LCHM.DE vs. DXSL.DE
LCHM.DE (Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc) and DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) are both Industrials Equities funds - LCHM.DE tracks the STOXX® Europe 600 Chemicals while DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35. Both are passively managed. Over the past 10 years, LCHM.DE returned 9.52%/yr vs 11.00%/yr for DXSL.DE. A 0.71 correlation means they provide meaningful diversification when combined. LCHM.DE charges 0.30%/yr vs 0.17%/yr for DXSL.DE.
Performance
LCHM.DE vs. DXSL.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 DXSL.DE's 8.84% return. Over the past 10 years, LCHM.DE has underperformed DXSL.DE with an annualized return of 9.52%, while DXSL.DE has yielded a comparatively higher 11.00% 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%
DXSL.DE
- 1D
- 0.45%
- 1M
- -3.07%
- YTD
- 8.84%
- 6M
- 10.48%
- 1Y
- 14.26%
- 3Y*
- 14.15%
- 5Y*
- 9.06%
- 10Y*
- 11.00%
LCHM.DE vs. DXSL.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% |
DXSL.DE Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | 8.84% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
Correlation
The correlation between LCHM.DE and DXSL.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 | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2007 | 0.71 |
The correlation between LCHM.DE and DXSL.DE shifts across timeframes, from 0.65 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LCHM.DE vs. DXSL.DE — Risk / Return Rank
LCHM.DE
DXSL.DE
LCHM.DE vs. DXSL.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 Industrials ESG Screened UCITS ETF 1C (DXSL.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 | DXSL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.15 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.10 | +1.45 |
| Martin ratioReturn relative to average drawdown | 10.41 | 3.89 | +6.52 |
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 | DXSL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 0.75 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.47 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.56 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.38 | +0.09 |
Drawdowns
LCHM.DE vs. DXSL.DE - Drawdown Comparison
The maximum LCHM.DE drawdown since its inception was -47.72%, smaller than the maximum DXSL.DE drawdown of -58.54%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and DXSL.DE.
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Drawdown Indicators
| LCHM.DE | DXSL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -58.54% | +10.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -13.21% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -20.06% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -31.06% | +6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -31.17% | -41.92% | +10.75% |
Current DrawdownCurrent decline from peak | -1.74% | -3.07% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -10.00% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.75% | -0.51% |
Volatility
LCHM.DE vs. DXSL.DE - Volatility Comparison
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a higher volatility of 6.63% compared to Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) at 6.00%. This indicates that LCHM.DE's price experiences larger fluctuations and is considered to be riskier than DXSL.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 | DXSL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 6.00% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 15.78% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 19.33% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 19.22% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 19.64% | -1.72% |
LCHM.DE vs. DXSL.DE - Expense Ratio Comparison
LCHM.DE has a 0.30% expense ratio, which is higher than DXSL.DE's 0.17% expense ratio.
Dividends
LCHM.DE vs. DXSL.DE - Dividend Comparison
Neither LCHM.DE nor DXSL.DE has paid dividends to shareholders.
Frequently Asked Questions
LCHM.DE and DXSL.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, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for LCHM.DE.
LCHM.DE tracks STOXX® Europe 600 Chemicals, while DXSL.DE tracks MSCI Europe Industrials 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 DXSL.DE.
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