AHYA.DE vs. LYMS.DE

Last updated Jun 5, 2026

AHYA.DE (Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - AHYA.DE is a Global Bonds fund tracking the JP Morgan Government Bond Global (USD Hedged), while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, AHYA.DE returned 2.65%/yr vs 28.11%/yr for LYMS.DE. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.22% expense ratio.

Performance

AHYA.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

AHYA.DE 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, AHYA.DE achieves a -0.05% return, which is significantly lower than LYMS.DE's 19.24% return.

AHYA.DE

• 1D: 0.15%
• 1M: 0.41%
• YTD: -0.05%
• 6M: -0.11%
• 1Y: 2.06%
• 3Y*: 2.65%
• 5Y*: —
• 10Y*: —

LYMS.DE

• 1D: -0.74%
• 1M: 8.50%
• YTD: 19.24%
• 6M: 19.10%
• 1Y: 40.31%
• 3Y*: 28.11%
• 5Y*: 17.78%
• 10Y*: 21.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AHYA.DE vs. LYMS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AHYA.DE Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD	-0.05%	3.73%	1.27%	5.70%	-2.53%
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	19.24%	20.96%	26.08%	56.30%	-3.90%

Correlation

The correlation between AHYA.DE and LYMS.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (All Time) Calculated using the full available price history since Jun 21, 2022	0.12

The correlation between AHYA.DE and LYMS.DE shifts across timeframes, from 0.10 (3 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

AHYA.DE vs. LYMS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AHYA.DE

AHYA.DE Risk / Return Rank: 18
AHYA.DE Sharpe Ratio Rank: 19
AHYA.DE Sortino Ratio Rank: 18
AHYA.DE Omega Ratio Rank: 17
AHYA.DE Calmar Ratio Rank: 18
AHYA.DE Martin Ratio Rank: 19

LYMS.DE

LYMS.DE Risk / Return Rank: 71
LYMS.DE Sharpe Ratio Rank: 75
LYMS.DE Sortino Ratio Rank: 71
LYMS.DE Omega Ratio Rank: 72
LYMS.DE Calmar Ratio Rank: 75
LYMS.DE Martin Ratio Rank: 63

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.

AHYA.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.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.

	AHYA.DE	LYMS.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.58	2.55	-1.97
Sortino ratio: Return per unit of downside risk	0.87	3.47	-2.60
Omega ratio: Gain probability vs. loss probability	1.10	1.43	-0.33
Calmar ratio: Return relative to maximum drawdown	0.69	3.70	-3.01
Martin ratio: Return relative to average drawdown	1.97	13.69	-11.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AHYA.DE vs. LYMS.DE - Sharpe Ratio Comparison

The current AHYA.DE Sharpe Ratio is 0.58, which is lower than the LYMS.DE Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of AHYA.DE and LYMS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AHYA.DE	LYMS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	2.55	-1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.85	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.76	-0.33

Drawdowns

AHYA.DE vs. LYMS.DE - Drawdown Comparison

The maximum AHYA.DE drawdown since its inception was -8.05%, smaller than the maximum LYMS.DE drawdown of -52.43%. Use the drawdown chart below to compare losses from any high point for AHYA.DE and LYMS.DE.

Drawdown Indicators

	AHYA.DE	LYMS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-8.05%	-52.43%	+44.38%
Max Drawdown (1Y) Largest decline over 1 year	-2.99%	-10.85%	+7.86%
Max Drawdown (3Y) Largest decline over 3 years	-3.86%	-23.07%	+19.21%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.94%	—
Current Drawdown Current decline from peak	-1.74%	-0.88%	-0.86%
Average Drawdown Average peak-to-trough decline	-2.51%	-7.88%	+5.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	2.94%	-1.90%

Volatility

AHYA.DE vs. LYMS.DE - Volatility Comparison

The current volatility for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) is 1.41%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.62%. This indicates that AHYA.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.

Volatility by Period

	AHYA.DE	LYMS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.41%	4.62%	-3.21%
Volatility (6M) Calculated over the trailing 6-month period	2.86%	11.46%	-8.60%
Volatility (1Y) Calculated over the trailing 1-year period	3.54%	15.77%	-12.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.67%	20.71%	-16.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.67%	19.97%	-15.30%

AHYA.DE vs. LYMS.DE - Expense Ratio Comparison

Both AHYA.DE and LYMS.DE have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

AHYA.DE vs. LYMS.DE - Dividend Comparison

Neither AHYA.DE nor LYMS.DE has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AHYA.DE Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD	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

Can I hold both AHYA.DE and LYMS.DE in my portfolio?

AHYA.DE and LYMS.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AHYA.DE or LYMS.DE?

Both ETFs have the same 0.22% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AHYA.DE or LYMS.DE?

AHYA.DE and LYMS.DE have the same expense ratio: 0.22% per year.

What is the main difference between AHYA.DE and LYMS.DE?

AHYA.DE is categorized as Global Bonds, while LYMS.DE is Nasdaq-100. AHYA.DE tracks JP Morgan Government Bond Global (USD Hedged), while LYMS.DE tracks Nasdaq 100®.