LIGS.DE vs. AUM5.DE
LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LIGS.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LIGS.DE returned 12.01%/yr vs 15.11%/yr for AUM5.DE. A 0.65 correlation means they provide meaningful diversification when combined. LIGS.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
LIGS.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LIGS.DE achieves a 7.15% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, LIGS.DE has underperformed AUM5.DE with an annualized return of 12.01%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
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%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
LIGS.DE vs. AUM5.DE - 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% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between LIGS.DE and AUM5.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.65 |
The correlation between LIGS.DE and AUM5.DE has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
LIGS.DE vs. AUM5.DE — Risk / Return Rank
LIGS.DE
AUM5.DE
LIGS.DE vs. AUM5.DE - 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 Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| LIGS.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.41 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.57 | -2.58 |
| Martin ratioReturn relative to average drawdown | 3.50 | 12.74 | -9.24 |
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 | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 2.20 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.97 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.93 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.96 | -0.53 |
Drawdowns
LIGS.DE vs. AUM5.DE - Drawdown Comparison
The maximum LIGS.DE drawdown since its inception was -60.31%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and AUM5.DE.
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Drawdown Indicators
| LIGS.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.31% | -33.66% | -26.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -7.15% | -5.94% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -23.30% | +4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -23.30% | -7.65% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -33.66% | -8.53% |
Current DrawdownCurrent decline from peak | -2.26% | -0.46% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -4.00% | -5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.01% | +1.69% |
Volatility
LIGS.DE vs. AUM5.DE - Volatility Comparison
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a higher volatility of 6.08% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that LIGS.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE 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 | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 2.63% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 7.61% | +8.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 11.64% | +7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 15.19% | +4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 16.07% | +3.76% |
LIGS.DE vs. AUM5.DE - Expense Ratio Comparison
LIGS.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LIGS.DE vs. AUM5.DE - Dividend Comparison
Neither LIGS.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LIGS.DE and AUM5.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LIGS.DE.
LIGS.DE is categorized as Industrials Equities, while AUM5.DE is S&P 500. LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for LIGS.DE and 0.15% for AUM5.DE.
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