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

Performance

WELT.DE vs. LIGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.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, WELT.DE achieves a 15.23% return, which is significantly higher than LIGS.DE's 7.15% return.


WELT.DE

1D
-0.14%
1M
-0.02%
YTD
15.23%
6M
15.37%
1Y
23.60%
3Y*
17.33%
5Y*
10Y*

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

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


2026 (YTD)2025202420232022
WELT.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Dist
15.23%10.22%16.35%19.85%7.82%
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc
7.15%23.89%14.58%23.36%12.06%

Correlation

The correlation between WELT.DE and LIGS.DE is 0.80, 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

0.80

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

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.82

The correlation between WELT.DE and LIGS.DE has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

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Return for Risk

WELT.DE vs. LIGS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WELT.DE
WELT.DE Risk / Return Rank: 4848
Overall Rank
WELT.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
WELT.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
WELT.DE Omega Ratio Rank: 4444
Omega Ratio Rank
WELT.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
WELT.DE Martin Ratio Rank: 5454
Martin Ratio Rank

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
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.

WELT.DE vs. LIGS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.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.


WELT.DELIGS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.28

1.13

+0.14

Calmar ratioReturn relative to maximum drawdown

2.45

0.99

+1.46

Martin ratioReturn relative to average drawdown

9.08

3.50

+5.57

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

The current WELT.DE Sharpe Ratio is 1.52, which is higher than the LIGS.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of WELT.DE and LIGS.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


WELT.DELIGS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.68

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.43

+0.83

Drawdowns

WELT.DE vs. LIGS.DE - Drawdown Comparison

The maximum WELT.DE drawdown since its inception was -20.81%, smaller than the maximum LIGS.DE drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for WELT.DE and LIGS.DE.


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Drawdown Indicators


WELT.DELIGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.81%

-60.31%

+39.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-13.09%

+3.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-18.40%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-30.95%

Max Drawdown (10Y)

Largest decline over 10 years

-42.19%

Current Drawdown

Current decline from peak

-0.14%

-2.26%

+2.12%

Average Drawdown

Average peak-to-trough decline

-2.61%

-9.87%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.70%

-1.12%

Volatility

WELT.DE vs. LIGS.DE - Volatility Comparison

The current volatility for Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) is 3.88%, while Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a volatility of 6.08%. This indicates that WELT.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


WELT.DELIGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

6.08%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

16.09%

-3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

19.23%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

19.43%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

19.83%

-4.51%

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

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


Dividends

WELT.DE vs. LIGS.DE - Dividend Comparison

WELT.DE's dividend yield for the trailing twelve months is around 1.12%, while LIGS.DE has not paid dividends to shareholders.


Frequently Asked Questions


WELT.DE and LIGS.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELT.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LIGS.DE.

WELT.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials, while LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services. Their fees differ too: 0.18% for WELT.DE and 0.30% for LIGS.DE.

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