LHKG.DE vs. SW.PA

Last updated Jun 5, 2026

LHKG.DE (Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist) is China Equities fund tracking the MSCI China Select ESG Rating and Trend Leaders, while SW.PA (Sodexo SA) is a stock. Over the past 10 years, LHKG.DE returned 2.55%/yr vs 0.35%/yr for SW.PA. At a 0.31 correlation, their price movements are largely independent.

Performance

LHKG.DE vs. SW.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.DE) and Sodexo SA (SW.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LHKG.DE achieves a -6.38% return, which is significantly lower than SW.PA's 13.87% return. Over the past 10 years, LHKG.DE has outperformed SW.PA with an annualized return of 2.55%, while SW.PA has yielded a comparatively lower 0.35% annualized return.

LHKG.DE

• 1D: -0.30%
• 1M: -2.25%
• YTD: -6.38%
• 6M: -8.89%
• 1Y: 2.88%
• 3Y*: 6.17%
• 5Y*: -2.20%
• 10Y*: 2.55%

SW.PA

• 1D: 0.12%
• 1M: 12.38%
• YTD: 13.87%
• 6M: 16.36%
• 1Y: -8.48%
• 3Y*: -6.36%
• 5Y*: 2.07%
• 10Y*: 0.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LHKG.DE vs. SW.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LHKG.DE Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist	-6.38%	21.50%	20.37%	-17.49%	-7.90%	-6.59%	-10.39%	16.35%	-8.73%	22.42%
SW.PA Sodexo SA	13.87%	-41.70%	22.12%	14.97%	19.20%	14.39%	-32.48%	21.60%	-17.94%	5.05%

Correlation

The correlation between LHKG.DE and SW.PA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since Feb 6, 2007	0.31

The correlation between LHKG.DE and SW.PA shifts across timeframes, from 0.01 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LHKG.DE vs. SW.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LHKG.DE

LHKG.DE Risk / Return Rank: 11
LHKG.DE Sharpe Ratio Rank: 12
LHKG.DE Sortino Ratio Rank: 12
LHKG.DE Omega Ratio Rank: 11
LHKG.DE Calmar Ratio Rank: 11
LHKG.DE Martin Ratio Rank: 11

SW.PA

SW.PA Risk / Return Rank: 28
SW.PA Sharpe Ratio Rank: 27
SW.PA Sortino Ratio Rank: 24
SW.PA Omega Ratio Rank: 24
SW.PA Calmar Ratio Rank: 32
SW.PA Martin Ratio Rank: 32

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.

LHKG.DE vs. SW.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.DE) and Sodexo SA (SW.PA). 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.

	LHKG.DE	SW.PA	Difference
Sharpe ratio: Return per unit of total volatility	0.18	-0.32	+0.49
Sortino ratio: Return per unit of downside risk	0.40	-0.26	+0.67
Omega ratio: Gain probability vs. loss probability	1.05	0.97	+0.08
Calmar ratio: Return relative to maximum drawdown	0.20	-0.29	+0.49
Martin ratio: Return relative to average drawdown	0.38	-0.53	+0.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LHKG.DE vs. SW.PA - Sharpe Ratio Comparison

The current LHKG.DE Sharpe Ratio is 0.18, which is higher than the SW.PA Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of LHKG.DE and SW.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LHKG.DE	SW.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	-0.32	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.08	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.01	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.33	-0.21

Drawdowns

LHKG.DE vs. SW.PA - Drawdown Comparison

The maximum LHKG.DE drawdown since its inception was -58.71%, smaller than the maximum SW.PA drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for LHKG.DE and SW.PA.

Drawdown Indicators

	LHKG.DE	SW.PA	Difference
Max Drawdown Largest peak-to-trough decline	-58.71%	-68.95%	+10.24%
Max Drawdown (1Y) Largest decline over 1 year	-17.64%	-28.48%	+10.84%
Max Drawdown (3Y) Largest decline over 3 years	-26.41%	-49.06%	+22.65%
Max Drawdown (5Y) Largest decline over 5 years	-43.07%	-49.06%	+5.99%
Max Drawdown (10Y) Largest decline over 10 years	-45.11%	-55.38%	+10.27%
Current Drawdown Current decline from peak	-16.18%	-34.36%	+18.18%
Average Drawdown Average peak-to-trough decline	-19.83%	-19.18%	-0.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.15%	15.37%	-6.22%

Volatility

LHKG.DE vs. SW.PA - Volatility Comparison

The current volatility for Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.DE) is 8.31%, while Sodexo SA (SW.PA) has a volatility of 9.10%. This indicates that LHKG.DE experiences smaller price fluctuations and is considered to be less risky than SW.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LHKG.DE	SW.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.31%	9.10%	-0.79%
Volatility (6M) Calculated over the trailing 6-month period	14.08%	21.44%	-7.36%
Volatility (1Y) Calculated over the trailing 1-year period	19.89%	26.36%	-6.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.93%	25.71%	-0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.47%	28.81%	-6.34%

Dividends

LHKG.DE vs. SW.PA - Dividend Comparison

LHKG.DE's dividend yield for the trailing twelve months is around 1.61%, less than SW.PA's 5.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LHKG.DE Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist	1.61%	1.50%	2.18%	0.17%	3.78%	1.35%	2.46%	2.58%	3.04%	2.30%	3.38%	3.88%
SW.PA Sodexo SA	5.43%	6.18%	11.18%	3.11%	2.68%	2.60%	4.19%	2.60%	3.07%	2.14%	2.01%	2.00%

Frequently Asked Questions

Can I hold both LHKG.DE and SW.PA in my portfolio?

LHKG.DE and SW.PA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.