LIGS.DE vs. MDLZ

Last updated Jun 5, 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 MDLZ (Mondelez International, Inc.) is a stock. Over the past 10 years, LIGS.DE returned 12.01%/yr vs 5.25%/yr for MDLZ. At a 0.15 correlation, their price movements are largely independent.

Performance

LIGS.DE vs. MDLZ - 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 Mondelez International, Inc. (MDLZ). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LIGS.DE is traded in EUR, while MDLZ is traded in USD. To make them comparable, the MDLZ 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 MDLZ's 15.58% return. Over the past 10 years, LIGS.DE has outperformed MDLZ with an annualized return of 12.01%, while MDLZ has yielded a comparatively lower 5.25% 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%

MDLZ

• 1D: -0.66%
• 1M: 0.06%
• YTD: 15.58%
• 6M: 11.56%
• 1Y: -7.00%
• 3Y*: -6.27%
• 5Y*: 2.57%
• 10Y*: 5.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LIGS.DE vs. MDLZ - 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%
MDLZ Mondelez International, Inc.	15.58%	-18.06%	-9.71%	7.84%	9.30%	24.54%	-0.37%	43.60%	0.23%	-13.67%

Correlation

The correlation between LIGS.DE and MDLZ is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007	0.16

The correlation between LIGS.DE and MDLZ shifts across timeframes, from -0.02 (3 years) to 0.15 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LIGS.DE vs. MDLZ — 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: 22
LIGS.DE Sharpe Ratio Rank: 21
LIGS.DE Sortino Ratio Rank: 22
LIGS.DE Omega Ratio Rank: 21
LIGS.DE Calmar Ratio Rank: 22
LIGS.DE Martin Ratio Rank: 26

MDLZ

MDLZ Risk / Return Rank: 31
MDLZ Sharpe Ratio Rank: 31
MDLZ Sortino Ratio Rank: 26
MDLZ Omega Ratio Rank: 26
MDLZ Calmar Ratio Rank: 35
MDLZ Martin Ratio Rank: 35

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. MDLZ - 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 Mondelez International, Inc. (MDLZ). 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	MDLZ	Difference
Sharpe ratio: Return per unit of total volatility	0.68	-0.33	+1.01
Sortino ratio: Return per unit of downside risk	1.13	-0.34	+1.48
Omega ratio: Gain probability vs. loss probability	1.13	0.96	+0.17
Calmar ratio: Return relative to maximum drawdown	0.99	-0.27	+1.27
Martin ratio: Return relative to average drawdown	3.50	-0.49	+3.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIGS.DE vs. MDLZ - Sharpe Ratio Comparison

The current LIGS.DE Sharpe Ratio is 0.68, which is higher than the MDLZ Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of LIGS.DE and MDLZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LIGS.DE	MDLZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	-0.33	+1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.13	+0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.25	+0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.43	-0.01

Drawdowns

LIGS.DE vs. MDLZ - Drawdown Comparison

The maximum LIGS.DE drawdown since its inception was -60.31%, which is greater than MDLZ's maximum drawdown of -34.38%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and MDLZ.

Drawdown Indicators

	LIGS.DE	MDLZ	Difference
Max Drawdown Largest peak-to-trough decline	-60.31%	-34.38%	-25.93%
Max Drawdown (1Y) Largest decline over 1 year	-13.09%	-25.68%	+12.59%
Max Drawdown (3Y) Largest decline over 3 years	-18.40%	-34.38%	+15.98%
Max Drawdown (5Y) Largest decline over 5 years	-30.95%	-34.38%	+3.43%
Max Drawdown (10Y) Largest decline over 10 years	-42.19%	-34.38%	-7.81%
Current Drawdown Current decline from peak	-2.26%	-21.22%	+18.96%
Average Drawdown Average peak-to-trough decline	-9.87%	-8.73%	-1.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.70%	14.37%	-10.67%

Volatility

LIGS.DE vs. MDLZ - Volatility Comparison

Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a higher volatility of 6.08% compared to Mondelez International, Inc. (MDLZ) at 3.96%. This indicates that LIGS.DE's price experiences larger fluctuations and is considered to be riskier than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIGS.DE	MDLZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.08%	3.96%	+2.12%
Volatility (6M) Calculated over the trailing 6-month period	16.09%	15.75%	+0.34%
Volatility (1Y) Calculated over the trailing 1-year period	19.23%	21.14%	-1.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.43%	19.17%	+0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.83%	21.34%	-1.51%

Dividends

LIGS.DE vs. MDLZ - Dividend Comparison

LIGS.DE has not paid dividends to shareholders, while MDLZ's dividend yield for the trailing twelve months is around 3.23%.

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%
MDLZ Mondelez International, Inc.	3.23%	3.60%	3.00%	2.24%	2.21%	2.01%	2.05%	1.98%	2.40%	1.92%	1.62%	1.43%

Frequently Asked Questions

Can I hold both LIGS.DE and MDLZ in my portfolio?

LIGS.DE and MDLZ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.