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

Performance

XDWI.DE vs. LIGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.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, XDWI.DE achieves a 12.20% return, which is significantly higher than LIGS.DE's 7.15% return. Both investments have delivered pretty close results over the past 10 years, with XDWI.DE having a 12.07% annualized return and LIGS.DE not far behind at 12.01%.


XDWI.DE

1D
0.11%
1M
1.18%
YTD
12.20%
6M
13.38%
1Y
19.56%
3Y*
18.27%
5Y*
12.48%
10Y*
12.07%

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

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


2026 (YTD)202520242023202220212020201920182017
XDWI.DE
Xtrackers MSCI World Industrials UCITS ETF 1C
12.20%12.06%19.50%19.04%-7.86%26.23%1.52%31.50%-11.18%10.04%
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%

Correlation

The correlation between XDWI.DE and LIGS.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.80

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

0.82

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

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.82

The correlation between XDWI.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

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

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

XDWI.DE
XDWI.DE Risk / Return Rank: 4242
Overall Rank
XDWI.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDWI.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
XDWI.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XDWI.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
XDWI.DE Martin Ratio Rank: 4646
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.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.


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

+0.67

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.11

Calmar ratioReturn relative to maximum drawdown

2.10

0.99

+1.11

Martin ratioReturn relative to average drawdown

7.51

3.50

+4.01

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

The current XDWI.DE Sharpe Ratio is 1.35, which is higher than the LIGS.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of XDWI.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


XDWI.DELIGS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.68

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.56

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.61

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.43

+0.28

Drawdowns

XDWI.DE vs. LIGS.DE - Drawdown Comparison

The maximum XDWI.DE drawdown since its inception was -38.10%, smaller than the maximum LIGS.DE drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and LIGS.DE.


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Drawdown Indicators


XDWI.DELIGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.10%

-60.31%

+22.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-13.09%

+3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-18.40%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-19.09%

-30.95%

+11.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.10%

-42.19%

+4.09%

Current Drawdown

Current decline from peak

-0.98%

-2.26%

+1.28%

Average Drawdown

Average peak-to-trough decline

-4.30%

-9.87%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.70%

-1.10%

Volatility

XDWI.DE vs. LIGS.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 3.96%, while Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a volatility of 6.08%. This indicates that XDWI.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


XDWI.DELIGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

6.08%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

16.09%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

19.23%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

19.43%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

19.83%

-3.05%

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

XDWI.DE has a 0.25% expense ratio, which is lower than LIGS.DE's 0.30% expense ratio.


Dividends

XDWI.DE vs. LIGS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDWI.DE and LIGS.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWI.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWI.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LIGS.DE.

XDWI.DE tracks MSCI World/Materials NR USD, while LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWI.DE and 0.30% for LIGS.DE.

Portfolio Optimizer

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