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LCHM.DE vs. E6BR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCHM.DE vs. E6BR.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 Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCHM.DE achieves a 22.92% return, which is significantly lower than E6BR.DE's 32.12% return. Over the past 10 years, LCHM.DE has underperformed E6BR.DE with an annualized return of 9.52%, while E6BR.DE has yielded a comparatively higher 15.56% annualized return.


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%

E6BR.DE

1D
-1.00%
1M
10.30%
YTD
32.12%
6M
41.34%
1Y
80.79%
3Y*
18.05%
5Y*
10.65%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCHM.DE vs. E6BR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
32.12%33.08%-9.05%-6.66%9.00%27.01%12.86%22.79%-12.99%21.27%

Correlation

The correlation between LCHM.DE and E6BR.DE is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2008

0.61

Over the past year, LCHM.DE and E6BR.DE have become more correlated (0.90) than their long-term average of 0.61, meaning their price movements have been converging.

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Return for Risk

LCHM.DE vs. E6BR.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: 5555
Overall Rank
LCHM.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LCHM.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
LCHM.DE Omega Ratio Rank: 5252
Omega Ratio Rank
LCHM.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
LCHM.DE Martin Ratio Rank: 5959
Martin Ratio Rank

E6BR.DE
E6BR.DE Risk / Return Rank: 8686
Overall Rank
E6BR.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
E6BR.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
E6BR.DE Omega Ratio Rank: 8282
Omega Ratio Rank
E6BR.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
E6BR.DE Martin Ratio Rank: 8787
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. E6BR.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 Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.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.DEE6BR.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.32

1.49

-0.17

Calmar ratioReturn relative to maximum drawdown

2.55

4.66

-2.11

Martin ratioReturn relative to average drawdown

10.41

18.44

-8.03

LCHM.DE vs. E6BR.DE - Sharpe Ratio Comparison

The current LCHM.DE Sharpe Ratio is 1.91, which is lower than the E6BR.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of LCHM.DE and E6BR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LCHM.DEE6BR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

3.10

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.40

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.57

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.17

+0.29

Drawdowns

LCHM.DE vs. E6BR.DE - Drawdown Comparison

The maximum LCHM.DE drawdown since its inception was -47.72%, smaller than the maximum E6BR.DE drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and E6BR.DE.


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Drawdown Indicators


LCHM.DEE6BR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.72%

-66.16%

+18.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-17.23%

+3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

-33.28%

+9.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-40.00%

+15.40%

Max Drawdown (10Y)

Largest decline over 10 years

-31.17%

-44.33%

+13.16%

Current Drawdown

Current decline from peak

-1.74%

-2.89%

+1.15%

Average Drawdown

Average peak-to-trough decline

-8.36%

-22.97%

+14.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

4.29%

-1.05%

Volatility

LCHM.DE vs. E6BR.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) is 6.63%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) has a volatility of 9.78%. This indicates that LCHM.DE experiences smaller price fluctuations and is considered to be less risky than E6BR.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.DEE6BR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

9.78%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

21.75%

-6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

25.95%

-8.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

26.47%

-8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

27.59%

-9.67%

LCHM.DE vs. E6BR.DE - Expense Ratio Comparison

Both LCHM.DE and E6BR.DE have an expense ratio of 0.30%.


Dividends

LCHM.DE vs. E6BR.DE - Dividend Comparison

LCHM.DE has not paid dividends to shareholders, while E6BR.DE's dividend yield for the trailing twelve months is around 1.75%.


PositionTTM20252024202320222021202020192018
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
1.75%2.31%4.15%0.00%5.98%5.68%3.72%5.24%3.59%
LCHM.DE
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, LCHM.DE and E6BR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LCHM.DE and E6BR.DE have the same expense ratio: 0.30% per year.

LCHM.DE tracks STOXX® Europe 600 Chemicals, while E6BR.DE tracks STOXX® Europe 600 Basic Resources.

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