WELH.DE vs. LCHM.DE
Compare and contrast key facts about Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.DE) and Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE).
WELH.DE and LCHM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WELH.DE is a passively managed fund by Amundi that tracks the performance of the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials. It was launched on Sep 20, 2022. LCHM.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Chemicals. It was launched on Aug 25, 2006. Both WELH.DE and LCHM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WELH.DE vs. LCHM.DE - Performance Comparison
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WELH.DE vs. LCHM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELH.DE Amundi S&P Global Industrials ESG UCITS ETF EUR Acc | 5.30% | 9.85% | 16.48% | 19.96% | 7.75% |
LCHM.DE Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc | 11.53% | 13.24% | -9.83% | 16.21% | 8.32% |
Returns By Period
In the year-to-date period, WELH.DE achieves a 5.30% return, which is significantly lower than LCHM.DE's 11.53% return.
WELH.DE
- 1D
- -0.26%
- 1M
- -4.59%
- YTD
- 5.30%
- 6M
- 8.14%
- 1Y
- 17.92%
- 3Y*
- 15.19%
- 5Y*
- —
- 10Y*
- —
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%
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WELH.DE vs. LCHM.DE - Expense Ratio Comparison
WELH.DE has a 0.18% expense ratio, which is lower than LCHM.DE's 0.30% expense ratio.
Return for Risk
WELH.DE vs. LCHM.DE — Risk / Return Rank
WELH.DE
LCHM.DE
WELH.DE vs. LCHM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.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.
| WELH.DE | LCHM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.30 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.77 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.20 | +0.26 |
Martin ratioReturn relative to average drawdown | 9.26 | 8.97 | +0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WELH.DE | LCHM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.30 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.31 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.44 | +0.70 |
Correlation
The correlation between WELH.DE and LCHM.DE is 0.59, 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
WELH.DE vs. LCHM.DE - Dividend Comparison
Neither WELH.DE nor LCHM.DE has paid dividends to shareholders.
Drawdowns
WELH.DE vs. LCHM.DE - Drawdown Comparison
The maximum WELH.DE drawdown since its inception was -20.70%, smaller than the maximum LCHM.DE drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for WELH.DE and LCHM.DE.
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Drawdown Indicators
| WELH.DE | LCHM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.70% | -47.72% | +27.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.84% | -13.34% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.17% | — |
Current DrawdownCurrent decline from peak | -6.85% | -5.18% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -8.42% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.27% | -0.66% |
Volatility
WELH.DE vs. LCHM.DE - Volatility Comparison
The current volatility for Amundi S&P Global Industrials ESG UCITS ETF EUR Acc (WELH.DE) is 6.62%, while Lyxor STOXX Europe 600 Chemicals UCITS ETF Acc (LCHM.DE) has a volatility of 8.22%. This indicates that WELH.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
| WELH.DE | LCHM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 8.22% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 13.50% | -3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.91% | 18.72% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 17.43% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 17.85% | -2.81% |