10AI.DE vs. LYMS.DE
10AI.DE (Amundi Index MSCI Europe UCITS ETF DR EUR (D)) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - 10AI.DE is a Europe Equities fund tracking the MSCI Europe, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, 10AI.DE returned 9.90%/yr vs 18.88%/yr for LYMS.DE. A 0.54 correlation means they provide meaningful diversification when combined. 10AI.DE charges 0.15%/yr vs 0.22%/yr for LYMS.DE.
Performance
10AI.DE vs. LYMS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 10AI.DE achieves a 7.51% return, which is significantly lower than LYMS.DE's 20.63% return.
10AI.DE
- 1D
- 0.60%
- 1M
- 3.33%
- YTD
- 7.51%
- 6M
- 9.77%
- 1Y
- 16.07%
- 3Y*
- 13.61%
- 5Y*
- 9.90%
- 10Y*
- —
LYMS.DE
- 1D
- -0.86%
- 1M
- 9.25%
- YTD
- 20.63%
- 6M
- 19.42%
- 1Y
- 37.94%
- 3Y*
- 24.71%
- 5Y*
- 18.88%
- 10Y*
- 21.41%
10AI.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
10AI.DE Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 7.51% | 20.22% | 8.28% | 15.64% | -9.34% | 25.18% | -3.49% | 30.37% | -11.21% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | 33.72% | 51.52% | -29.87% | 39.59% | 34.60% | 42.84% | 0.43% |
Correlation
The correlation between 10AI.DE and LYMS.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2018 | 0.54 |
The correlation between 10AI.DE and LYMS.DE has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
10AI.DE vs. LYMS.DE — Risk / Return Rank
10AI.DE
LYMS.DE
10AI.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) 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.
| 10AI.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.77 | -2.08 |
| Martin ratioReturn relative to average drawdown | 6.28 | 11.23 | -4.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 10AI.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.40 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.94 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.77 | -0.16 |
Drawdowns
10AI.DE vs. LYMS.DE - Drawdown Comparison
The maximum 10AI.DE drawdown since its inception was -35.68%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for 10AI.DE and LYMS.DE.
Loading charts...
Drawdown Indicators
| 10AI.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.68% | -50.00% | +14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.45% | -10.02% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -26.74% | +10.11% |
Max Drawdown (5Y)Largest decline over 5 years | -19.53% | -31.12% | +11.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.12% | — |
Current DrawdownCurrent decline from peak | -1.55% | -0.86% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -8.78% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.37% | -0.82% |
Volatility
10AI.DE vs. LYMS.DE - Volatility Comparison
Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) have volatilities of 4.22% and 4.37%, 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.
Loading charts...
Volatility by Period
| 10AI.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.37% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 10.99% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.84% | 15.73% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 19.91% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 19.68% | -2.62% |
10AI.DE vs. LYMS.DE - Expense Ratio Comparison
10AI.DE has a 0.15% expense ratio, which is lower than LYMS.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
10AI.DE vs. LYMS.DE - Dividend Comparison
10AI.DE's dividend yield for the trailing twelve months is around 2.34%, while LYMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
10AI.DE Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 2.34% | 2.51% | 2.82% | 2.77% | 3.02% | 2.17% | 2.07% | 3.17% | 3.21% | 0.00% | 0.00% | 0.00% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% | 0.69% | 0.76% | 1.09% | 1.18% |
Frequently Asked Questions
10AI.DE and LYMS.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 10AI.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
10AI.DE is cheaper with a 0.15% expense ratio, compared with 0.22% for LYMS.DE.
10AI.DE is categorized as Europe Equities, while LYMS.DE is Nasdaq-100. 10AI.DE tracks MSCI Europe, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for 10AI.DE and 0.22% for LYMS.DE.
Find the right allocation for 10AI.DE and LYMS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer