LIGS.DE vs. SOF.BR

Last updated Jun 13, 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 SOF.BR (Sofina Société Anonyme) is a stock. Over the past 5 years, LIGS.DE returned 10.62%/yr vs -8.43%/yr for SOF.BR. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

LIGS.DE vs. SOF.BR - 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 Sofina Société Anonyme (SOF.BR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LIGS.DE achieves a 6.12% return, which is significantly higher than SOF.BR's -11.22% return.

LIGS.DE

• 1D: 2.01%
• 1M: 3.03%
• YTD: 6.12%
• 6M: 7.65%
• 1Y: 14.11%
• 3Y*: 16.11%
• 5Y*: 10.62%
• 10Y*: —

SOF.BR

• 1D: 2.26%
• 1M: 0.78%
• YTD: -11.22%
• 6M: -7.94%
• 1Y: -13.53%
• 3Y*: 3.50%
• 5Y*: -8.43%
• 10Y*: 8.03%

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

LIGS.DE vs. SOF.BR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LIGS.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc	6.12%	23.89%	14.58%	23.36%	-18.76%	27.50%	6.13%	25.77%
SOF.BR Sofina Société Anonyme	-11.22%	14.69%	-1.65%	11.37%	-51.86%	57.47%	45.71%	13.34%

Correlation

The correlation between LIGS.DE and SOF.BR is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019	0.57

The correlation between LIGS.DE and SOF.BR has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.

Return for Risk

LIGS.DE vs. SOF.BR — 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: 24
LIGS.DE Sharpe Ratio Rank: 22
LIGS.DE Sortino Ratio Rank: 23
LIGS.DE Omega Ratio Rank: 22
LIGS.DE Calmar Ratio Rank: 24
LIGS.DE Martin Ratio Rank: 28

SOF.BR

SOF.BR Risk / Return Rank: 17
SOF.BR Sharpe Ratio Rank: 13
SOF.BR Sortino Ratio Rank: 15
SOF.BR Omega Ratio Rank: 15
SOF.BR Calmar Ratio Rank: 21
SOF.BR Martin Ratio Rank: 20

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. SOF.BR - 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 Sofina Société Anonyme (SOF.BR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LIGS.DE	SOF.BR	Difference
Sharpe ratio: Return per unit of total volatility	0.68	-0.69	+1.37
Sortino ratio: Return per unit of downside risk	1.14	-0.85	+1.98
Omega ratio: Gain probability vs. loss probability	1.13	0.90	+0.24
Calmar ratio: Return relative to maximum drawdown	1.00	-0.61	+1.61
Martin ratio: Return relative to average drawdown	3.51	-1.08	+4.59

LIGS.DE vs. SOF.BR - Sharpe Ratio Comparison

The current LIGS.DE Sharpe Ratio is 0.68, which is higher than the SOF.BR Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of LIGS.DE and SOF.BR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LIGS.DE vs. SOF.BR - Drawdown Comparison

The maximum LIGS.DE drawdown since its inception was -42.19%, smaller than the maximum SOF.BR drawdown of -59.53%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and SOF.BR.

Drawdown Indicators

	LIGS.DE	SOF.BR	Difference
Max Drawdown Largest peak-to-trough decline	-42.19%	-59.53%	+17.34%
Max Drawdown (1Y) Largest decline over 1 year	-13.09%	-26.62%	+13.53%
Max Drawdown (3Y) Largest decline over 3 years	-18.40%	-26.62%	+8.22%
Max Drawdown (5Y) Largest decline over 5 years	-30.95%	-59.53%	+28.58%
Max Drawdown (10Y) Largest decline over 10 years	—	-59.53%	—
Current Drawdown Current decline from peak	-3.20%	-46.64%	+43.44%
Average Drawdown Average peak-to-trough decline	-7.11%	-19.13%	+12.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	15.02%	-11.27%

Volatility

LIGS.DE vs. SOF.BR - Volatility Comparison

Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) and Sofina Société Anonyme (SOF.BR) have volatilities of 5.94% and 6.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIGS.DE	SOF.BR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	6.23%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	16.22%	16.85%	-0.63%
Volatility (1Y) Calculated over the trailing 1-year period	19.39%	23.40%	-4.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.46%	28.53%	-9.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.27%	24.81%	-3.54%

Dividends

LIGS.DE vs. SOF.BR - Dividend Comparison

LIGS.DE has not paid dividends to shareholders, while SOF.BR's dividend yield for the trailing twelve months is around 1.18%.

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%
SOF.BR Sofina Société Anonyme	1.18%	1.41%	1.53%	1.44%	1.52%	0.70%	1.05%	1.45%	1.61%	1.95%	1.96%	2.21%

Frequently Asked Questions

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

LIGS.DE and SOF.BR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.