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

14.24%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.03%

15.84%

+4.19%