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LIRU.DE vs. V50A.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LIRU.DE vs. V50A.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 EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). The values are adjusted to include any dividend payments, if applicable.

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LIRU.DE vs. V50A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LIRU.DE
Lyxor STOXX Europe 600 Insurance UCITS ETF Acc
-2.50%29.68%22.67%12.60%3.50%19.60%-9.93%20.86%0.44%11.09%
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
-1.37%22.17%11.16%22.51%-8.94%23.51%-2.91%30.09%-12.12%9.96%

Returns By Period

In the year-to-date period, LIRU.DE achieves a -2.50% return, which is significantly lower than V50A.DE's -1.37% return. Over the past 10 years, LIRU.DE has outperformed V50A.DE with an annualized return of 11.68%, while V50A.DE has yielded a comparatively lower 9.94% annualized return.


LIRU.DE

1D
0.33%
1M
3.86%
YTD
-2.50%
6M
2.20%
1Y
7.59%
3Y*
20.27%
5Y*
13.97%
10Y*
11.68%

V50A.DE

1D
-0.66%
1M
-1.14%
YTD
-1.37%
6M
1.61%
1Y
10.70%
3Y*
12.98%
5Y*
10.75%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LIRU.DE vs. V50A.DE - Expense Ratio Comparison

LIRU.DE has a 0.30% expense ratio, which is higher than V50A.DE's 0.15% expense ratio.


Return for Risk

LIRU.DE vs. V50A.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: 2626
Overall Rank
LIRU.DE Sharpe Ratio Rank: 2323
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: 3737
Calmar Ratio Rank
LIRU.DE Martin Ratio Rank: 2626
Martin Ratio Rank

V50A.DE
V50A.DE Risk / Return Rank: 3535
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 2828
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 4444
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. V50A.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 EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.DEV50A.DEDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.61

-0.19

Sortino ratio

Return per unit of downside risk

0.66

0.93

-0.27

Omega ratio

Gain probability vs. loss probability

1.10

1.13

-0.03

Calmar ratio

Return relative to maximum drawdown

1.20

1.36

-0.16

Martin ratio

Return relative to average drawdown

2.61

5.01

-2.39

LIRU.DE vs. V50A.DE - Sharpe Ratio Comparison

The current LIRU.DE Sharpe Ratio is 0.42, which is lower than the V50A.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of LIRU.DE and V50A.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.DEV50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.61

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.62

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.54

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.41

-0.12

Correlation

The correlation between LIRU.DE and V50A.DE is 0.78, 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. V50A.DE - Dividend Comparison

Neither LIRU.DE nor V50A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LIRU.DE vs. V50A.DE - Drawdown Comparison

The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than V50A.DE's maximum drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and V50A.DE.


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Drawdown Indicators


LIRU.DEV50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.58%

-38.57%

-34.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-10.92%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.42%

-23.31%

+4.89%

Max Drawdown (10Y)

Largest decline over 10 years

-46.87%

-38.57%

-8.30%

Current Drawdown

Current decline from peak

-2.52%

-7.59%

+5.07%

Average Drawdown

Average peak-to-trough decline

-15.66%

-7.26%

-8.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.97%

+0.49%

Volatility

LIRU.DE vs. V50A.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) is 5.19%, while Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a volatility of 6.38%. This indicates that LIRU.DE experiences smaller price fluctuations and is considered to be less risky than V50A.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.DEV50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

6.38%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

10.99%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.04%

17.41%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

17.24%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.03%

18.18%

+1.85%