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 10 years, LIGS.DE returned 12.01%/yr vs 13.40%/yr for ^GSPC. At a 0.41 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 7.15% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, LIGS.DE has underperformed ^GSPC with an annualized return of 12.01%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
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%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
LIGS.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between LIGS.DE and ^GSPC 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 | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.41 |
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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.
| LIGS.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.37 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.30 | -2.31 |
| Martin ratioReturn relative to average drawdown | 3.50 | 12.34 | -8.84 |
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
| LIGS.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 2.04 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.80 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.72 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.08 |
Drawdowns
LIGS.DE vs. ^GSPC - Drawdown Comparison
The maximum LIGS.DE drawdown since its inception was -60.31%, which is greater than ^GSPC's maximum drawdown of -51.62%. 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 | -60.31% | -51.62% | -8.69% |
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 | -42.19% | -33.42% | -8.77% |
Current DrawdownCurrent decline from peak | -2.26% | -0.20% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -9.08% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.02% | +1.68% |
Volatility
LIGS.DE vs. ^GSPC - Volatility Comparison
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a higher volatility of 6.08% compared to S&P 500 Index (^GSPC) at 2.24%. 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 | 6.08% | 2.24% | +3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 8.62% | +7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 12.29% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 16.79% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 18.59% | +1.24% |
Frequently Asked Questions
LIGS.DE and ^GSPC 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.
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