DXSC.DE vs. LCHM.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and LCHM.DE (Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc) are both Industrials Equities funds - DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35 while LCHM.DE tracks the STOXX® Europe 600 Chemicals. Both are passively managed. Over the past 10 years, DXSC.DE returned 12.15%/yr vs 9.52%/yr for LCHM.DE. A 0.62 correlation means they provide meaningful diversification when combined. DXSC.DE charges 0.17%/yr vs 0.30%/yr for LCHM.DE.
Performance
DXSC.DE vs. LCHM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSC.DE achieves a 8.73% return, which is significantly lower than LCHM.DE's 22.92% return. Over the past 10 years, DXSC.DE has outperformed LCHM.DE with an annualized return of 12.15%, while LCHM.DE has yielded a comparatively lower 9.52% annualized return.
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
LCHM.DE
- 1D
- -0.50%
- 1M
- 6.36%
- YTD
- 22.92%
- 6M
- 27.91%
- 1Y
- 34.17%
- 3Y*
- 10.91%
- 5Y*
- 6.53%
- 10Y*
- 9.52%
DXSC.DE vs. LCHM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
LCHM.DE Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc | 22.92% | 13.24% | -9.83% | 16.21% | -14.63% | 24.72% | 10.72% | 24.43% | -9.02% | 13.19% |
Correlation
The correlation between DXSC.DE and LCHM.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.62 |
Over the past year, DXSC.DE and LCHM.DE have become more correlated (0.89) than their long-term average of 0.62, meaning their price movements have been converging.
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Return for Risk
DXSC.DE vs. LCHM.DE — Risk / Return Rank
DXSC.DE
LCHM.DE
DXSC.DE vs. LCHM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.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.
| DXSC.DE | LCHM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.32 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.55 | -1.97 |
| Martin ratioReturn relative to average drawdown | 1.79 | 10.41 | -8.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXSC.DE | LCHM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.91 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.36 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.54 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.47 | -0.40 |
Drawdowns
DXSC.DE vs. LCHM.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than LCHM.DE's maximum drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and LCHM.DE.
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Drawdown Indicators
| DXSC.DE | LCHM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -47.72% | -26.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -13.34% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -24.12% | +6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -24.60% | -1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -31.17% | -13.79% |
Current DrawdownCurrent decline from peak | -1.80% | -1.74% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -30.18% | -8.36% | -21.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 3.24% | +1.37% |
Volatility
DXSC.DE vs. LCHM.DE - Volatility Comparison
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) have volatilities of 6.43% and 6.63%, 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
| DXSC.DE | LCHM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 6.63% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 14.76% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 17.86% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 17.73% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 17.92% | +5.86% |
DXSC.DE vs. LCHM.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% expense ratio, which is lower than LCHM.DE's 0.30% expense ratio.
Dividends
DXSC.DE vs. LCHM.DE - Dividend Comparison
Neither DXSC.DE nor LCHM.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and LCHM.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for LCHM.DE.
DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while LCHM.DE tracks STOXX® Europe 600 Chemicals. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.17% for DXSC.DE and 0.30% for LCHM.DE.
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