LCHM.DE vs. AUM5.DE
LCHM.DE (Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LCHM.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Chemicals, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LCHM.DE returned 9.52%/yr vs 15.11%/yr for AUM5.DE. A 0.57 correlation means they provide meaningful diversification when combined. LCHM.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
LCHM.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LCHM.DE achieves a 22.92% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, LCHM.DE has underperformed AUM5.DE with an annualized return of 9.52%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
LCHM.DE
- 1D
- -0.50%
- 1M
- 3.76%
- YTD
- 22.92%
- 6M
- 27.52%
- 1Y
- 33.65%
- 3Y*
- 10.91%
- 5Y*
- 6.53%
- 10Y*
- 9.52%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
LCHM.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between LCHM.DE and AUM5.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.57 |
The correlation between LCHM.DE and AUM5.DE shifts across timeframes, from 0.36 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LCHM.DE vs. AUM5.DE — Risk / Return Rank
LCHM.DE
AUM5.DE
LCHM.DE vs. AUM5.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 Amundi S&P 500 UCITS ETF EUR (AUM5.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.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 3.57 | -1.02 |
| Martin ratioReturn relative to average drawdown | 10.41 | 12.74 | -2.33 |
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
| LCHM.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.20 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.97 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.93 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.96 | -0.50 |
Drawdowns
LCHM.DE vs. AUM5.DE - Drawdown Comparison
The maximum LCHM.DE drawdown since its inception was -47.72%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and AUM5.DE.
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Drawdown Indicators
| LCHM.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -33.66% | -14.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -7.15% | -6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -23.30% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -23.30% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -31.17% | -33.66% | +2.49% |
Current DrawdownCurrent decline from peak | -1.74% | -0.46% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -4.00% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.01% | +1.23% |
Volatility
LCHM.DE vs. AUM5.DE - Volatility Comparison
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a higher volatility of 6.63% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that LCHM.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.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.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 2.63% | +4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 7.61% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 11.64% | +6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 15.19% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 16.07% | +1.85% |
LCHM.DE vs. AUM5.DE - Expense Ratio Comparison
LCHM.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LCHM.DE vs. AUM5.DE - Dividend Comparison
Neither LCHM.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LCHM.DE and AUM5.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LCHM.DE.
LCHM.DE is categorized as Industrials Equities, while AUM5.DE is S&P 500. LCHM.DE tracks STOXX® Europe 600 Chemicals, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for LCHM.DE and 0.15% for AUM5.DE.
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