LCHM.DE vs. SPYQ.DE
LCHM.DE (Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc) and SPYQ.DE (SPDR MSCI Europe Industrials UCITS ETF) are both Industrials Equities funds - LCHM.DE tracks the STOXX® Europe 600 Chemicals while SPYQ.DE tracks the MSCI Europe Industrials 20/35 Capped. Both are passively managed. Over the past 10 years, LCHM.DE returned 9.52%/yr vs 12.56%/yr for SPYQ.DE. A 0.78 correlation means they provide meaningful diversification when combined. LCHM.DE charges 0.30%/yr vs 0.18%/yr for SPYQ.DE.
Performance
LCHM.DE vs. SPYQ.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 SPYQ.DE's 8.86% return. Over the past 10 years, LCHM.DE has underperformed SPYQ.DE with an annualized return of 9.52%, while SPYQ.DE has yielded a comparatively higher 12.56% annualized 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%
SPYQ.DE
- 1D
- 0.62%
- 1M
- 0.55%
- YTD
- 8.86%
- 6M
- 11.04%
- 1Y
- 15.68%
- 3Y*
- 19.58%
- 5Y*
- 12.85%
- 10Y*
- 12.56%
LCHM.DE vs. SPYQ.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% |
SPYQ.DE SPDR MSCI Europe Industrials UCITS ETF | 8.86% | 25.52% | 14.36% | 26.68% | -16.54% | 28.05% | 4.02% | 37.55% | -14.12% | 15.52% |
Correlation
The correlation between LCHM.DE and SPYQ.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.78 |
Over the past year, the correlation between LCHM.DE and SPYQ.DE has dropped to 0.56 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
LCHM.DE vs. SPYQ.DE — Risk / Return Rank
LCHM.DE
SPYQ.DE
LCHM.DE vs. SPYQ.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 SPDR MSCI Europe Industrials UCITS ETF (SPYQ.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 | SPYQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.16 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.19 | +1.36 |
| Martin ratioReturn relative to average drawdown | 10.41 | 4.36 | +6.05 |
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 | SPYQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 0.79 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.67 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.64 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.60 | -0.13 |
Drawdowns
LCHM.DE vs. SPYQ.DE - Drawdown Comparison
The maximum LCHM.DE drawdown since its inception was -47.72%, which is greater than SPYQ.DE's maximum drawdown of -41.44%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and SPYQ.DE.
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Drawdown Indicators
| LCHM.DE | SPYQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -41.44% | -6.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -13.15% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -18.37% | -5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -29.20% | +4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -31.17% | -41.44% | +10.27% |
Current DrawdownCurrent decline from peak | -1.74% | -2.67% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -6.07% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.58% | -0.34% |
Volatility
LCHM.DE vs. SPYQ.DE - Volatility Comparison
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a higher volatility of 6.63% compared to SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) at 6.29%. This indicates that LCHM.DE's price experiences larger fluctuations and is considered to be riskier than SPYQ.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 | SPYQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 6.29% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 16.51% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 19.70% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 18.87% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 19.60% | -1.68% |
LCHM.DE vs. SPYQ.DE - Expense Ratio Comparison
LCHM.DE has a 0.30% expense ratio, which is higher than SPYQ.DE's 0.18% expense ratio.
Dividends
LCHM.DE vs. SPYQ.DE - Dividend Comparison
Neither LCHM.DE nor SPYQ.DE has paid dividends to shareholders.
Frequently Asked Questions
LCHM.DE and SPYQ.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYQ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYQ.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LCHM.DE.
LCHM.DE tracks STOXX® Europe 600 Chemicals, while SPYQ.DE tracks MSCI Europe Industrials 20/35 Capped. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LCHM.DE and 0.18% for SPYQ.DE.
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