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LCHM.DE vs. EXH4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCHM.DE vs. EXH4.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 STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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 higher than EXH4.DE's 8.61% return. Over the past 10 years, LCHM.DE has underperformed EXH4.DE with an annualized return of 9.52%, while EXH4.DE has yielded a comparatively higher 12.08% 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%

EXH4.DE

1D
0.57%
1M
1.72%
YTD
8.61%
6M
10.71%
1Y
14.50%
3Y*
17.96%
5Y*
11.25%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCHM.DE vs. EXH4.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%
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)
8.61%23.72%14.66%23.26%-18.58%27.14%5.60%36.93%-13.73%16.86%

Correlation

The correlation between LCHM.DE and EXH4.DE is 0.56, 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

0.56

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

0.64

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

0.73

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

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2007

0.68

The correlation between LCHM.DE and EXH4.DE shifts across timeframes, from 0.56 (1 year) to 0.75 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

LCHM.DE vs. EXH4.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

EXH4.DE
EXH4.DE Risk / Return Rank: 2424
Overall Rank
EXH4.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EXH4.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
EXH4.DE Omega Ratio Rank: 2323
Omega Ratio Rank
EXH4.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EXH4.DE Martin Ratio Rank: 2828
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. EXH4.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 STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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.DEEXH4.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.32

1.15

+0.17

Calmar ratioReturn relative to maximum drawdown

2.55

1.09

+1.46

Martin ratioReturn relative to average drawdown

10.41

3.91

+6.50

LCHM.DE vs. EXH4.DE - Sharpe Ratio Comparison

The current LCHM.DE Sharpe Ratio is 1.91, which is higher than the EXH4.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of LCHM.DE and EXH4.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.DEEXH4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

0.73

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.57

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.60

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.47

-0.01

Drawdowns

LCHM.DE vs. EXH4.DE - Drawdown Comparison

The maximum LCHM.DE drawdown since its inception was -47.72%, smaller than the maximum EXH4.DE drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and EXH4.DE.


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Drawdown Indicators


LCHM.DEEXH4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.72%

-60.02%

+12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-13.28%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

-19.33%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-31.07%

+6.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.17%

-41.94%

+10.77%

Current Drawdown

Current decline from peak

-1.74%

-1.40%

-0.34%

Average Drawdown

Average peak-to-trough decline

-8.36%

-9.81%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.69%

-0.45%

Volatility

LCHM.DE vs. EXH4.DE - Volatility Comparison

Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) and iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) have volatilities of 6.63% and 6.36%, 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.DEEXH4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

6.36%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

16.56%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

19.71%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

19.66%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

19.93%

-2.01%

LCHM.DE vs. EXH4.DE - Expense Ratio Comparison

LCHM.DE has a 0.30% expense ratio, which is lower than EXH4.DE's 0.46% expense ratio.


Dividends

LCHM.DE vs. EXH4.DE - Dividend Comparison

LCHM.DE has not paid dividends to shareholders, while EXH4.DE's dividend yield for the trailing twelve months is around 1.18%.


PositionTTM20252024202320222021202020192018201720162015
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)
1.18%1.31%1.51%1.72%1.68%1.08%0.85%1.69%1.67%2.38%2.10%2.79%
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%0.00%0.00%0.00%

Frequently Asked Questions


LCHM.DE and EXH4.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCHM.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCHM.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for EXH4.DE.

LCHM.DE tracks STOXX® Europe 600 Chemicals, while EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LCHM.DE and 0.46% for EXH4.DE.

Portfolio Optimizer

Find the right allocation for LCHM.DE and EXH4.DE

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