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DXSL.DE vs. LIGS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSL.DE vs. LIGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXSL.DE achieves a 8.84% return, which is significantly higher than LIGS.DE's 7.15% return. Over the past 10 years, DXSL.DE has underperformed LIGS.DE with an annualized return of 11.00%, while LIGS.DE has yielded a comparatively higher 12.01% annualized return.


DXSL.DE

1D
0.45%
1M
-0.31%
YTD
8.84%
6M
10.88%
1Y
14.61%
3Y*
14.15%
5Y*
9.06%
10Y*
11.00%

LIGS.DE

1D
0.61%
1M
0.77%
YTD
7.15%
6M
9.28%
1Y
13.05%
3Y*
17.48%
5Y*
10.99%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSL.DE vs. LIGS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSL.DE
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
8.84%15.36%9.82%24.09%-19.61%29.29%6.12%36.96%-13.91%17.04%
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc
7.15%23.89%14.58%23.36%-18.76%27.50%6.13%25.42%-5.77%16.96%

Correlation

The correlation between DXSL.DE and LIGS.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2007

0.86

The correlation between DXSL.DE and LIGS.DE shifts across timeframes, from 0.86 (all time) to 0.97 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

DXSL.DE vs. LIGS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXSL.DE
DXSL.DE Risk / Return Rank: 2424
Overall Rank
DXSL.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DXSL.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
DXSL.DE Omega Ratio Rank: 2323
Omega Ratio Rank
DXSL.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
DXSL.DE Martin Ratio Rank: 2828
Martin Ratio Rank

LIGS.DE
LIGS.DE Risk / Return Rank: 2222
Overall Rank
LIGS.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LIGS.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
LIGS.DE Omega Ratio Rank: 2121
Omega Ratio Rank
LIGS.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
LIGS.DE Martin Ratio Rank: 2626
Martin Ratio Rank
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.

DXSL.DE vs. LIGS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.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.


DXSL.DELIGS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.01

Calmar ratioReturn relative to maximum drawdown

1.10

0.99

+0.11

Martin ratioReturn relative to average drawdown

3.89

3.50

+0.39

DXSL.DE vs. LIGS.DE - Sharpe Ratio Comparison

The current DXSL.DE Sharpe Ratio is 0.75, which is comparable to the LIGS.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of DXSL.DE and LIGS.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.


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Sharpe Ratios by Period


DXSL.DELIGS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.68

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.56

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.61

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.43

-0.05

Drawdowns

DXSL.DE vs. LIGS.DE - Drawdown Comparison

The maximum DXSL.DE drawdown since its inception was -58.54%, roughly equal to the maximum LIGS.DE drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and LIGS.DE.


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Drawdown Indicators


DXSL.DELIGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.54%

-60.31%

+1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-13.09%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-20.06%

-18.40%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-31.06%

-30.95%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

-42.19%

+0.27%

Current Drawdown

Current decline from peak

-3.07%

-2.26%

-0.81%

Average Drawdown

Average peak-to-trough decline

-10.00%

-9.87%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.70%

+0.05%

Volatility

DXSL.DE vs. LIGS.DE - Volatility Comparison

Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) have volatilities of 6.00% and 6.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSL.DELIGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

6.08%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

16.09%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

19.23%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

19.43%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

19.83%

-0.19%

DXSL.DE vs. LIGS.DE - Expense Ratio Comparison

DXSL.DE has a 0.17% expense ratio, which is lower than LIGS.DE's 0.30% expense ratio.


Dividends

DXSL.DE vs. LIGS.DE - Dividend Comparison

Neither DXSL.DE nor LIGS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, DXSL.DE and LIGS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for LIGS.DE.

DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.17% for DXSL.DE and 0.30% for LIGS.DE.

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