LCHM.DE vs. SC00.DE
LCHM.DE (Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc) and SC00.DE (Invesco European Chemicals Sector UCITS ETF) are both Industrials Equities funds - LCHM.DE tracks the STOXX® Europe 600 Chemicals while SC00.DE tracks the STOXX® Europe 600 Optimised Chemicals. Both are passively managed. Over the past 10 years, LCHM.DE returned 9.52%/yr vs 5.98%/yr for SC00.DE. A 0.69 correlation means they provide meaningful diversification when combined. LCHM.DE charges 0.30%/yr vs 0.20%/yr for SC00.DE.
Performance
LCHM.DE vs. SC00.DE - Performance Comparison
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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 SC00.DE's 10.32% return. Over the past 10 years, LCHM.DE has outperformed SC00.DE with an annualized return of 9.52%, while SC00.DE has yielded a comparatively lower 5.98% 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%
SC00.DE
- 1D
- -0.03%
- 1M
- 0.77%
- YTD
- 10.32%
- 6M
- 10.75%
- 1Y
- -3.31%
- 3Y*
- 1.19%
- 5Y*
- -0.03%
- 10Y*
- 5.98%
LCHM.DE vs. SC00.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SC00.DE Invesco European Chemicals Sector UCITS ETF | 10.32% | -5.68% | -7.91% | 14.24% | -15.93% | 20.69% | 10.10% | 32.92% | -15.65% | 14.07% |
Correlation
The correlation between LCHM.DE and SC00.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2009 | 0.69 |
The correlation between LCHM.DE and SC00.DE shifts across timeframes, from 0.69 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LCHM.DE vs. SC00.DE — Risk / Return Rank
LCHM.DE
SC00.DE
LCHM.DE vs. SC00.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 Invesco European Chemicals Sector UCITS ETF (SC00.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 | SC00.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.97 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | -0.25 | +2.80 |
| Martin ratioReturn relative to average drawdown | 10.41 | -0.41 | +10.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCHM.DE | SC00.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | -0.24 | +2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.00 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.40 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.57 | -0.11 |
Drawdowns
LCHM.DE vs. SC00.DE - Drawdown Comparison
The maximum LCHM.DE drawdown since its inception was -47.72%, which is greater than SC00.DE's maximum drawdown of -30.50%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and SC00.DE.
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Drawdown Indicators
| LCHM.DE | SC00.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -30.50% | -17.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -15.66% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -20.01% | -4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -26.73% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -31.17% | -30.50% | -0.67% |
Current DrawdownCurrent decline from peak | -1.74% | -9.93% | +8.19% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -8.41% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 9.64% | -6.40% |
Volatility
LCHM.DE vs. SC00.DE - Volatility Comparison
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a higher volatility of 6.63% compared to Invesco European Chemicals Sector UCITS ETF (SC00.DE) at 3.95%. This indicates that LCHM.DE's price experiences larger fluctuations and is considered to be riskier than SC00.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.DE | SC00.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 3.95% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 12.23% | +2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 16.14% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 17.64% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 19.77% | -1.85% |
LCHM.DE vs. SC00.DE - Expense Ratio Comparison
LCHM.DE has a 0.30% expense ratio, which is higher than SC00.DE's 0.20% expense ratio.
Dividends
LCHM.DE vs. SC00.DE - Dividend Comparison
Neither LCHM.DE nor SC00.DE has paid dividends to shareholders.
Frequently Asked Questions
LCHM.DE and SC00.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC00.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC00.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LCHM.DE.
LCHM.DE tracks STOXX® Europe 600 Chemicals, while SC00.DE tracks STOXX® Europe 600 Optimised Chemicals. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LCHM.DE and 0.20% for SC00.DE.
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