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LIGS.DE vs. SPYQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIGS.DE vs. SPYQ.DE - 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 SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SPYQ.DE's 8.86% return. Both investments have delivered pretty close results over the past 10 years, with LIGS.DE having a 12.01% annualized return and SPYQ.DE not far ahead at 12.56%.


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%

SPYQ.DE

1D
0.62%
1M
-2.67%
YTD
8.86%
6M
10.87%
1Y
15.07%
3Y*
19.58%
5Y*
12.85%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIGS.DE vs. SPYQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPYQ.DE
SPDR MSCI Europe Industrials UCITS ETF
8.86%25.52%14.36%26.68%-16.54%28.05%4.02%37.55%-14.12%15.52%

Correlation

The correlation between LIGS.DE and SPYQ.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.98

The correlation between LIGS.DE and SPYQ.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

LIGS.DE vs. SPYQ.DE — 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: 2222
Overall Rank
LIGS.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LIGS.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
LIGS.DE Omega Ratio Rank: 2121
Omega Ratio Rank
LIGS.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
LIGS.DE Martin Ratio Rank: 2626
Martin Ratio Rank

SPYQ.DE
SPYQ.DE Risk / Return Rank: 2525
Overall Rank
SPYQ.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SPYQ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPYQ.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SPYQ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPYQ.DE Martin Ratio Rank: 3030
Martin Ratio Rank
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. SPYQ.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 Industrials UCITS ETF (SPYQ.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.DESPYQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.13

1.16

-0.02

Calmar ratioReturn relative to maximum drawdown

0.99

1.19

-0.19

Martin ratioReturn relative to average drawdown

3.50

4.36

-0.86

LIGS.DE vs. SPYQ.DE - Sharpe Ratio Comparison

The current LIGS.DE Sharpe Ratio is 0.68, which is comparable to the SPYQ.DE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of LIGS.DE and SPYQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LIGS.DESPYQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.79

-0.12

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

0.64

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.60

-0.17

Drawdowns

LIGS.DE vs. SPYQ.DE - Drawdown Comparison

The maximum LIGS.DE drawdown since its inception was -60.31%, which is greater than SPYQ.DE's maximum drawdown of -41.44%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and SPYQ.DE.


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Drawdown Indicators


LIGS.DESPYQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.31%

-41.44%

-18.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-13.15%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-18.37%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-30.95%

-29.20%

-1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-42.19%

-41.44%

-0.75%

Current Drawdown

Current decline from peak

-2.26%

-2.67%

+0.41%

Average Drawdown

Average peak-to-trough decline

-9.87%

-6.07%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

3.58%

+0.12%

Volatility

LIGS.DE vs. SPYQ.DE - Volatility Comparison

Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) and SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) have volatilities of 6.08% and 6.29%, 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.


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Volatility by Period


LIGS.DESPYQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

6.29%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

16.51%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

19.70%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.43%

18.87%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.83%

19.60%

+0.23%

LIGS.DE vs. SPYQ.DE - Expense Ratio Comparison

LIGS.DE has a 0.30% expense ratio, which is higher than SPYQ.DE's 0.18% expense ratio.


Dividends

LIGS.DE vs. SPYQ.DE - Dividend Comparison

Neither LIGS.DE nor SPYQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, LIGS.DE and SPYQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYQ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYQ.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 SPYQ.DE tracks MSCI Europe Industrials 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 SPYQ.DE.

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