SPYL.DE vs. LIGS.DE
SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) and LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) are both exchange-traded funds - SPYL.DE is a S&P 500 fund tracking the S&P 500 Index, while LIGS.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services. Both are passively managed. Over the past year, SPYL.DE returned 26.53% vs 14.11% for LIGS.DE. A 0.57 correlation means they provide meaningful diversification when combined. SPYL.DE charges 0.03%/yr vs 0.30%/yr for LIGS.DE.
Performance
SPYL.DE vs. LIGS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYL.DE achieves a 11.37% return, which is significantly higher than LIGS.DE's 6.12% return.
SPYL.DE
- 1D
- -0.15%
- 1M
- 1.89%
- YTD
- 11.37%
- 6M
- 12.66%
- 1Y
- 26.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LIGS.DE
- 1D
- 2.01%
- 1M
- 3.03%
- YTD
- 6.12%
- 6M
- 7.65%
- 1Y
- 14.11%
- 3Y*
- 16.11%
- 5Y*
- 10.62%
- 10Y*
- —
SPYL.DE vs. LIGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
LIGS.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc | 6.12% | 23.89% | 14.58% | 20.36% |
Correlation
The correlation between SPYL.DE and LIGS.DE is 0.60, 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 | 0.60 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2023 | 0.57 |
The correlation between SPYL.DE and LIGS.DE has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.
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Return for Risk
SPYL.DE vs. LIGS.DE — Risk / Return Rank
SPYL.DE
LIGS.DE
SPYL.DE vs. LIGS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.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.
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.
| SPYL.DE | LIGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.13 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 1.00 | +2.58 |
| Martin ratioReturn relative to average drawdown | 12.72 | 3.51 | +9.22 |
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Drawdowns
SPYL.DE vs. LIGS.DE - Drawdown Comparison
The maximum SPYL.DE drawdown since its inception was -23.27%, smaller than the maximum LIGS.DE drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and LIGS.DE.
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Drawdown Indicators
| SPYL.DE | LIGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.27% | -42.19% | +18.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -13.09% | +5.96% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.40% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.95% | — |
Current DrawdownCurrent decline from peak | -0.46% | -3.20% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -7.11% | +3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.75% | -1.74% |
Volatility
SPYL.DE vs. LIGS.DE - Volatility Comparison
The current volatility for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) is 2.66%, while Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a volatility of 5.94%. This indicates that SPYL.DE experiences smaller price fluctuations and is considered to be less risky than LIGS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYL.DE | LIGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 5.94% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 16.22% | -8.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 19.39% | -7.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 19.46% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 21.27% | -6.67% |
SPYL.DE vs. LIGS.DE - Expense Ratio Comparison
SPYL.DE has a 0.03% expense ratio, which is lower than LIGS.DE's 0.30% expense ratio.
Dividends
SPYL.DE vs. LIGS.DE - Dividend Comparison
Neither SPYL.DE nor LIGS.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYL.DE and LIGS.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.30% for LIGS.DE.
SPYL.DE is categorized as S&P 500, while LIGS.DE is Industrials Equities. SPYL.DE tracks S&P 500 Index, while LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.03% for SPYL.DE and 0.30% for LIGS.DE.
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