LCHM.DE vs. DXSC.DE
LCHM.DE (Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc) and DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) are both Industrials Equities funds - LCHM.DE tracks the STOXX® Europe 600 Chemicals while DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35. Both are passively managed. Over the past 10 years, LCHM.DE returned 9.52%/yr vs 12.15%/yr for DXSC.DE. A 0.62 correlation means they provide meaningful diversification when combined. LCHM.DE charges 0.30%/yr vs 0.17%/yr for DXSC.DE.
Performance
LCHM.DE vs. DXSC.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 DXSC.DE's 8.73% return. Over the past 10 years, LCHM.DE has underperformed DXSC.DE with an annualized return of 9.52%, while DXSC.DE has yielded a comparatively higher 12.15% 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%
DXSC.DE
- 1D
- -0.44%
- 1M
- 3.67%
- YTD
- 8.73%
- 6M
- 11.15%
- 1Y
- 7.84%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
LCHM.DE vs. DXSC.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% |
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% |
Correlation
The correlation between LCHM.DE and DXSC.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, LCHM.DE and DXSC.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
LCHM.DE vs. DXSC.DE — Risk / Return Rank
LCHM.DE
DXSC.DE
LCHM.DE vs. DXSC.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 Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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 | DXSC.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 | 1.32 | 1.10 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 0.58 | +1.97 |
| Martin ratioReturn relative to average drawdown | 10.41 | 1.79 | +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
| LCHM.DE | DXSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 0.49 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.22 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.51 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.07 | +0.40 |
Drawdowns
LCHM.DE vs. DXSC.DE - Drawdown Comparison
The maximum LCHM.DE drawdown since its inception was -47.72%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and DXSC.DE.
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Drawdown Indicators
| LCHM.DE | DXSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -73.82% | +26.10% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -14.34% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -17.53% | -6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -25.63% | +1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -31.17% | -44.96% | +13.79% |
Current DrawdownCurrent decline from peak | -1.74% | -1.80% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -30.18% | +21.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 4.61% | -1.37% |
Volatility
LCHM.DE vs. DXSC.DE - Volatility Comparison
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) have volatilities of 6.63% and 6.43%, 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
| LCHM.DE | DXSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 6.43% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 14.24% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 16.91% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 17.98% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 23.78% | -5.86% |
LCHM.DE vs. DXSC.DE - Expense Ratio Comparison
LCHM.DE has a 0.30% expense ratio, which is higher than DXSC.DE's 0.17% expense ratio.
Dividends
LCHM.DE vs. DXSC.DE - Dividend Comparison
Neither LCHM.DE nor DXSC.DE has paid dividends to shareholders.
Frequently Asked Questions
LCHM.DE and DXSC.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.
LCHM.DE tracks STOXX® Europe 600 Chemicals, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LCHM.DE and 0.17% for DXSC.DE.
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