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LIRU.DE vs. S7XE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIRU.DE vs. S7XE.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 Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE). The values are adjusted to include any dividend payments, if applicable.

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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 S7XE.DE's 4.99% return. Over the past 10 years, LIRU.DE has underperformed S7XE.DE with an annualized return of 11.13%, while S7XE.DE has yielded a comparatively higher 14.41% 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%

S7XE.DE

1D
1.09%
1M
6.30%
YTD
4.99%
6M
11.64%
1Y
38.45%
3Y*
44.23%
5Y*
28.00%
10Y*
14.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIRU.DE vs. S7XE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
4.99%86.82%30.66%28.83%0.46%39.15%-23.11%18.12%-32.15%14.80%

Correlation

The correlation between LIRU.DE and S7XE.DE is 0.60, 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 (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2011

0.73

The correlation between LIRU.DE and S7XE.DE shifts across timeframes, from 0.60 (3 years) to 0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LIRU.DE vs. S7XE.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: 1212
Overall Rank
LIRU.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LIRU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
LIRU.DE Omega Ratio Rank: 1111
Omega Ratio Rank
LIRU.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
LIRU.DE Martin Ratio Rank: 1313
Martin Ratio Rank

S7XE.DE
S7XE.DE Risk / Return Rank: 4444
Overall Rank
S7XE.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 4242
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 4343
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. S7XE.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 Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.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.DES7XE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.04

1.27

-0.22

Calmar ratioReturn relative to maximum drawdown

0.37

2.20

-1.83

Martin ratioReturn relative to average drawdown

0.77

6.92

-6.15

LIRU.DE vs. S7XE.DE - Sharpe Ratio Comparison

The current LIRU.DE Sharpe Ratio is 0.18, which is lower than the S7XE.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of LIRU.DE and S7XE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LIRU.DES7XE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.59

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.08

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.50

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.24

+0.05

Drawdowns

LIRU.DE vs. S7XE.DE - Drawdown Comparison

The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than S7XE.DE's maximum drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and S7XE.DE.


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Drawdown Indicators


LIRU.DES7XE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.58%

-65.33%

-7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.52%

-17.42%

+9.90%

Max Drawdown (3Y)

Largest decline over 3 years

-12.41%

-19.82%

+7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-18.42%

-35.42%

+17.00%

Max Drawdown (10Y)

Largest decline over 10 years

-46.87%

-63.10%

+16.23%

Current Drawdown

Current decline from peak

-5.24%

-2.02%

-3.22%

Average Drawdown

Average peak-to-trough decline

-15.54%

-23.01%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

5.54%

-1.97%

Volatility

LIRU.DE vs. S7XE.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) is 4.69%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a volatility of 6.10%. This indicates that LIRU.DE experiences smaller price fluctuations and is considered to be less risky than S7XE.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.DES7XE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

6.10%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

19.27%

-7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

24.08%

-9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

25.60%

-9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

28.66%

-8.69%

LIRU.DE vs. S7XE.DE - Expense Ratio Comparison

Both LIRU.DE and S7XE.DE have an expense ratio of 0.30%.


Dividends

LIRU.DE vs. S7XE.DE - Dividend Comparison

Neither LIRU.DE nor S7XE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LIRU.DE and S7XE.DE have a correlation of 0.60, 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 S7XE.DE have the same expense ratio: 0.30% per year.

LIRU.DE tracks STOXX® Europe 600 Insurance, while S7XE.DE tracks EURO STOXX® Optimised Banks. They also come from different issuers: Amundi and Invesco.

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