How to create a multi-layered sweep along a 3D curve(sweep path)?

EX: copper wire insulted with plastic.

I tried by sweeping the core wire first and then sweeping the top insulation along the same path, but since the  insulation is hollow( the sketch profile contains two circles) I'm getting the sweep error as "sweep resulted in topologically invalid body",

The inner dia of the insulation is equal to the otter dia of the core wire.