LIRU.DE vs. WELY.DE

Last updated Jun 5, 2026

LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) and WELY.DE (Amundi S&P Global Financials ESG UCITS ETF EUR Dist) are both Financials Equities funds from Amundi - LIRU.DE tracks the STOXX® Europe 600 Insurance while WELY.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 21.58%/yr for WELY.DE. A 0.66 correlation means they provide meaningful diversification when combined. LIRU.DE charges 0.30%/yr vs 0.18%/yr for WELY.DE.

Performance

LIRU.DE vs. WELY.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 S&P Global Financials ESG UCITS ETF EUR Dist (WELY.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LIRU.DE achieves a -2.62% return, which is significantly lower than WELY.DE's 1.63% 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%

WELY.DE

• 1D: 1.93%
• 1M: 1.30%
• YTD: 1.63%
• 6M: 5.73%
• 1Y: 13.90%
• 3Y*: 21.58%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LIRU.DE vs. WELY.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%
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist	1.63%	17.51%	33.70%	12.61%	9.80%

Correlation

The correlation between LIRU.DE and WELY.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 WELY.DE has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.

Return for Risk

LIRU.DE vs. WELY.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: 12
LIRU.DE Sharpe Ratio Rank: 12
LIRU.DE Sortino Ratio Rank: 11
LIRU.DE Omega Ratio Rank: 11
LIRU.DE Calmar Ratio Rank: 14
LIRU.DE Martin Ratio Rank: 13

WELY.DE

WELY.DE Risk / Return Rank: 29
WELY.DE Sharpe Ratio Rank: 28
WELY.DE Sortino Ratio Rank: 28
WELY.DE Omega Ratio Rank: 26
WELY.DE Calmar Ratio Rank: 30
WELY.DE Martin Ratio Rank: 31

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. WELY.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 Dist (WELY.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	WELY.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.18	1.01	-0.83
Sortino ratio: Return per unit of downside risk	0.35	1.51	-1.16
Omega ratio: Gain probability vs. loss probability	1.04	1.18	-0.13
Calmar ratio: Return relative to maximum drawdown	0.37	1.44	-1.08
Martin ratio: Return relative to average drawdown	0.77	4.49	-3.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LIRU.DE Sharpe Ratio is 0.18, which is lower than the WELY.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of LIRU.DE and WELY.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.

Sharpe Ratios by Period

	LIRU.DE	WELY.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	1.01	-0.83
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	1.36	-1.08

Drawdowns

LIRU.DE vs. WELY.DE - Drawdown Comparison

The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than WELY.DE's maximum drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and WELY.DE.

Drawdown Indicators

	LIRU.DE	WELY.DE	Difference
Max Drawdown Largest peak-to-trough decline	-72.58%	-19.85%	-52.73%
Max Drawdown (1Y) Largest decline over 1 year	-7.52%	-9.52%	+2.00%
Max Drawdown (3Y) Largest decline over 3 years	-12.41%	-19.85%	+7.44%
Max Drawdown (5Y) Largest decline over 5 years	-18.42%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-46.87%	—	—
Current Drawdown Current decline from peak	-5.24%	-0.70%	-4.54%
Average Drawdown Average peak-to-trough decline	-15.54%	-3.17%	-12.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	3.06%	+0.51%

Volatility

LIRU.DE vs. WELY.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 Dist (WELY.DE) at 3.50%. This indicates that LIRU.DE's price experiences larger fluctuations and is considered to be riskier than WELY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIRU.DE	WELY.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	3.50%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	11.56%	10.32%	+1.24%
Volatility (1Y) Calculated over the trailing 1-year period	15.06%	13.60%	+1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.58%	14.95%	+1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.97%	14.95%	+5.02%

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

LIRU.DE has a 0.30% expense ratio, which is higher than WELY.DE's 0.18% expense ratio.

Dividends

LIRU.DE vs. WELY.DE - Dividend Comparison

LIRU.DE has not paid dividends to shareholders, while WELY.DE's dividend yield for the trailing twelve months is around 2.11%.

Position	TTM	2025	2024	2023
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%
WELY.DE Amundi S&P Global Financials ESG UCITS ETF EUR Dist	2.11%	2.01%	1.54%	0.25%

Frequently Asked Questions

Can I hold both LIRU.DE and WELY.DE in my portfolio?

LIRU.DE and WELY.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.

Which ETF is better, LIRU.DE or WELY.DE?

On fees, WELY.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LIRU.DE or WELY.DE?

WELY.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LIRU.DE.

What is the main difference between LIRU.DE and WELY.DE?

LIRU.DE tracks STOXX® Europe 600 Insurance, while WELY.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Financials. Their fees differ too: 0.30% for LIRU.DE and 0.18% for WELY.DE.