LIGS.DE vs. MEUD.L
LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) and MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) are both exchange-traded funds - LIGS.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while MEUD.L is a Europe Equities fund tracking the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, LIGS.DE returned 12.01%/yr vs 9.17%/yr for MEUD.L. Their correlation of 0.84 suggests significant overlap in exposure. LIGS.DE charges 0.30%/yr vs 0.15%/yr for MEUD.L.
Performance
LIGS.DE vs. MEUD.L - Performance Comparison
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Different Trading Currencies
LIGS.DE is traded in EUR, while MEUD.L is traded in GBp. To make them comparable, the MEUD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with LIGS.DE having a 7.15% return and MEUD.L slightly lower at 6.93%. Over the past 10 years, LIGS.DE has outperformed MEUD.L with an annualized return of 12.01%, while MEUD.L has yielded a comparatively lower 9.17% 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%
MEUD.L
- 1D
- 0.00%
- 1M
- 2.48%
- YTD
- 6.93%
- 6M
- 9.40%
- 1Y
- 15.75%
- 3Y*
- 13.66%
- 5Y*
- 9.62%
- 10Y*
- 9.17%
LIGS.DE vs. MEUD.L - 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% |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 7.54% | 19.91% | 8.66% | 15.89% | -9.94% | 24.68% | -1.79% | 28.06% | -10.71% | 10.88% |
Correlation
The correlation between LIGS.DE and MEUD.L is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2013 | 0.84 |
The correlation between LIGS.DE and MEUD.L has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
LIGS.DE vs. MEUD.L — Risk / Return Rank
LIGS.DE
MEUD.L
LIGS.DE vs. MEUD.L - 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 Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). 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 | MEUD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.65 | -0.65 |
| Martin ratioReturn relative to average drawdown | 3.50 | 6.20 | -2.70 |
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 | MEUD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.25 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.67 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.58 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.54 | -0.11 |
Drawdowns
LIGS.DE vs. MEUD.L - Drawdown Comparison
The maximum LIGS.DE drawdown since its inception was -60.31%, which is greater than MEUD.L's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and MEUD.L.
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Drawdown Indicators
| LIGS.DE | MEUD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.31% | -36.19% | -24.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -9.53% | -3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -15.58% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -20.75% | -10.20% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -36.19% | -6.00% |
Current DrawdownCurrent decline from peak | -2.26% | -1.27% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -5.33% | -4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.53% | +1.17% |
Volatility
LIGS.DE vs. MEUD.L - Volatility Comparison
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a higher volatility of 6.08% compared to Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) at 4.25%. This indicates that LIGS.DE's price experiences larger fluctuations and is considered to be riskier than MEUD.L 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 | MEUD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 4.25% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 10.26% | +5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 12.57% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 14.37% | +5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 15.68% | +4.15% |
LIGS.DE vs. MEUD.L - Expense Ratio Comparison
LIGS.DE has a 0.30% expense ratio, which is higher than MEUD.L's 0.15% expense ratio.
Dividends
LIGS.DE vs. MEUD.L - Dividend Comparison
Neither LIGS.DE nor MEUD.L has paid dividends to shareholders.
Frequently Asked Questions
LIGS.DE and MEUD.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MEUD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MEUD.L is cheaper with a 0.15% expense ratio, compared with 0.30% for LIGS.DE.
LIGS.DE is categorized as Industrials Equities, while MEUD.L is Europe Equities. LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services, while MEUD.L tracks MSCI Europe NR EUR. Their fees differ too: 0.30% for LIGS.DE and 0.15% for MEUD.L.
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