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

Performance

LIGS.DE vs. LCHM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) and Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.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, LIGS.DE achieves a 7.15% return, which is significantly lower than LCHM.DE's 22.92% return. Over the past 10 years, LIGS.DE has outperformed LCHM.DE with an annualized return of 12.01%, while LCHM.DE has yielded a comparatively lower 9.52% annualized return.


LIGS.DE

1D
0.61%
1M
-1.92%
YTD
7.15%
6M
8.55%
1Y
12.37%
3Y*
17.48%
5Y*
10.99%
10Y*
12.01%

LCHM.DE

1D
-0.50%
1M
3.76%
YTD
22.92%
6M
27.52%
1Y
33.65%
3Y*
10.91%
5Y*
6.53%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc
7.15%23.89%14.58%23.36%-18.76%27.50%6.13%25.42%-5.77%16.96%
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%

Correlation

The correlation between LIGS.DE and LCHM.DE is 0.58, 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

0.58

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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2007

0.73

The correlation between LIGS.DE and LCHM.DE shifts across timeframes, from 0.58 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

LIGS.DE vs. LCHM.DE — Risk / Return Rank

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

LIGS.DE
LIGS.DE Risk / Return Rank: 2222
Overall Rank
LIGS.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LIGS.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
LIGS.DE Omega Ratio Rank: 2121
Omega Ratio Rank
LIGS.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
LIGS.DE Martin Ratio Rank: 2626
Martin Ratio Rank

LCHM.DE
LCHM.DE Risk / Return Rank: 5555
Overall Rank
LCHM.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LCHM.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
LCHM.DE Omega Ratio Rank: 5252
Omega Ratio Rank
LCHM.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
LCHM.DE Martin Ratio Rank: 5959
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.

LIGS.DE vs. LCHM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) and Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.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.


LIGS.DELCHM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.13

1.32

-0.19

Calmar ratioReturn relative to maximum drawdown

0.99

2.55

-1.56

Martin ratioReturn relative to average drawdown

3.50

10.41

-6.90

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

The current LIGS.DE Sharpe Ratio is 0.68, which is lower than the LCHM.DE Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of LIGS.DE and LCHM.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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Sharpe Ratios by Period


LIGS.DELCHM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.91

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.36

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.54

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.47

-0.04

Drawdowns

LIGS.DE vs. LCHM.DE - Drawdown Comparison

The maximum LIGS.DE drawdown since its inception was -60.31%, which is greater than LCHM.DE's maximum drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and LCHM.DE.


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Drawdown Indicators


LIGS.DELCHM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.31%

-47.72%

-12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-13.34%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-24.12%

+5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-30.95%

-24.60%

-6.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.19%

-31.17%

-11.02%

Current Drawdown

Current decline from peak

-2.26%

-1.74%

-0.52%

Average Drawdown

Average peak-to-trough decline

-9.87%

-8.36%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

3.24%

+0.46%

Volatility

LIGS.DE vs. LCHM.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) is 6.08%, while Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a volatility of 6.63%. This indicates that LIGS.DE experiences smaller price fluctuations and is considered to be less risky than LCHM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIGS.DELCHM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

6.63%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

14.76%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

17.86%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.43%

17.73%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.83%

17.92%

+1.91%

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

Both LIGS.DE and LCHM.DE have an expense ratio of 0.30%.


Dividends

LIGS.DE vs. LCHM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LIGS.DE and LCHM.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LIGS.DE and LCHM.DE have the same expense ratio: 0.30% per year.

LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services, while LCHM.DE tracks STOXX® Europe 600 Chemicals.

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