LIGS.DE vs. ^GSPC
LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) is Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, LIGS.DE returned 10.49%/yr vs 12.52%/yr for ^GSPC. At a 0.43 correlation, their price movements are largely independent.
Performance
LIGS.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
LIGS.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LIGS.DE achieves a 7.81% return, which is significantly lower than ^GSPC's 13.86% return.
LIGS.DE
- 1D
- -0.15%
- 1M
- 1.59%
- 6M
- 1.76%
- YTD
- 7.81%
- 1Y
- 12.27%
- 3Y*
- 18.21%
- 5Y*
- 10.49%
- 10Y*
- —
^GSPC
- 1D
- 0.55%
- 1M
- 3.29%
- 6M
- 10.83%
- YTD
- 13.86%
- 1Y
- 23.89%
- 3Y*
- 18.05%
- 5Y*
- 12.52%
- 10Y*
- 13.06%
LIGS.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LIGS.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc | 7.81% | 23.89% | 14.58% | 23.36% | -18.76% | 27.50% | 6.13% | 25.77% |
^GSPC S&P 500 Index | 13.86% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 23.38% |
Correlation
The correlation between LIGS.DE and ^GSPC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019 | 0.43 |
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Return for Risk
LIGS.DE vs. ^GSPC — Risk / Return Rank
LIGS.DE
^GSPC
LIGS.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LIGS.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 3.13 | -2.26 |
| Martin ratioReturn relative to average drawdown | 3.06 | 11.57 | -8.52 |
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Drawdowns
LIGS.DE vs. ^GSPC - Drawdown Comparison
The maximum LIGS.DE drawdown since its inception was -42.19%, smaller than the maximum ^GSPC drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and ^GSPC.
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Drawdown Indicators
| LIGS.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.19% | -51.28% | +9.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -7.57% | -5.52% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -23.99% | +5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -23.99% | -6.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -4.03% | 0.00% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -8.95% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.04% | +1.72% |
Volatility
LIGS.DE vs. ^GSPC - Volatility Comparison
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a higher volatility of 5.64% compared to S&P 500 Index (^GSPC) at 3.69%. This indicates that LIGS.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIGS.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 3.69% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 16.41% | 9.19% | +7.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.56% | 12.60% | +6.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.53% | 16.85% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 18.60% | +2.64% |
Frequently Asked Questions
LIGS.DE and ^GSPC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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