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SC00.DE vs. LCHM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC00.DE vs. LCHM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Chemicals Sector UCITS ETF (SC00.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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SC00.DE vs. LCHM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC00.DE
Invesco European Chemicals Sector UCITS ETF
4.92%-5.68%-7.91%14.24%-15.93%20.69%10.10%32.92%-15.65%14.07%
LCHM.DE
Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc
11.53%13.24%-9.83%16.21%-14.63%24.72%10.72%24.43%-9.02%13.19%

Returns By Period

In the year-to-date period, SC00.DE achieves a 4.92% return, which is significantly lower than LCHM.DE's 11.53% return. Over the past 10 years, SC00.DE has underperformed LCHM.DE with an annualized return of 5.60%, while LCHM.DE has yielded a comparatively higher 8.50% annualized return.


SC00.DE

1D
-0.26%
1M
1.70%
YTD
4.92%
6M
1.77%
1Y
-4.17%
3Y*
-0.50%
5Y*
-0.25%
10Y*
5.60%

LCHM.DE

1D
-0.30%
1M
0.51%
YTD
11.53%
6M
19.68%
1Y
24.45%
3Y*
7.53%
5Y*
5.48%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SC00.DE vs. LCHM.DE - Expense Ratio Comparison

SC00.DE has a 0.20% expense ratio, which is lower than LCHM.DE's 0.30% expense ratio.


Return for Risk

SC00.DE vs. LCHM.DE — Risk / Return Rank

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

SC00.DE
SC00.DE Risk / Return Rank: 88
Overall Rank
SC00.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC00.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SC00.DE Omega Ratio Rank: 77
Omega Ratio Rank
SC00.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SC00.DE Martin Ratio Rank: 99
Martin Ratio Rank

LCHM.DE
LCHM.DE Risk / Return Rank: 6767
Overall Rank
LCHM.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LCHM.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
LCHM.DE Omega Ratio Rank: 5959
Omega Ratio Rank
LCHM.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
LCHM.DE Martin Ratio Rank: 7070
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.

SC00.DE vs. LCHM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Chemicals Sector UCITS ETF (SC00.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.


SC00.DELCHM.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.24

1.30

-1.54

Sortino ratio

Return per unit of downside risk

-0.22

1.77

-1.98

Omega ratio

Gain probability vs. loss probability

0.97

1.23

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.11

2.20

-2.31

Martin ratio

Return relative to average drawdown

-0.18

8.97

-9.14

SC00.DE vs. LCHM.DE - Sharpe Ratio Comparison

The current SC00.DE Sharpe Ratio is -0.24, which is lower than the LCHM.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SC00.DE and LCHM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SC00.DELCHM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

1.30

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.31

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.48

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.44

+0.11

Correlation

The correlation between SC00.DE and LCHM.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SC00.DE vs. LCHM.DE - Dividend Comparison

Neither SC00.DE nor LCHM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC00.DE vs. LCHM.DE - Drawdown Comparison

The maximum SC00.DE drawdown since its inception was -30.50%, smaller than the maximum LCHM.DE drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for SC00.DE and LCHM.DE.


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Drawdown Indicators


SC00.DELCHM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.50%

-47.72%

+17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-13.34%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-24.60%

-2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-30.50%

-31.17%

+0.67%

Current Drawdown

Current decline from peak

-14.34%

-5.18%

-9.16%

Average Drawdown

Average peak-to-trough decline

-8.38%

-8.42%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.41%

3.27%

+6.14%

Volatility

SC00.DE vs. LCHM.DE - Volatility Comparison

The current volatility for Invesco European Chemicals Sector UCITS ETF (SC00.DE) is 6.61%, while Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a volatility of 8.22%. This indicates that SC00.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


SC00.DELCHM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

8.22%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

13.50%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

18.72%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

17.43%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

17.85%

+2.08%