LCHM.DE vs. LYBK.DE
LCHM.DE (Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - LCHM.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Chemicals, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, LCHM.DE returned 6.53%/yr vs 29.06%/yr for LYBK.DE. A 0.54 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
LCHM.DE vs. LYBK.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LCHM.DE achieves a 22.92% return, which is significantly higher than LYBK.DE's 5.35% 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%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
LCHM.DE vs. LYBK.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% | -11.86% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
Correlation
The correlation between LCHM.DE and LYBK.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.54 |
The correlation between LCHM.DE and LYBK.DE shifts across timeframes, from 0.43 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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. LYBK.DE — Risk / Return Rank
LCHM.DE
LYBK.DE
LCHM.DE vs. LYBK.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 Euro Stoxx Banks UCITS ETF Acc (LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.41 | +0.14 |
| Martin ratioReturn relative to average drawdown | 10.41 | 7.56 | +2.85 |
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 | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.72 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 1.13 | -0.76 |
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 | 0.46 | +0.01 |
Drawdowns
LCHM.DE vs. LYBK.DE - Drawdown Comparison
The maximum LCHM.DE drawdown since its inception was -47.72%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and LYBK.DE.
Loading charts...
Drawdown Indicators
| LCHM.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -62.22% | +14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -17.12% | +3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -19.90% | -4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -34.32% | +9.72% |
Max Drawdown (10Y)Largest decline over 10 years | -31.17% | — | — |
Current DrawdownCurrent decline from peak | -1.74% | -1.83% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -19.62% | +11.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 5.47% | -2.23% |
Volatility
LCHM.DE vs. LYBK.DE - Volatility Comparison
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a higher volatility of 6.63% compared to Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) at 5.84%. This indicates that LCHM.DE's price experiences larger fluctuations and is considered to be riskier than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LCHM.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 5.84% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 19.19% | -4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 23.95% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 25.45% | -7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 28.55% | -10.63% |
LCHM.DE vs. LYBK.DE - Expense Ratio Comparison
Both LCHM.DE and LYBK.DE have an expense ratio of 0.30%.
Dividends
LCHM.DE vs. LYBK.DE - Dividend Comparison
Neither LCHM.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
LCHM.DE and LYBK.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 LYBK.DE have the same expense ratio: 0.30% per year.
LCHM.DE is categorized as Industrials Equities, while LYBK.DE is Financials Equities. LCHM.DE tracks STOXX® Europe 600 Chemicals, while LYBK.DE tracks EURO STOXX® Banks.
Find the right allocation for LCHM.DE and LYBK.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