LCHM.DE vs. XDWI.DE
LCHM.DE (Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc) and XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) are both Industrials Equities funds - LCHM.DE tracks the STOXX® Europe 600 Chemicals while XDWI.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, LCHM.DE returned 9.52%/yr vs 12.07%/yr for XDWI.DE. A 0.68 correlation means they provide meaningful diversification when combined. LCHM.DE charges 0.30%/yr vs 0.25%/yr for XDWI.DE.
Performance
LCHM.DE vs. XDWI.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 XDWI.DE's 12.20% return. Over the past 10 years, LCHM.DE has underperformed XDWI.DE with an annualized return of 9.52%, while XDWI.DE has yielded a comparatively higher 12.07% 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%
XDWI.DE
- 1D
- 0.11%
- 1M
- -0.95%
- YTD
- 12.20%
- 6M
- 13.36%
- 1Y
- 19.97%
- 3Y*
- 18.27%
- 5Y*
- 12.48%
- 10Y*
- 12.07%
LCHM.DE vs. XDWI.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% |
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 12.20% | 12.06% | 19.50% | 19.04% | -7.86% | 26.23% | 1.52% | 31.50% | -11.18% | 10.04% |
Correlation
The correlation between LCHM.DE and XDWI.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.68 |
The correlation between LCHM.DE and XDWI.DE shifts across timeframes, from 0.50 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LCHM.DE vs. XDWI.DE — Risk / Return Rank
LCHM.DE
XDWI.DE
LCHM.DE vs. XDWI.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 Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.10 | +0.45 |
| Martin ratioReturn relative to average drawdown | 10.41 | 7.51 | +2.90 |
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 | XDWI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.35 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.81 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.71 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.71 | -0.24 |
Drawdowns
LCHM.DE vs. XDWI.DE - Drawdown Comparison
The maximum LCHM.DE drawdown since its inception was -47.72%, which is greater than XDWI.DE's maximum drawdown of -38.10%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and XDWI.DE.
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Drawdown Indicators
| LCHM.DE | XDWI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -38.10% | -9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -9.28% | -4.06% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -19.09% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -19.09% | -5.51% |
Max Drawdown (10Y)Largest decline over 10 years | -31.17% | -38.10% | +6.93% |
Current DrawdownCurrent decline from peak | -1.74% | -0.98% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -4.30% | -4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.60% | +0.64% |
Volatility
LCHM.DE vs. XDWI.DE - Volatility Comparison
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a higher volatility of 6.63% compared to Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) at 3.96%. This indicates that LCHM.DE's price experiences larger fluctuations and is considered to be riskier than XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 3.96% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 11.67% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 14.44% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 15.31% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 16.78% | +1.14% |
LCHM.DE vs. XDWI.DE - Expense Ratio Comparison
LCHM.DE has a 0.30% expense ratio, which is higher than XDWI.DE's 0.25% expense ratio.
Dividends
LCHM.DE vs. XDWI.DE - Dividend Comparison
Neither LCHM.DE nor XDWI.DE has paid dividends to shareholders.
Frequently Asked Questions
LCHM.DE and XDWI.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWI.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWI.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LCHM.DE.
LCHM.DE tracks STOXX® Europe 600 Chemicals, while XDWI.DE tracks MSCI World/Materials NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LCHM.DE and 0.25% for XDWI.DE.
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