SPYZ.DE vs. LIRU.DE
SPYZ.DE (SPDR MSCI Europe Financials UCITS ETF) and LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) are both Financials Equities funds - SPYZ.DE tracks the MSCI Europe Financials 20/35 Capped while LIRU.DE tracks the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 10 years, SPYZ.DE returned 12.24%/yr vs 11.13%/yr for LIRU.DE. Their correlation of 0.88 suggests significant overlap in exposure. SPYZ.DE charges 0.18%/yr vs 0.30%/yr for LIRU.DE.
Performance
SPYZ.DE vs. LIRU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYZ.DE achieves a 3.30% return, which is significantly higher than LIRU.DE's -2.62% return. Over the past 10 years, SPYZ.DE has outperformed LIRU.DE with an annualized return of 12.24%, while LIRU.DE has yielded a comparatively lower 11.13% annualized return.
SPYZ.DE
- 1D
- 0.55%
- 1M
- 0.34%
- YTD
- 3.30%
- 6M
- 10.26%
- 1Y
- 21.73%
- 3Y*
- 28.74%
- 5Y*
- 19.38%
- 10Y*
- 12.24%
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%
SPYZ.DE vs. LIRU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYZ.DE SPDR MSCI Europe Financials UCITS ETF | 3.30% | 48.26% | 25.23% | 21.51% | -2.51% | 28.19% | -15.32% | 24.02% | -19.59% | 12.30% |
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% |
Correlation
The correlation between SPYZ.DE and LIRU.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.88 |
The correlation between SPYZ.DE and LIRU.DE shifts across timeframes, from 0.78 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYZ.DE vs. LIRU.DE — Risk / Return Rank
SPYZ.DE
LIRU.DE
SPYZ.DE vs. LIRU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.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.
| SPYZ.DE | LIRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.04 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 0.37 | +1.45 |
| Martin ratioReturn relative to average drawdown | 6.13 | 0.77 | +5.36 |
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
| SPYZ.DE | LIRU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.18 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.83 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.28 | +0.19 |
Drawdowns
SPYZ.DE vs. LIRU.DE - Drawdown Comparison
The maximum SPYZ.DE drawdown since its inception was -45.16%, smaller than the maximum LIRU.DE drawdown of -72.58%. Use the drawdown chart below to compare losses from any high point for SPYZ.DE and LIRU.DE.
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Drawdown Indicators
| SPYZ.DE | LIRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.16% | -72.58% | +27.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -7.52% | -4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.91% | -12.41% | -4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.17% | -18.42% | -4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -45.16% | -46.87% | +1.71% |
Current DrawdownCurrent decline from peak | -2.74% | -5.24% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -15.54% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 3.57% | +0.08% |
Volatility
SPYZ.DE vs. LIRU.DE - Volatility Comparison
SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) has a higher volatility of 5.19% compared to Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) at 4.69%. This indicates that SPYZ.DE's price experiences larger fluctuations and is considered to be riskier than LIRU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYZ.DE | LIRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 4.69% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 14.37% | 11.56% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 15.06% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.75% | 16.58% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 19.97% | +1.31% |
SPYZ.DE vs. LIRU.DE - Expense Ratio Comparison
SPYZ.DE has a 0.18% expense ratio, which is lower than LIRU.DE's 0.30% expense ratio.
Dividends
SPYZ.DE vs. LIRU.DE - Dividend Comparison
Neither SPYZ.DE nor LIRU.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYZ.DE and LIRU.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYZ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYZ.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LIRU.DE.
SPYZ.DE tracks MSCI Europe Financials 20/35 Capped, while LIRU.DE tracks STOXX® Europe 600 Insurance. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYZ.DE and 0.30% for LIRU.DE.
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