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

Performance

LCHM.DE vs. ZPDI.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 State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.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 16.48% return, which is significantly lower than ZPDI.DE's 19.52% return.


LCHM.DE

1D
0.62%
1M
-4.49%
6M
12.53%
YTD
16.48%
1Y
29.11%
3Y*
8.74%
5Y*
4.93%
10Y*

ZPDI.DE

1D
-0.27%
1M
4.70%
6M
14.56%
YTD
19.52%
1Y
24.74%
3Y*
19.45%
5Y*
14.26%
10Y*
13.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCHM.DE vs. ZPDI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LCHM.DE
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc
16.48%13.24%-9.83%16.21%-14.63%24.72%10.72%25.01%
ZPDI.DE
State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)
19.52%6.82%23.74%13.82%-0.16%32.11%-0.48%19.72%

Correlation

The correlation between LCHM.DE and ZPDI.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.38

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2019

0.55

The correlation between LCHM.DE and ZPDI.DE shifts across timeframes, from 0.38 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LCHM.DE vs. ZPDI.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: 5656
Overall Rank
LCHM.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
LCHM.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
LCHM.DE Omega Ratio Rank: 5353
Omega Ratio Rank
LCHM.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
LCHM.DE Martin Ratio Rank: 5858
Martin Ratio Rank

ZPDI.DE
ZPDI.DE Risk / Return Rank: 6363
Overall Rank
ZPDI.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ZPDI.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
ZPDI.DE Omega Ratio Rank: 5858
Omega Ratio Rank
ZPDI.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
ZPDI.DE Martin Ratio Rank: 6464
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. ZPDI.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 State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LCHM.DEZPDI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

2.17

2.79

-0.62

Martin ratioReturn relative to average drawdown

8.07

9.10

-1.03

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

The current LCHM.DE Sharpe Ratio is 1.57, which is comparable to the ZPDI.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of LCHM.DE and ZPDI.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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Drawdowns

LCHM.DE vs. ZPDI.DE - Drawdown Comparison

The maximum LCHM.DE drawdown since its inception was -31.17%, smaller than the maximum ZPDI.DE drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for LCHM.DE and ZPDI.DE.


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Drawdown Indicators


LCHM.DEZPDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.17%

-41.62%

+10.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-8.83%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

-22.54%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-22.54%

-2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

Current Drawdown

Current decline from peak

-6.89%

-2.29%

-4.60%

Average Drawdown

Average peak-to-trough decline

-7.26%

-5.94%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.71%

+0.89%

Volatility

LCHM.DE vs. ZPDI.DE - Volatility Comparison

Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a higher volatility of 5.80% compared to State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) at 5.05%. This indicates that LCHM.DE's price experiences larger fluctuations and is considered to be riskier than ZPDI.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.DEZPDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.05%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

15.89%

11.83%

+4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.45%

15.10%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

16.80%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

20.52%

-1.39%

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

LCHM.DE has a 0.30% expense ratio, which is higher than ZPDI.DE's 0.15% expense ratio.


Dividends

LCHM.DE vs. ZPDI.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LCHM.DE and ZPDI.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDI.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDI.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LCHM.DE.

LCHM.DE tracks STOXX® Europe 600 Chemicals, while ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LCHM.DE and 0.15% for ZPDI.DE.

Portfolio Optimizer

Find the right allocation for LCHM.DE and ZPDI.DE

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