LIRU.DE vs. LYPD.DE
LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) and LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) are both Financials Equities funds from Amundi - LIRU.DE tracks the STOXX® Europe 600 Insurance while LYPD.DE tracks the MSCI World Financials. Both are passively managed. Over the past 10 years, LIRU.DE returned 11.13%/yr vs 11.83%/yr for LYPD.DE. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
LIRU.DE vs. LYPD.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 LYPD.DE's 0.92% return. Over the past 10 years, LIRU.DE has underperformed LYPD.DE with an annualized return of 11.13%, while LYPD.DE has yielded a comparatively higher 11.83% annualized return.
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%
LYPD.DE
- 1D
- 1.87%
- 1M
- 2.72%
- YTD
- 0.92%
- 6M
- 4.68%
- 1Y
- 12.20%
- 3Y*
- 20.69%
- 5Y*
- 12.81%
- 10Y*
- 11.83%
LIRU.DE vs. LYPD.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% |
LYPD.DE Amundi MSCI World Financials UCITS ETF EUR Acc | 0.92% | 15.56% | 33.60% | 12.32% | -5.01% | 39.46% | -11.53% | 29.12% | -13.88% | 8.07% |
Correlation
The correlation between LIRU.DE and LYPD.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.75 |
The correlation between LIRU.DE and LYPD.DE shifts across timeframes, from 0.63 (3 years) to 0.75 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LIRU.DE vs. LYPD.DE — Risk / Return Rank
LIRU.DE
LYPD.DE
LIRU.DE vs. LYPD.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 World Financials UCITS ETF EUR Acc (LYPD.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 | LYPD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.16 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.26 | -0.89 |
| Martin ratioReturn relative to average drawdown | 0.77 | 3.81 | -3.03 |
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 | LYPD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.87 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.77 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.63 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.58 | -0.30 |
Drawdowns
LIRU.DE vs. LYPD.DE - Drawdown Comparison
The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than LYPD.DE's maximum drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and LYPD.DE.
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Drawdown Indicators
| LIRU.DE | LYPD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -42.19% | -30.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -9.63% | +2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -12.41% | -20.02% | +7.61% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -20.02% | +1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | -42.19% | -4.68% |
Current DrawdownCurrent decline from peak | -5.24% | -1.02% | -4.22% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -7.01% | -8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.20% | +0.37% |
Volatility
LIRU.DE vs. LYPD.DE - Volatility Comparison
Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) has a higher volatility of 4.69% compared to Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) at 3.44%. This indicates that LIRU.DE's price experiences larger fluctuations and is considered to be riskier than LYPD.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 | LYPD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 3.44% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 10.35% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 13.94% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 16.53% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 18.69% | +1.28% |
LIRU.DE vs. LYPD.DE - Expense Ratio Comparison
Both LIRU.DE and LYPD.DE have an expense ratio of 0.30%.
Dividends
LIRU.DE vs. LYPD.DE - Dividend Comparison
Neither LIRU.DE nor LYPD.DE has paid dividends to shareholders.
Frequently Asked Questions
LIRU.DE and LYPD.DE have a correlation of 0.66, 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 LYPD.DE have the same expense ratio: 0.30% per year.
LIRU.DE tracks STOXX® Europe 600 Insurance, while LYPD.DE tracks MSCI World Financials.
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