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LIGS.DE vs. ASML.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LIGS.DE vs. ASML.AS

Last updated Jun 13, 2026

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 ASML.AS (ASML Holding N.V.) is a stock. Over the past 5 years, LIGS.DE returned 10.62%/yr vs 24.36%/yr for ASML.AS. A 0.65 correlation means they provide meaningful diversification when combined.

Performance

LIGS.DE vs. ASML.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) and ASML Holding N.V. (ASML.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIGS.DE achieves a 6.12% return, which is significantly lower than ASML.AS's 77.49% return.

LIGS.DE

1D
2.01%
1M
3.03%
YTD
6.12%
6M
7.65%
1Y
14.11%
3Y*
16.11%
5Y*
10.62%
10Y*
—

ASML.AS

1D
3.40%
1M
24.72%
YTD
77.49%
6M
76.74%
1Y
147.16%
3Y*
34.95%
5Y*
24.36%
10Y*
35.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIGS.DE vs. ASML.AS - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc		6.12%23.89%14.58%23.36%-18.76%27.50%6.13%25.77%
ASML.AS
ASML Holding N.V.		77.49%37.08%0.36%36.66%-27.83%78.74%52.10%75.67%

Correlation

The correlation between LIGS.DE and ASML.AS is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.57

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

0.58

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2019

0.65

The correlation between LIGS.DE and ASML.AS has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc

ASML Holding N.V.

Often compared with LIGS.DE:
LIGS.DE vs. SC01.DELIGS.DE vs. SPYL.DELIGS.DE vs. ^GSPCLIGS.DE vs. E6BR.DELIGS.DE vs. DXSC.DELIGS.DE vs. VJPU.LLIGS.DE vs. DFEN.DE
Often compared with ASML.AS:
ASML.AS vs. NVDAASML.AS vs. ASMLASML.AS vs. SPYASML.AS vs. ASME.DEASML.AS vs. TSMASML.AS vs. AMDASML.AS vs. KLAC

Return for Risk

LIGS.DE vs. ASML.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LIGS.DE
LIGS.DE Risk / Return Rank: 2424
Overall Rank
LIGS.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LIGS.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
LIGS.DE Omega Ratio Rank: 2222
Omega Ratio Rank
LIGS.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
LIGS.DE Martin Ratio Rank: 2828
Martin Ratio Rank
ASML.AS
ASML.AS Risk / Return Rank: 9696
Overall Rank
ASML.AS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ASML.AS Sortino Ratio Rank: 9595
Sortino Ratio Rank
ASML.AS Omega Ratio Rank: 9494
Omega Ratio Rank
ASML.AS Calmar Ratio Rank: 9797
Calmar Ratio Rank
ASML.AS Martin Ratio Rank: 9797
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.

LIGS.DE vs. ASML.AS - 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 ASML Holding N.V. (ASML.AS). 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.DEASML.ASDifference
Sharpe ratioReturn per unit of total volatility
0.68
3.47

-2.80

Sortino ratioReturn per unit of downside risk
1.14
3.84

-2.71

Omega ratioGain probability vs. loss probability

1.13

1.50

-0.36

Calmar ratioReturn relative to maximum drawdown

1.00

8.87

-7.87

Martin ratioReturn relative to average drawdown

3.51

23.14

-19.64

LIGS.DE vs. ASML.AS - Sharpe Ratio Comparison

The current LIGS.DE Sharpe Ratio is 0.68, which is lower than the ASML.AS Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of LIGS.DE and ASML.AS, 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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Drawdowns

LIGS.DE vs. ASML.AS - Drawdown Comparison

The maximum LIGS.DE drawdown since its inception was -42.19%, smaller than the maximum ASML.AS drawdown of -56.76%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and ASML.AS.

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Drawdown Indicators

LIGS.DEASML.ASDifference

Max Drawdown

Largest peak-to-trough decline

-42.19%

-56.76%

+14.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-15.81%

+2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-44.77%

+26.37%

Max Drawdown (5Y)

Largest decline over 5 years

-30.95%

-47.93%

+16.98%

Max Drawdown (10Y)

Largest decline over 10 years

—

-47.93%

—

Current Drawdown

Current decline from peak

-3.20%

0.00%

-3.20%

Average Drawdown

Average peak-to-trough decline

-7.11%

-14.83%

+7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

6.09%

-2.34%

Volatility

LIGS.DE vs. ASML.AS - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) is 5.94%, while ASML Holding N.V. (ASML.AS) has a volatility of 13.41%. This indicates that LIGS.DE experiences smaller price fluctuations and is considered to be less risky than ASML.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LIGS.DEASML.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

13.41%

-7.47%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

31.18%

-14.96%

Volatility (1Y)

Calculated over the trailing 1-year period

19.39%

40.46%

-21.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

38.54%

-19.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.27%

34.18%

-12.91%

Dividends

LIGS.DE vs. ASML.AS - Dividend Comparison

LIGS.DE has not paid dividends to shareholders, while ASML.AS's dividend yield for the trailing twelve months is around 0.46%.

PositionTTM20252024202320222021202020192018201720162015
ASML.AS
ASML Holding N.V.		0.46%0.71%0.92%0.87%1.28%0.47%0.64%1.19%1.02%0.83%0.98%0.85%
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

LIGS.DE and ASML.AS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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