LCHM.DE vs. GOAI.DE
LCHM.DE (Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc) and GOAI.DE (Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc) are both exchange-traded funds - LCHM.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Chemicals, while GOAI.DE is a Robotics fund tracking the MSCI ACWI IMI Robotics & AI ESG Filtered. Both are passively managed. Over the past 5 years, LCHM.DE returned 6.53%/yr vs 13.12%/yr for GOAI.DE. A 0.57 correlation means they provide meaningful diversification when combined. LCHM.DE charges 0.30%/yr vs 0.35%/yr for GOAI.DE.
Performance
LCHM.DE vs. GOAI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LCHM.DE achieves a 22.92% return, which is significantly lower than GOAI.DE's 28.31% 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%
GOAI.DE
- 1D
- -1.22%
- 1M
- 15.52%
- YTD
- 28.31%
- 6M
- 25.43%
- 1Y
- 46.38%
- 3Y*
- 21.99%
- 5Y*
- 13.12%
- 10Y*
- —
LCHM.DE vs. GOAI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -0.98% |
GOAI.DE Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc | 28.31% | 6.11% | 21.03% | 26.97% | -21.63% | 32.03% | 16.95% | 33.68% | -4.93% |
Correlation
The correlation between LCHM.DE and GOAI.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2018 | 0.57 |
Over the past year, the correlation between LCHM.DE and GOAI.DE has dropped to 0.35 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LCHM.DE vs. GOAI.DE — Risk / Return Rank
LCHM.DE
GOAI.DE
LCHM.DE vs. GOAI.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 MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.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 | GOAI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 3.27 | -0.72 |
| Martin ratioReturn relative to average drawdown | 10.41 | 8.82 | +1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LCHM.DE | GOAI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.37 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.66 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.82 | -0.35 |
Drawdowns
LCHM.DE vs. GOAI.DE - Drawdown Comparison
The maximum LCHM.DE drawdown since its inception was -47.72%, which is greater than GOAI.DE's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and GOAI.DE.
Loading charts...
Drawdown Indicators
| LCHM.DE | GOAI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -34.25% | -13.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -14.45% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -28.67% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -28.67% | +4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -31.17% | — | — |
Current DrawdownCurrent decline from peak | -1.74% | -1.69% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -7.17% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 5.37% | -2.13% |
Volatility
LCHM.DE vs. GOAI.DE - Volatility Comparison
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) have volatilities of 6.63% and 6.79%, 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.
Loading charts...
Volatility by Period
| LCHM.DE | GOAI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 6.79% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 14.95% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 19.95% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 19.64% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 20.21% | -2.29% |
LCHM.DE vs. GOAI.DE - Expense Ratio Comparison
LCHM.DE has a 0.30% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.
Dividends
LCHM.DE vs. GOAI.DE - Dividend Comparison
Neither LCHM.DE nor GOAI.DE has paid dividends to shareholders.
Frequently Asked Questions
LCHM.DE and GOAI.DE have a correlation of 0.35, 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 0.35% for GOAI.DE.
LCHM.DE is categorized as Industrials Equities, while GOAI.DE is Robotics. LCHM.DE tracks STOXX® Europe 600 Chemicals, while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.30% for LCHM.DE and 0.35% for GOAI.DE.
Find the right allocation for LCHM.DE and GOAI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer