LHTC.DE vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) and S&P 500 Index (^GSPC).

LHTC.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Health Care. It was launched on Aug 18, 2006.

Performance

LHTC.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

LHTC.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LHTC.DE Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc	-0.18%	7.11%	3.92%	7.59%	-6.20%	25.48%	-1.95%	27.54%	2.95%	4.36%
^GSPC S&P 500 Index	-2.10%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

LHTC.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LHTC.DE achieves a -0.18% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, LHTC.DE has underperformed ^GSPC with an annualized return of 6.84%, while ^GSPC has yielded a comparatively higher 12.10% annualized return.

LHTC.DE

• 1D: 0.20%
• 1M: -2.25%
• YTD: -0.18%
• 6M: 4.88%
• 1Y: 6.87%
• 3Y*: 4.86%
• 5Y*: 6.73%
• 10Y*: 6.84%

^GSPC

• 1D: 0.00%
• 1M: -3.17%
• YTD: -2.47%
• 6M: -0.80%
• 1Y: 8.54%
• 3Y*: 14.53%
• 5Y*: 10.74%
• 10Y*: 12.10%

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

Return for Risk

LHTC.DE vs. ^GSPC — Risk / Return Rank

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

LHTC.DE

LHTC.DE Risk / Return Rank: 21
LHTC.DE Sharpe Ratio Rank: 21
LHTC.DE Sortino Ratio Rank: 20
LHTC.DE Omega Ratio Rank: 20
LHTC.DE Calmar Ratio Rank: 22
LHTC.DE Martin Ratio Rank: 21

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

LHTC.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) and S&P 500 Index (^GSPC). 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.

	LHTC.DE	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.36	0.41	-0.05
Sortino ratio Return per unit of downside risk	0.61	0.71	-0.09
Omega ratio Gain probability vs. loss probability	1.08	1.11	-0.03
Calmar ratio Return relative to maximum drawdown	0.64	0.62	+0.02
Martin ratio Return relative to average drawdown	1.82	2.56	-0.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LHTC.DE vs. ^GSPC - Sharpe Ratio Comparison

The current LHTC.DE Sharpe Ratio is 0.36, which is comparable to the ^GSPC Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of LHTC.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LHTC.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	0.41	-0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.64	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.65	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.45	0.00

Correlation

The correlation between LHTC.DE and ^GSPC is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

LHTC.DE vs. ^GSPC - Drawdown Comparison

The maximum LHTC.DE drawdown since its inception was -40.53%, smaller than the maximum ^GSPC drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for LHTC.DE and ^GSPC.

Drawdown Indicators

	LHTC.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-40.53%	-56.78%	+16.25%
Max Drawdown (1Y) Largest decline over 1 year	-12.43%	-9.10%	-3.33%
Max Drawdown (5Y) Largest decline over 5 years	-26.48%	-25.43%	-1.05%
Max Drawdown (10Y) Largest decline over 10 years	-26.48%	-33.92%	+7.44%
Current Drawdown Current decline from peak	-9.46%	-5.67%	-3.79%
Average Drawdown Average peak-to-trough decline	-9.29%	-10.75%	+1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.35%	2.62%	+1.73%

Volatility

LHTC.DE vs. ^GSPC - Volatility Comparison

Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) has a higher volatility of 4.98% compared to S&P 500 Index (^GSPC) at 4.36%. This indicates that LHTC.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LHTC.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.98%	4.36%	+0.62%
Volatility (6M) Calculated over the trailing 6-month period	10.10%	9.93%	+0.17%
Volatility (1Y) Calculated over the trailing 1-year period	18.92%	20.68%	-1.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.18%	16.80%	-1.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.51%	18.63%	-3.12%