LIRU.DE vs. LYPG.DE
LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) and LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) are both exchange-traded funds - LIRU.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while LYPG.DE is a Technology Equities fund tracking the MSCI World Information Technology. Both are passively managed. Over the past 10 years, LIRU.DE returned 11.13%/yr vs 23.74%/yr for LYPG.DE. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.
Performance
LIRU.DE vs. LYPG.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 LYPG.DE's 25.00% return. Over the past 10 years, LIRU.DE has underperformed LYPG.DE with an annualized return of 11.13%, while LYPG.DE has yielded a comparatively higher 23.74% 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%
LYPG.DE
- 1D
- -2.08%
- 1M
- 12.62%
- YTD
- 25.00%
- 6M
- 23.20%
- 1Y
- 47.39%
- 3Y*
- 28.91%
- 5Y*
- 22.18%
- 10Y*
- 23.74%
LIRU.DE vs. LYPG.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% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 25.00% | 9.20% | 41.03% | 49.19% | -28.32% | 41.72% | 30.66% | 51.20% | 0.61% | 20.65% |
Correlation
The correlation between LIRU.DE and LYPG.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.45 |
Over the past year, the correlation between LIRU.DE and LYPG.DE has dropped to 0.21 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
LIRU.DE vs. LYPG.DE — Risk / Return Rank
LIRU.DE
LYPG.DE
LIRU.DE vs. LYPG.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 Information Technology UCITS ETF EUR Acc (LYPG.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 | LYPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.38 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 3.09 | -2.73 |
| Martin ratioReturn relative to average drawdown | 0.77 | 8.18 | -7.40 |
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 | LYPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 2.35 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.97 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.10 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.02 | -0.74 |
Drawdowns
LIRU.DE vs. LYPG.DE - Drawdown Comparison
The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and LYPG.DE.
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Drawdown Indicators
| LIRU.DE | LYPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -31.83% | -40.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -15.58% | +8.06% |
Max Drawdown (3Y)Largest decline over 3 years | -12.41% | -29.64% | +17.23% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -29.64% | +11.22% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | -31.83% | -15.04% |
Current DrawdownCurrent decline from peak | -5.24% | -2.70% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -5.69% | -9.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 5.91% | -2.34% |
Volatility
LIRU.DE vs. LYPG.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) is 4.69%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.17%. This indicates that LIRU.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.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 | LYPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 7.17% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 15.06% | -3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 20.52% | -5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 22.56% | -5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 21.45% | -1.48% |
LIRU.DE vs. LYPG.DE - Expense Ratio Comparison
Both LIRU.DE and LYPG.DE have an expense ratio of 0.30%.
Dividends
LIRU.DE vs. LYPG.DE - Dividend Comparison
Neither LIRU.DE nor LYPG.DE has paid dividends to shareholders.
Frequently Asked Questions
LIRU.DE and LYPG.DE have a correlation of 0.21, 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 LYPG.DE have the same expense ratio: 0.30% per year.
LIRU.DE is categorized as Financials Equities, while LYPG.DE is Technology Equities. LIRU.DE tracks STOXX® Europe 600 Insurance, while LYPG.DE tracks MSCI World Information Technology.
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