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Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ET...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
FR0010468983
Issuer
Amundi
Inception Date
Jun 29, 2007
Leveraged
2x
Index Tracked
EURO STOXX 50 Daily Leverage Index
Domicile
France
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

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

Returns By Period

Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) has returned -8.60% so far this year and 11.44% over the past 12 months. Looking at the last ten years, LYMZ.DE has achieved an annualized return of 14.27%, outperforming the S&P 500 Index benchmark, which averaged 11.99% per year.


Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF

1D
0.95%
1M
-18.14%
YTD
-8.60%
6M
0.18%
1Y
11.44%
3Y*
17.78%
5Y*
14.71%
10Y*
14.27%

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 30, 2007, LYMZ.DE's average daily return is +0.05%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +38.5%, while the worst month was Mar 2020 at -33.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, LYMZ.DE closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +19.4%, while the worst single day was Mar 12, 2020 at -22.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.14%6.19%-18.14%-8.60%
202516.89%6.62%-7.97%-3.96%10.43%-2.40%0.44%0.55%6.40%4.89%0.23%4.26%39.84%
20244.87%9.97%8.39%-5.02%3.73%-3.76%-1.13%2.81%1.19%-7.18%-1.18%3.03%15.21%
202319.32%3.27%3.48%3.04%-4.53%8.67%2.92%-8.05%-6.05%-5.99%16.44%6.64%41.48%
2022-6.27%-12.04%-1.95%-4.27%1.70%-17.22%15.12%-10.18%-11.35%18.69%19.85%-8.01%-21.87%
2021-5.03%9.24%16.22%3.62%4.97%1.28%1.24%5.11%-6.37%10.14%-8.34%11.75%49.32%

Benchmark Metrics

Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF has an annualized alpha of 2.12%, beta of 1.03, and R² of 0.22 versus S&P 500 Index. Calculated based on daily prices since September 03, 2007.

  • This ETF participated in 162.02% of S&P 500 Index downside but only 148.21% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.22 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.12%
Beta
1.03
0.22
Upside Capture
148.21%
Downside Capture
162.02%

Expense Ratio

LYMZ.DE has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LYMZ.DE ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LYMZ.DE Risk / Return Rank: 2121
Overall Rank
LYMZ.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LYMZ.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
LYMZ.DE Omega Ratio Rank: 2222
Omega Ratio Rank
LYMZ.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
LYMZ.DE Martin Ratio Rank: 2020
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) and compare them to a chosen benchmark (S&P 500 Index).


LYMZ.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.43

-0.10

Sortino ratio

Return per unit of downside risk

0.67

0.73

-0.06

Omega ratio

Gain probability vs. loss probability

1.09

1.11

-0.02

Calmar ratio

Return relative to maximum drawdown

0.36

0.67

-0.31

Martin ratio

Return relative to average drawdown

1.28

2.80

-1.53

Explore LYMZ.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF was 84.31%, occurring on Mar 9, 2009. Recovery took 3209 trading sessions.

The current Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF drawdown is 19.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.31%Oct 15, 2007316Mar 9, 20093209Nov 5, 20213525
-44.28%Nov 17, 2021223Sep 29, 2022162May 19, 2023385
-31.42%Mar 4, 202527Apr 9, 2025122Oct 1, 2025149
-21.17%Feb 26, 202617Mar 20, 2026
-20.42%Aug 1, 202364Oct 27, 202330Dec 8, 202394

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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