DXSL.DE vs. LIGS.DE
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) are both Industrials Equities funds - DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35 while LIGS.DE tracks the STOXX® Europe 600 Industrial Goods & Services. Both are passively managed. Over the past 10 years, DXSL.DE returned 11.00%/yr vs 12.01%/yr for LIGS.DE. Their correlation of 0.86 suggests significant overlap in exposure. DXSL.DE charges 0.17%/yr vs 0.30%/yr for LIGS.DE.
Performance
DXSL.DE vs. LIGS.DE - Performance Comparison
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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%
DXSL.DE vs. LIGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
DXSL.DE
LIGS.DE
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.DE | LIGS.DE | Difference | |
|---|---|---|---|
| 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 |
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
| DXSL.DE | LIGS.DE | Difference | |
|---|---|---|---|
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.DE | LIGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.07% | -2.26% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -9.87% | -0.13% |
Ulcer IndexDepth 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.DE | LIGS.DE | Difference | |
|---|---|---|---|
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.
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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