XDWF.DE vs. LIRU.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) are both Financials Equities funds - XDWF.DE tracks the MSCI World Financials while LIRU.DE tracks the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 10 years, XDWF.DE returned 11.89%/yr vs 11.13%/yr for LIRU.DE. A 0.76 correlation means they provide meaningful diversification when combined. XDWF.DE charges 0.25%/yr vs 0.30%/yr for LIRU.DE.
Performance
XDWF.DE vs. LIRU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly higher than LIRU.DE's -2.62% return. Over the past 10 years, XDWF.DE has outperformed LIRU.DE with an annualized return of 11.89%, while LIRU.DE has yielded a comparatively lower 11.13% annualized return.
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
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%
XDWF.DE vs. LIRU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -13.92% | 8.33% |
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 XDWF.DE and LIRU.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.76 |
The correlation between XDWF.DE and LIRU.DE shifts across timeframes, from 0.64 (3 years) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWF.DE vs. LIRU.DE — Risk / Return Rank
XDWF.DE
LIRU.DE
XDWF.DE vs. LIRU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.
| XDWF.DE | LIRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.04 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.37 | +0.93 |
| Martin ratioReturn relative to average drawdown | 3.98 | 0.77 | +3.21 |
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
| XDWF.DE | LIRU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.18 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.83 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.56 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.28 | +0.35 |
Drawdowns
XDWF.DE vs. LIRU.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum LIRU.DE drawdown of -72.58%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and LIRU.DE.
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Drawdown Indicators
| XDWF.DE | LIRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -72.58% | +30.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -7.52% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -12.41% | -7.33% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -18.42% | -1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | -46.87% | +4.81% |
Current DrawdownCurrent decline from peak | -0.84% | -5.24% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -15.54% | +9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.57% | -0.43% |
Volatility
XDWF.DE vs. LIRU.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) has a volatility of 4.69%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDWF.DE | LIRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 4.69% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 11.56% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 15.06% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 16.58% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 19.97% | -1.36% |
XDWF.DE vs. LIRU.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is lower than LIRU.DE's 0.30% expense ratio.
Dividends
XDWF.DE vs. LIRU.DE - Dividend Comparison
Neither XDWF.DE nor LIRU.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and LIRU.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWF.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LIRU.DE.
XDWF.DE tracks MSCI World Financials, while LIRU.DE tracks STOXX® Europe 600 Insurance. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWF.DE and 0.30% for LIRU.DE.
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