PortfoliosLab logoPortfoliosLab logo
LCHM.DE vs. JEDI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCHM.DE vs. JEDI.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 VanEck Space Innovators UCITS ETF (JEDI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)2025202420232022
LCHM.DE
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc
11.53%13.24%-9.83%16.21%3.68%
JEDI.DE
VanEck Space Innovators UCITS ETF
35.82%72.15%52.14%8.55%5.38%

Returns By Period

In the year-to-date period, LCHM.DE achieves a 11.53% return, which is significantly lower than JEDI.DE's 35.82% return.


LCHM.DE

1D
-0.30%
1M
0.51%
YTD
11.53%
6M
19.68%
1Y
24.45%
3Y*
7.53%
5Y*
5.48%
10Y*
8.50%

JEDI.DE

1D
5.15%
1M
9.45%
YTD
35.82%
6M
49.20%
1Y
147.23%
3Y*
54.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

LCHM.DE has a 0.30% expense ratio, which is lower than JEDI.DE's 0.55% expense ratio.


Return for Risk

LCHM.DE vs. JEDI.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: 6767
Overall Rank
LCHM.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LCHM.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
LCHM.DE Omega Ratio Rank: 5959
Omega Ratio Rank
LCHM.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
LCHM.DE Martin Ratio Rank: 7070
Martin Ratio Rank

JEDI.DE
JEDI.DE Risk / Return Rank: 9797
Overall Rank
JEDI.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JEDI.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JEDI.DE Omega Ratio Rank: 9494
Omega Ratio Rank
JEDI.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
JEDI.DE Martin Ratio Rank: 9797
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. JEDI.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 VanEck Space Innovators UCITS ETF (JEDI.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.DEJEDI.DEDifference

Sharpe ratio

Return per unit of total volatility

1.30

3.43

-2.13

Sortino ratio

Return per unit of downside risk

1.77

3.77

-2.00

Omega ratio

Gain probability vs. loss probability

1.23

1.47

-0.23

Calmar ratio

Return relative to maximum drawdown

2.20

6.85

-4.65

Martin ratio

Return relative to average drawdown

8.97

23.39

-14.42

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

The current LCHM.DE Sharpe Ratio is 1.30, which is lower than the JEDI.DE Sharpe Ratio of 3.43. The chart below compares the historical Sharpe Ratios of LCHM.DE and JEDI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LCHM.DEJEDI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

3.43

-2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.43

-0.99

Correlation

The correlation between LCHM.DE and JEDI.DE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LCHM.DE vs. JEDI.DE - Dividend Comparison

Neither LCHM.DE nor JEDI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LCHM.DE vs. JEDI.DE - Drawdown Comparison

The maximum LCHM.DE drawdown since its inception was -47.72%, which is greater than JEDI.DE's maximum drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and JEDI.DE.


Loading graphics...

Drawdown Indicators


LCHM.DEJEDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.72%

-30.10%

-17.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-23.53%

+10.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.17%

Current Drawdown

Current decline from peak

-5.18%

0.00%

-5.18%

Average Drawdown

Average peak-to-trough decline

-8.42%

-7.27%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

6.89%

-3.62%

Volatility

LCHM.DE vs. JEDI.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) is 8.22%, while VanEck Space Innovators UCITS ETF (JEDI.DE) has a volatility of 16.36%. This indicates that LCHM.DE experiences smaller price fluctuations and is considered to be less risky than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LCHM.DEJEDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

16.36%

-8.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

33.49%

-19.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.72%

42.64%

-23.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

31.23%

-13.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

31.23%

-13.38%