LIRU.DE vs. SC0Y.DE
Compare and contrast key facts about Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) and Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE).
LIRU.DE and SC0Y.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LIRU.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Insurance. It was launched on Aug 18, 2006. SC0Y.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Insurance. It was launched on Jul 8, 2009. Both LIRU.DE and SC0Y.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LIRU.DE vs. SC0Y.DE - Performance Comparison
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LIRU.DE vs. SC0Y.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 | -2.81% | 29.68% | 22.67% | 12.60% | 3.50% | 19.60% | -9.93% | 20.86% | 0.44% | 11.09% |
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | -2.56% | 29.31% | 22.30% | 12.85% | 2.78% | 19.96% | -10.11% | 29.63% | -7.85% | 10.14% |
Returns By Period
In the year-to-date period, LIRU.DE achieves a -2.81% return, which is significantly lower than SC0Y.DE's -2.56% return. Both investments have delivered pretty close results over the past 10 years, with LIRU.DE having a 11.65% annualized return and SC0Y.DE not far behind at 11.28%.
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%
SC0Y.DE
- 1D
- 1.86%
- 1M
- -0.82%
- YTD
- -2.56%
- 6M
- 1.45%
- 1Y
- 7.19%
- 3Y*
- 19.82%
- 5Y*
- 13.79%
- 10Y*
- 11.28%
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LIRU.DE vs. SC0Y.DE - Expense Ratio Comparison
LIRU.DE has a 0.30% expense ratio, which is higher than SC0Y.DE's 0.20% expense ratio.
Return for Risk
LIRU.DE vs. SC0Y.DE — Risk / Return Rank
LIRU.DE
SC0Y.DE
LIRU.DE vs. SC0Y.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 European Insurance Sector UCITS ETF Acc (SC0Y.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 | SC0Y.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.40 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.63 | 0.63 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.09 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.64 | +0.02 |
Martin ratioReturn relative to average drawdown | 1.98 | 2.01 | -0.03 |
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 | SC0Y.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.40 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.83 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.56 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.53 | -0.24 |
Correlation
The correlation between LIRU.DE and SC0Y.DE is 0.94, 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. SC0Y.DE - Dividend Comparison
Neither LIRU.DE nor SC0Y.DE has paid dividends to shareholders.
Drawdowns
LIRU.DE vs. SC0Y.DE - Drawdown Comparison
The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than SC0Y.DE's maximum drawdown of -46.88%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and SC0Y.DE.
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Drawdown Indicators
| LIRU.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -46.88% | -25.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -12.28% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -18.89% | +0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | -46.88% | +0.01% |
Current DrawdownCurrent decline from peak | -2.84% | -2.56% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -15.67% | -7.19% | -8.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 3.57% | +0.08% |
Volatility
LIRU.DE vs. SC0Y.DE - Volatility Comparison
Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) and Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) have volatilities of 5.32% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIRU.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 5.22% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 10.60% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 17.97% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 16.52% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.03% | 19.94% | +0.09% |