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

Performance

LCHM.DE vs. LYPG.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 Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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 LYPG.DE's 25.00% return. Over the past 10 years, LCHM.DE has underperformed LYPG.DE with an annualized return of 9.52%, while LYPG.DE has yielded a comparatively higher 23.74% annualized return.


LCHM.DE

1D
-0.50%
1M
3.76%
YTD
22.92%
6M
27.52%
1Y
33.65%
3Y*
10.91%
5Y*
6.53%
10Y*
9.52%

LYPG.DE

1D
-2.08%
1M
12.62%
YTD
25.00%
6M
23.20%
1Y
47.39%
3Y*
28.91%
5Y*
22.18%
10Y*
23.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCHM.DE vs. LYPG.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%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
25.00%9.20%41.03%49.19%-28.32%41.72%30.66%51.20%0.61%20.65%

Correlation

The correlation between LCHM.DE and LYPG.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.32

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

0.44

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

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.53

Over the past year, the correlation between LCHM.DE and LYPG.DE has dropped to 0.30 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

LCHM.DE vs. LYPG.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

LYPG.DE
LYPG.DE Risk / Return Rank: 6464
Overall Rank
LYPG.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 6464
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4949
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. LYPG.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 World Information Technology UCITS ETF EUR Acc (LYPG.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.DELYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratioReturn relative to maximum drawdown

2.55

3.09

-0.54

Martin ratioReturn relative to average drawdown

10.41

8.18

+2.23

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

The current LCHM.DE Sharpe Ratio is 1.91, which is comparable to the LYPG.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of LCHM.DE and LYPG.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.DELYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.35

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.97

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

1.10

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.02

-0.55

Drawdowns

LCHM.DE vs. LYPG.DE - Drawdown Comparison

The maximum LCHM.DE drawdown since its inception was -47.72%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and LYPG.DE.


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Drawdown Indicators


LCHM.DELYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.72%

-31.83%

-15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-15.58%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

-29.64%

+5.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-29.64%

+5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-31.17%

-31.83%

+0.66%

Current Drawdown

Current decline from peak

-1.74%

-2.70%

+0.96%

Average Drawdown

Average peak-to-trough decline

-8.36%

-5.69%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

5.91%

-2.67%

Volatility

LCHM.DE vs. LYPG.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) is 6.63%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.17%. This indicates that LCHM.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.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.DELYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

7.17%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

15.06%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

20.52%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

22.56%

-4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

21.45%

-3.53%

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

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


Dividends

LCHM.DE vs. LYPG.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LCHM.DE and LYPG.DE have a correlation of 0.30, 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 LYPG.DE have the same expense ratio: 0.30% per year.

LCHM.DE is categorized as Industrials Equities, while LYPG.DE is Technology Equities. LCHM.DE tracks STOXX® Europe 600 Chemicals, while LYPG.DE tracks MSCI World Information Technology.

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