PortfoliosLab logoPortfoliosLab logo
EXV7.DE vs. LIGS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV7.DE vs. LIGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.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.

Loading charts...

Returns By Period

In the year-to-date period, EXV7.DE achieves a 11.18% return, which is significantly higher than LIGS.DE's 7.15% return. Over the past 10 years, EXV7.DE has underperformed LIGS.DE with an annualized return of 6.87%, while LIGS.DE has yielded a comparatively higher 12.01% annualized return.


EXV7.DE

1D
0.18%
1M
1.21%
YTD
11.18%
6M
11.56%
1Y
-2.95%
3Y*
2.47%
5Y*
1.52%
10Y*
6.87%

LIGS.DE

1D
0.61%
1M
-1.92%
YTD
7.15%
6M
8.55%
1Y
12.37%
3Y*
17.48%
5Y*
10.99%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV7.DE vs. LIGS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV7.DE
iShares STOXX Europe 600 Chemicals UCITS ETF (DE)
11.18%-4.03%-7.26%16.14%-14.55%24.35%10.50%31.94%-14.36%12.83%
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 EXV7.DE and LIGS.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.61

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

0.71

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

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2007

0.67

Over the past year, the correlation between EXV7.DE and LIGS.DE has dropped to 0.43 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXV7.DE vs. LIGS.DE — Risk / Return Rank

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

EXV7.DE
EXV7.DE Risk / Return Rank: 77
Overall Rank
EXV7.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EXV7.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EXV7.DE Omega Ratio Rank: 77
Omega Ratio Rank
EXV7.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
EXV7.DE Martin Ratio Rank: 88
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.

EXV7.DE vs. LIGS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.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.


EXV7.DELIGS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

0.98

1.13

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.21

0.99

-1.21

Martin ratioReturn relative to average drawdown

-0.35

3.50

-3.85

EXV7.DE vs. LIGS.DE - Sharpe Ratio Comparison

The current EXV7.DE Sharpe Ratio is -0.21, which is lower than the LIGS.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of EXV7.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.


Loading charts...

Sharpe Ratios by Period


EXV7.DELIGS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.68

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.56

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.61

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.43

+0.02

Drawdowns

EXV7.DE vs. LIGS.DE - Drawdown Comparison

The maximum EXV7.DE drawdown since its inception was -49.31%, smaller than the maximum LIGS.DE drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for EXV7.DE and LIGS.DE.


Loading charts...

Drawdown Indicators


EXV7.DELIGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.31%

-60.31%

+11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-13.09%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-18.31%

-18.40%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-24.77%

-30.95%

+6.18%

Max Drawdown (10Y)

Largest decline over 10 years

-31.38%

-42.19%

+10.81%

Current Drawdown

Current decline from peak

-7.08%

-2.26%

-4.82%

Average Drawdown

Average peak-to-trough decline

-8.46%

-9.87%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.51%

3.70%

+5.81%

Volatility

EXV7.DE vs. LIGS.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Chemicals UCITS ETF (DE) (EXV7.DE) is 3.84%, while Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a volatility of 6.08%. This indicates that EXV7.DE experiences smaller price fluctuations and is considered to be less risky than LIGS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXV7.DELIGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

6.08%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

16.09%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.43%

19.23%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

19.43%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

19.83%

-2.39%

EXV7.DE vs. LIGS.DE - Expense Ratio Comparison

EXV7.DE has a 0.46% expense ratio, which is higher than LIGS.DE's 0.30% expense ratio.


Dividends

EXV7.DE vs. LIGS.DE - Dividend Comparison

EXV7.DE's dividend yield for the trailing twelve months is around 1.95%, while LIGS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXV7.DE
iShares STOXX Europe 600 Chemicals UCITS ETF (DE)
1.95%2.17%2.07%2.46%2.15%1.35%1.51%2.03%2.33%1.96%2.71%2.69%
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXV7.DE and LIGS.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LIGS.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LIGS.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for EXV7.DE.

EXV7.DE tracks STOXX® Europe 600 Chemicals, while LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.46% for EXV7.DE and 0.30% for LIGS.DE.

Portfolio Optimizer

Find the right allocation for EXV7.DE and LIGS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer