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^SPLRCT vs. LYMS.DE
Performance
Return for Risk
Drawdowns
Volatility

^SPLRCT vs. LYMS.DE

Last updated Apr 2, 2026

Compare and contrast key facts about S&P 500 Information Technology Index (^SPLRCT) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE).

LYMS.DE is a passively managed fund by Amundi that tracks the performance of the Nasdaq 100®. It was launched on Jan 17, 2019.

Performance

^SPLRCT vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Information Technology Index (^SPLRCT) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

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^SPLRCT vs. LYMS.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
^SPLRCT
S&P 500 Information Technology Index		-9.25%23.31%35.69%56.39%-28.91%33.35%42.21%48.04%-1.62%36.91%
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc		-5.45%20.96%26.08%56.30%-33.73%28.58%47.76%39.82%-1.67%32.30%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, ^SPLRCT achieves a -9.25% return, which is significantly lower than LYMS.DE's -5.45% return. Over the past 10 years, ^SPLRCT has outperformed LYMS.DE with an annualized return of 21.37%, while LYMS.DE has yielded a comparatively lower 18.92% annualized return.

^SPLRCT

1D
4.24%
1M
-4.73%
YTD
-9.25%
6M
-8.74%
1Y
27.10%
3Y*
25.03%
5Y*
16.73%
10Y*
21.37%

LYMS.DE

1D
2.94%
1M
-3.22%
YTD
-5.45%
6M
-2.38%
1Y
24.99%
3Y*
23.29%
5Y*
13.20%
10Y*
18.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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S&P 500 Information Technology Index

Amundi Nasdaq-100 II UCITS ETF Acc

Often compared with ^SPLRCT:
^SPLRCT vs. MAGS^SPLRCT vs. ASML^SPLRCT vs. VGT^SPLRCT vs. TEC.TO^SPLRCT vs. MRVL^SPLRCT vs. QDVO
Often compared with LYMS.DE:
LYMS.DE vs. XNAS.DELYMS.DE vs. QQQLYMS.DE vs. EXV1.DELYMS.DE vs. EQQQ.DELYMS.DE vs. QQQMLYMS.DE vs. ^NDXLYMS.DE vs. DBXD.DE

Return for Risk

^SPLRCT vs. LYMS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^SPLRCT
^SPLRCT Risk / Return Rank: 6666
Overall Rank
^SPLRCT Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
^SPLRCT Sortino Ratio Rank: 7575
Sortino Ratio Rank
^SPLRCT Omega Ratio Rank: 7373
Omega Ratio Rank
^SPLRCT Calmar Ratio Rank: 6464
Calmar Ratio Rank
^SPLRCT Martin Ratio Rank: 5151
Martin Ratio Rank
LYMS.DE
LYMS.DE Risk / Return Rank: 4545
Overall Rank
LYMS.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 4040
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 4646
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.

^SPLRCT vs. LYMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Information Technology Index (^SPLRCT) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.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.

^SPLRCTLYMS.DEDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.21

-0.16

Sortino ratio

Return per unit of downside risk

1.64

1.79

-0.15

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.02

Calmar ratio

Return relative to maximum drawdown

1.54

2.21

-0.67

Martin ratio

Return relative to average drawdown

4.72

8.13

-3.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SPLRCT vs. LYMS.DE - Sharpe Ratio Comparison

The current ^SPLRCT Sharpe Ratio is 1.04, which is comparable to the LYMS.DE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of ^SPLRCT and LYMS.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

^SPLRCTLYMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.21

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.63

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.94

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.72

-0.25

Correlation

The correlation between ^SPLRCT and LYMS.DE is 0.54, 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.

Drawdowns

^SPLRCT vs. LYMS.DE - Drawdown Comparison

The maximum ^SPLRCT drawdown since its inception was -82.51%, which is greater than LYMS.DE's maximum drawdown of -52.43%. Use the drawdown chart below to compare losses from any high point for ^SPLRCT and LYMS.DE.

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Drawdown Indicators

^SPLRCTLYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-82.51%

-50.00%

-32.51%

Max Drawdown (1Y)

Largest decline over 1 year

-18.41%

-13.41%

-5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.27%

-31.12%

-3.15%

Max Drawdown (10Y)

Largest decline over 10 years

-34.27%

-31.12%

-3.15%

Current Drawdown

Current decline from peak

-14.95%

-7.56%

-7.39%

Average Drawdown

Average peak-to-trough decline

-29.50%

-8.85%

-20.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

3.41%

+2.60%

Volatility

^SPLRCT vs. LYMS.DE - Volatility Comparison

S&P 500 Information Technology Index (^SPLRCT) has a higher volatility of 7.66% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 5.66%. This indicates that ^SPLRCT's price experiences larger fluctuations and is considered to be riskier than LYMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

^SPLRCTLYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.66%

5.66%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.92%

11.97%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

27.29%

20.69%

+6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

20.78%

+4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.74%

19.94%

+4.80%