LIRU.DE vs. WELK.DE
LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) and WELK.DE (Amundi S&P Global Financials ESG UCITS ETF EUR Acc) are both Financials Equities funds from Amundi - LIRU.DE tracks the STOXX® Europe 600 Insurance while WELK.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. Both are passively managed. Over the past 3 years, LIRU.DE returned 18.15%/yr vs 21.67%/yr for WELK.DE. A 0.66 correlation means they provide meaningful diversification when combined. LIRU.DE charges 0.30%/yr vs 0.18%/yr for WELK.DE.
Performance
LIRU.DE vs. WELK.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 WELK.DE's 1.91% 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%
WELK.DE
- 1D
- 2.00%
- 1M
- 2.75%
- YTD
- 1.91%
- 6M
- 5.86%
- 1Y
- 13.80%
- 3Y*
- 21.67%
- 5Y*
- —
- 10Y*
- —
LIRU.DE vs. WELK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc | -2.62% | 29.68% | 22.67% | 12.60% | 16.77% |
WELK.DE Amundi S&P Global Financials ESG UCITS ETF EUR Acc | 1.91% | 17.19% | 33.74% | 12.60% | 9.71% |
Correlation
The correlation between LIRU.DE and WELK.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.66 |
The correlation between LIRU.DE and WELK.DE has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.
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Return for Risk
LIRU.DE vs. WELK.DE — Risk / Return Rank
LIRU.DE
WELK.DE
LIRU.DE vs. WELK.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 S&P Global Financials ESG UCITS ETF EUR Acc (WELK.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 | WELK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.17 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.42 | -1.06 |
| Martin ratioReturn relative to average drawdown | 0.77 | 4.51 | -3.74 |
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 | WELK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.00 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.33 | -1.05 |
Drawdowns
LIRU.DE vs. WELK.DE - Drawdown Comparison
The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than WELK.DE's maximum drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and WELK.DE.
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Drawdown Indicators
| LIRU.DE | WELK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -20.08% | -52.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -9.66% | +2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -12.41% | -20.08% | +7.67% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | — | — |
Current DrawdownCurrent decline from peak | -5.24% | -0.71% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -3.18% | -12.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.05% | +0.52% |
Volatility
LIRU.DE vs. WELK.DE - Volatility Comparison
Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) has a higher volatility of 4.69% compared to Amundi S&P Global Financials ESG UCITS ETF EUR Acc (WELK.DE) at 3.58%. This indicates that LIRU.DE's price experiences larger fluctuations and is considered to be riskier than WELK.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 | WELK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 3.58% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 10.56% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 13.80% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 15.29% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 15.29% | +4.68% |
LIRU.DE vs. WELK.DE - Expense Ratio Comparison
LIRU.DE has a 0.30% expense ratio, which is higher than WELK.DE's 0.18% expense ratio.
Dividends
LIRU.DE vs. WELK.DE - Dividend Comparison
Neither LIRU.DE nor WELK.DE has paid dividends to shareholders.
Frequently Asked Questions
LIRU.DE and WELK.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WELK.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELK.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LIRU.DE.
LIRU.DE tracks STOXX® Europe 600 Insurance, while WELK.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. Their fees differ too: 0.30% for LIRU.DE and 0.18% for WELK.DE.
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