ZPDI.DE vs. LIGS.DE
ZPDI.DE (State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)) and LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) are both Industrials Equities funds - ZPDI.DE tracks the S&P Industrials Select Sector Daily Capped 35/20 Index while LIGS.DE tracks the STOXX® Europe 600 Industrial Goods & Services. Both are passively managed. Over the past 5 years, ZPDI.DE returned 14.18%/yr vs 10.49%/yr for LIGS.DE. A 0.66 correlation means they provide meaningful diversification when combined. ZPDI.DE charges 0.15%/yr vs 0.30%/yr for LIGS.DE.
Performance
ZPDI.DE vs. LIGS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDI.DE achieves a 19.85% return, which is significantly higher than LIGS.DE's 7.81% return.
ZPDI.DE
- 1D
- 0.17%
- 1M
- 4.99%
- 6M
- 15.05%
- YTD
- 19.85%
- 1Y
- 25.09%
- 3Y*
- 18.65%
- 5Y*
- 14.18%
- 10Y*
- 13.36%
LIGS.DE
- 1D
- -0.15%
- 1M
- 1.59%
- 6M
- 1.76%
- YTD
- 7.81%
- 1Y
- 12.27%
- 3Y*
- 18.21%
- 5Y*
- 10.49%
- 10Y*
- —
ZPDI.DE vs. LIGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPDI.DE State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) | 19.85% | 6.82% | 23.74% | 13.82% | -0.16% | 32.11% | -0.48% | 19.72% |
LIGS.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc | 7.81% | 23.89% | 14.58% | 23.36% | -18.76% | 27.50% | 6.13% | 25.77% |
Correlation
The correlation between ZPDI.DE and LIGS.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 | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019 | 0.66 |
The correlation between ZPDI.DE and LIGS.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
ZPDI.DE vs. LIGS.DE — Risk / Return Rank
ZPDI.DE
LIGS.DE
ZPDI.DE vs. LIGS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.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.
| ZPDI.DE | LIGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.12 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 0.88 | +1.87 |
| Martin ratioReturn relative to average drawdown | 8.98 | 3.06 | +5.93 |
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Drawdowns
ZPDI.DE vs. LIGS.DE - Drawdown Comparison
The maximum ZPDI.DE drawdown since its inception was -41.62%, roughly equal to the maximum LIGS.DE drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for ZPDI.DE and LIGS.DE.
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Drawdown Indicators
| ZPDI.DE | LIGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -42.19% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -13.09% | +4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -18.40% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -30.95% | +8.41% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | — | — |
Current DrawdownCurrent decline from peak | -2.02% | -4.03% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -7.05% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.76% | -1.05% |
Volatility
ZPDI.DE vs. LIGS.DE - Volatility Comparison
The current volatility for State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) is 5.19%, while Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a volatility of 5.64%. This indicates that ZPDI.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
| ZPDI.DE | LIGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.64% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 16.41% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 19.56% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 19.53% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 21.24% | -0.72% |
ZPDI.DE vs. LIGS.DE - Expense Ratio Comparison
ZPDI.DE has a 0.15% expense ratio, which is lower than LIGS.DE's 0.30% expense ratio.
Dividends
ZPDI.DE vs. LIGS.DE - Dividend Comparison
Neither ZPDI.DE nor LIGS.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDI.DE and LIGS.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, ZPDI.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDI.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LIGS.DE.
ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 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: 0.15% for ZPDI.DE and 0.30% for LIGS.DE.
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