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LIGS.DE vs. DXSC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LIGS.DE vs. DXSC.DE - 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 Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc
-0.19%23.89%14.58%23.36%-18.76%27.50%6.13%25.42%-5.77%16.96%
DXSC.DE
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C
-0.91%8.23%-1.25%18.77%-13.04%26.49%13.22%22.28%-12.90%22.38%

Returns By Period

In the year-to-date period, LIGS.DE achieves a -0.19% return, which is significantly higher than DXSC.DE's -0.91% return. Both investments have delivered pretty close results over the past 10 years, with LIGS.DE having a 11.66% annualized return and DXSC.DE not far ahead at 12.05%.


LIGS.DE

1D
-1.19%
1M
-4.16%
YTD
-0.19%
6M
-0.44%
1Y
14.21%
3Y*
16.17%
5Y*
10.41%
10Y*
11.66%

DXSC.DE

1D
-0.89%
1M
-2.58%
YTD
-0.91%
6M
2.48%
1Y
2.87%
3Y*
6.15%
5Y*
3.70%
10Y*
12.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LIGS.DE has a 0.30% expense ratio, which is higher than DXSC.DE's 0.17% expense ratio.


Return for Risk

LIGS.DE vs. DXSC.DE — 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: 3838
Overall Rank
LIGS.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LIGS.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
LIGS.DE Omega Ratio Rank: 3131
Omega Ratio Rank
LIGS.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
LIGS.DE Martin Ratio Rank: 4747
Martin Ratio Rank

DXSC.DE
DXSC.DE Risk / Return Rank: 1515
Overall Rank
DXSC.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DXSC.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
DXSC.DE Omega Ratio Rank: 1414
Omega Ratio Rank
DXSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
DXSC.DE Martin Ratio Rank: 1616
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. DXSC.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 Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.DEDXSC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.17

+0.53

Sortino ratio

Return per unit of downside risk

1.08

0.34

+0.74

Omega ratio

Gain probability vs. loss probability

1.14

1.04

+0.10

Calmar ratio

Return relative to maximum drawdown

1.40

0.37

+1.03

Martin ratio

Return relative to average drawdown

5.52

1.06

+4.46

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

The current LIGS.DE Sharpe Ratio is 0.69, which is higher than the DXSC.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of LIGS.DE and DXSC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LIGS.DEDXSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.17

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.20

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.49

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.05

+0.36

Correlation

The correlation between LIGS.DE and DXSC.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LIGS.DE vs. DXSC.DE - Dividend Comparison

Neither LIGS.DE nor DXSC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LIGS.DE vs. DXSC.DE - Drawdown Comparison

The maximum LIGS.DE drawdown since its inception was -60.31%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and DXSC.DE.


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Drawdown Indicators


LIGS.DEDXSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.31%

-73.82%

+13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-14.34%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-30.95%

-25.76%

-5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.19%

-44.96%

+2.77%

Current Drawdown

Current decline from peak

-8.96%

-8.32%

-0.64%

Average Drawdown

Average peak-to-trough decline

-9.93%

-30.42%

+20.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

5.00%

-1.68%

Volatility

LIGS.DE vs. DXSC.DE - Volatility Comparison

Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a higher volatility of 8.80% compared to Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) at 7.82%. This indicates that LIGS.DE's price experiences larger fluctuations and is considered to be riskier than DXSC.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.DEDXSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

7.82%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

12.27%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

20.39%

17.05%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

18.16%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

24.24%

-4.64%