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

Performance

SPYP.DE vs. LCHM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Materials UCITS ETF (SPYP.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, SPYP.DE achieves a 17.42% return, which is significantly lower than LCHM.DE's 22.92% return. Over the past 10 years, SPYP.DE has outperformed LCHM.DE with an annualized return of 11.05%, while LCHM.DE has yielded a comparatively lower 9.52% annualized return.


SPYP.DE

1D
-0.40%
1M
5.89%
YTD
17.42%
6M
21.88%
1Y
25.97%
3Y*
12.38%
5Y*
6.68%
10Y*
11.05%

LCHM.DE

1D
-0.50%
1M
6.36%
YTD
22.92%
6M
27.91%
1Y
34.17%
3Y*
10.91%
5Y*
6.53%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPYP.DE
SPDR MSCI Europe Materials UCITS ETF
17.42%13.01%-3.09%12.36%-9.22%24.42%9.86%27.43%-14.57%18.99%
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 SPYP.DE and LCHM.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.92

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

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.84

The correlation between SPYP.DE and LCHM.DE shifts across timeframes, from 0.84 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SPYP.DE
SPYP.DE Risk / Return Rank: 4444
Overall Rank
SPYP.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPYP.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPYP.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SPYP.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPYP.DE Martin Ratio Rank: 4949
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Materials UCITS ETF (SPYP.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.


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

-0.39

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.26

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

1.98

2.55

-0.57

Martin ratioReturn relative to average drawdown

7.94

10.41

-2.46

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

The current SPYP.DE Sharpe Ratio is 1.52, which is comparable to the LCHM.DE Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SPYP.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


SPYP.DELCHM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.91

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.36

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.54

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.47

-0.05

Drawdowns

SPYP.DE vs. LCHM.DE - Drawdown Comparison

The maximum SPYP.DE drawdown since its inception was -36.99%, smaller than the maximum LCHM.DE drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for SPYP.DE and LCHM.DE.


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Drawdown Indicators


SPYP.DELCHM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-47.72%

+10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-13.34%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-20.69%

-24.12%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-24.60%

+1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.40%

-31.17%

-4.23%

Current Drawdown

Current decline from peak

-1.54%

-1.74%

+0.20%

Average Drawdown

Average peak-to-trough decline

-7.59%

-8.36%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.24%

+0.02%

Volatility

SPYP.DE vs. LCHM.DE - Volatility Comparison

SPDR MSCI Europe Materials UCITS ETF (SPYP.DE) and Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) have volatilities of 6.50% and 6.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYP.DELCHM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.63%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

14.76%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

17.86%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

17.73%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

17.92%

+1.42%

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

SPYP.DE has a 0.18% expense ratio, which is lower than LCHM.DE's 0.30% expense ratio.


Dividends

SPYP.DE vs. LCHM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, SPYP.DE and LCHM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYP.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYP.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LCHM.DE.

SPYP.DE tracks MSCI Europe Materials 20/35 Capped, while LCHM.DE tracks STOXX® Europe 600 Chemicals. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYP.DE and 0.30% for LCHM.DE.

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