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LCHM.DE vs. 2B7C.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCHM.DE vs. 2B7C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE). The values are adjusted to include any dividend payments, if applicable.

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LCHM.DE vs. 2B7C.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCHM.DE
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc
11.53%13.24%-9.83%16.21%-14.63%24.72%10.72%24.43%-9.02%8.29%
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF
6.73%6.91%23.72%13.89%-0.20%32.19%-0.63%32.20%-10.13%4.44%

Returns By Period

In the year-to-date period, LCHM.DE achieves a 11.53% return, which is significantly higher than 2B7C.DE's 6.73% return.


LCHM.DE

1D
-0.30%
1M
0.51%
YTD
11.53%
6M
19.68%
1Y
24.45%
3Y*
7.53%
5Y*
5.48%
10Y*
8.50%

2B7C.DE

1D
-0.07%
1M
-5.65%
YTD
6.73%
6M
8.80%
1Y
17.64%
3Y*
16.69%
5Y*
12.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCHM.DE vs. 2B7C.DE - Expense Ratio Comparison

LCHM.DE has a 0.30% expense ratio, which is higher than 2B7C.DE's 0.15% expense ratio.


Return for Risk

LCHM.DE vs. 2B7C.DE — Risk / Return Rank

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

LCHM.DE
LCHM.DE Risk / Return Rank: 6767
Overall Rank
LCHM.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LCHM.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
LCHM.DE Omega Ratio Rank: 5959
Omega Ratio Rank
LCHM.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
LCHM.DE Martin Ratio Rank: 7070
Martin Ratio Rank

2B7C.DE
2B7C.DE Risk / Return Rank: 6060
Overall Rank
2B7C.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
2B7C.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
2B7C.DE Omega Ratio Rank: 4646
Omega Ratio Rank
2B7C.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
2B7C.DE Martin Ratio Rank: 7777
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.

LCHM.DE vs. 2B7C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.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.


LCHM.DE2B7C.DEDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.92

+0.38

Sortino ratio

Return per unit of downside risk

1.77

1.36

+0.41

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

2.20

2.83

-0.63

Martin ratio

Return relative to average drawdown

8.97

9.70

-0.73

LCHM.DE vs. 2B7C.DE - Sharpe Ratio Comparison

The current LCHM.DE Sharpe Ratio is 1.30, which is higher than the 2B7C.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of LCHM.DE and 2B7C.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LCHM.DE2B7C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.92

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.74

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.58

-0.13

Correlation

The correlation between LCHM.DE and 2B7C.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LCHM.DE vs. 2B7C.DE - Dividend Comparison

Neither LCHM.DE nor 2B7C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LCHM.DE vs. 2B7C.DE - Drawdown Comparison

The maximum LCHM.DE drawdown since its inception was -47.72%, which is greater than 2B7C.DE's maximum drawdown of -41.33%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and 2B7C.DE.


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Drawdown Indicators


LCHM.DE2B7C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.72%

-41.33%

-6.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-8.89%

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-22.66%

-1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-31.17%

Current Drawdown

Current decline from peak

-5.18%

-6.24%

+1.06%

Average Drawdown

Average peak-to-trough decline

-8.42%

-5.08%

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.59%

+0.68%

Volatility

LCHM.DE vs. 2B7C.DE - Volatility Comparison

Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a higher volatility of 8.22% compared to iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) at 5.33%. This indicates that LCHM.DE's price experiences larger fluctuations and is considered to be riskier than 2B7C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCHM.DE2B7C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

5.33%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

10.01%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.72%

19.00%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

16.67%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

19.39%

-1.54%