ACU2.DE vs. LYMS.DE
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - ACU2.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders Select 5% Issuer Capped, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, ACU2.DE returned 14.18%/yr vs 21.41%/yr for LYMS.DE. Their correlation of 0.87 suggests significant overlap in exposure. ACU2.DE charges 0.35%/yr vs 0.22%/yr for LYMS.DE.
Performance
ACU2.DE vs. LYMS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ACU2.DE achieves a 13.23% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, ACU2.DE has underperformed LYMS.DE with an annualized return of 14.18%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
ACU2.DE
- 1D
- 0.31%
- 1M
- 6.00%
- YTD
- 13.23%
- 6M
- 13.20%
- 1Y
- 25.76%
- 3Y*
- 16.67%
- 5Y*
- 12.95%
- 10Y*
- 14.18%
LYMS.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.72%
- 1Y
- 37.20%
- 3Y*
- 24.71%
- 5Y*
- 18.88%
- 10Y*
- 21.41%
ACU2.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR | 13.23% | 1.61% | 26.66% | 22.75% | -15.77% | 38.66% | 9.40% | 34.49% | -1.28% | 6.75% |
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% | 3.18% | 15.91% |
Correlation
The correlation between ACU2.DE and LYMS.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.87 |
The correlation between ACU2.DE and LYMS.DE has been stable across timeframes, ranging from 0.87 to 0.90 - 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
ACU2.DE vs. LYMS.DE — Risk / Return Rank
ACU2.DE
LYMS.DE
ACU2.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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.
| ACU2.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 3.77 | -1.21 |
| Martin ratioReturn relative to average drawdown | 8.85 | 11.23 | -2.38 |
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
| ACU2.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.40 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.94 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 1.08 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.77 | +0.13 |
Drawdowns
ACU2.DE vs. LYMS.DE - Drawdown Comparison
The maximum ACU2.DE drawdown since its inception was -34.31%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and LYMS.DE.
Loading charts...
Drawdown Indicators
| ACU2.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -50.00% | +15.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -10.02% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -26.74% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -23.98% | -31.12% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -34.31% | -31.12% | -3.19% |
Current DrawdownCurrent decline from peak | 0.00% | -0.86% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -8.78% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.37% | -0.49% |
Volatility
ACU2.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) is 3.21%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that ACU2.DE experiences smaller price fluctuations and is considered to be less risky than LYMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ACU2.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.37% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 10.99% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 15.73% | -2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 19.91% | -4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 19.68% | -3.44% |
ACU2.DE vs. LYMS.DE - Expense Ratio Comparison
ACU2.DE has a 0.35% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
ACU2.DE vs. LYMS.DE - Dividend Comparison
Neither ACU2.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
ACU2.DE and LYMS.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYMS.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.35% for ACU2.DE.
ACU2.DE is categorized as Large Cap Blend Equities, while LYMS.DE is Nasdaq-100. ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.35% for ACU2.DE and 0.22% for LYMS.DE.
Find the right allocation for ACU2.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