LIGS.DE vs. LYMS.DE
LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - LIGS.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, LIGS.DE returned 12.01%/yr vs 21.41%/yr for LYMS.DE. A 0.53 correlation means they provide meaningful diversification when combined. LIGS.DE charges 0.30%/yr vs 0.22%/yr for LYMS.DE.
Performance
LIGS.DE vs. LYMS.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 LYMS.DE's 20.63% return. Over the past 10 years, LIGS.DE has underperformed LYMS.DE with an annualized return of 12.01%, while LYMS.DE has yielded a comparatively higher 21.41% 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%
LYMS.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.72%
- 1Y
- 37.20%
- 3Y*
- 24.71%
- 5Y*
- 18.88%
- 10Y*
- 21.41%
LIGS.DE vs. LYMS.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% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | 33.72% | 51.52% | -29.87% | 39.59% | 34.60% | 42.84% | 3.18% | 15.91% |
Correlation
The correlation between LIGS.DE and LYMS.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2007 | 0.53 |
The correlation between LIGS.DE and LYMS.DE has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
LIGS.DE vs. LYMS.DE — Risk / Return Rank
LIGS.DE
LYMS.DE
LIGS.DE vs. LYMS.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 Nasdaq-100 II UCITS ETF Acc (LYMS.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 | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.42 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.77 | -2.78 |
| Martin ratioReturn relative to average drawdown | 3.50 | 11.23 | -7.73 |
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 | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 2.40 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.94 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.08 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.77 | -0.34 |
Drawdowns
LIGS.DE vs. LYMS.DE - Drawdown Comparison
The maximum LIGS.DE drawdown since its inception was -60.31%, which is greater than LYMS.DE's maximum drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and LYMS.DE.
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Drawdown Indicators
| LIGS.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.31% | -50.00% | -10.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -10.02% | -3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -26.74% | +8.34% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -31.12% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -31.12% | -11.07% |
Current DrawdownCurrent decline from peak | -2.26% | -0.86% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -8.78% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.37% | +0.33% |
Volatility
LIGS.DE vs. LYMS.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 Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that LIGS.DE's price experiences larger fluctuations and is considered to be riskier than LYMS.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 | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 4.37% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 10.99% | +5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 15.73% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 19.91% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 19.68% | +0.15% |
LIGS.DE vs. LYMS.DE - Expense Ratio Comparison
LIGS.DE has a 0.30% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
LIGS.DE vs. LYMS.DE - Dividend Comparison
Neither LIGS.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% | 0.69% | 0.76% | 1.09% | 1.18% |
Frequently Asked Questions
LIGS.DE and LYMS.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYMS.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for LIGS.DE.
LIGS.DE is categorized as Industrials Equities, while LYMS.DE is Nasdaq-100. LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for LIGS.DE and 0.22% for LYMS.DE.
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