LIGS.DE vs. SPYP.DE
LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) and SPYP.DE (SPDR MSCI Europe Materials UCITS ETF) are both Industrials Equities funds - LIGS.DE tracks the STOXX® Europe 600 Industrial Goods & Services while SPYP.DE tracks the MSCI Europe Materials 20/35 Capped. Both are passively managed. Over the past 10 years, LIGS.DE returned 12.01%/yr vs 11.05%/yr for SPYP.DE. A 0.78 correlation means they provide meaningful diversification when combined. LIGS.DE charges 0.30%/yr vs 0.18%/yr for SPYP.DE.
Performance
LIGS.DE vs. SPYP.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 SPYP.DE's 17.42% return. Over the past 10 years, LIGS.DE has outperformed SPYP.DE with an annualized return of 12.01%, while SPYP.DE has yielded a comparatively lower 11.05% 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%
SPYP.DE
- 1D
- -0.40%
- 1M
- 5.89%
- YTD
- 17.42%
- 6M
- 21.88%
- 1Y
- 25.97%
- 3Y*
- 12.38%
- 5Y*
- 6.68%
- 10Y*
- 11.05%
LIGS.DE vs. SPYP.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% |
SPYP.DE SPDR MSCI Europe Materials UCITS ETF | 17.42% | 13.01% | -3.09% | 12.36% | -9.22% | 24.42% | 9.86% | 27.43% | -14.57% | 18.99% |
Correlation
The correlation between LIGS.DE and SPYP.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.78 |
The correlation between LIGS.DE and SPYP.DE shifts across timeframes, from 0.65 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LIGS.DE vs. SPYP.DE — Risk / Return Rank
LIGS.DE
SPYP.DE
LIGS.DE vs. SPYP.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 SPDR MSCI Europe Materials UCITS ETF (SPYP.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 | SPYP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.98 | -0.99 |
| Martin ratioReturn relative to average drawdown | 3.50 | 7.94 | -4.44 |
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 | SPYP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.52 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.37 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.57 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.42 | +0.01 |
Drawdowns
LIGS.DE vs. SPYP.DE - Drawdown Comparison
The maximum LIGS.DE drawdown since its inception was -60.31%, which is greater than SPYP.DE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and SPYP.DE.
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Drawdown Indicators
| LIGS.DE | SPYP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.31% | -36.99% | -23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -13.07% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -20.69% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -22.63% | -8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -35.40% | -6.79% |
Current DrawdownCurrent decline from peak | -2.26% | -1.54% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -7.59% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.26% | +0.44% |
Volatility
LIGS.DE vs. SPYP.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) is 6.08%, while SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) has a volatility of 6.50%. This indicates that LIGS.DE experiences smaller price fluctuations and is considered to be less risky than SPYP.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 | SPYP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 6.50% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 14.33% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 17.04% | +2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 17.94% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 19.34% | +0.49% |
LIGS.DE vs. SPYP.DE - Expense Ratio Comparison
LIGS.DE has a 0.30% expense ratio, which is higher than SPYP.DE's 0.18% expense ratio.
Dividends
LIGS.DE vs. SPYP.DE - Dividend Comparison
Neither LIGS.DE nor SPYP.DE has paid dividends to shareholders.
Frequently Asked Questions
LIGS.DE and SPYP.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYP.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYP.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LIGS.DE.
LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services, while SPYP.DE tracks MSCI Europe Materials 20/35 Capped. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LIGS.DE and 0.18% for SPYP.DE.
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