AHYE.DE vs. LYMS.DE
AHYE.DE (Amundi Euro High Yield Bond ESG UCITS ETF EUR) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - AHYE.DE is a European High Yield Bonds fund tracking the iBoxx MSCI ESG EUR High Yield Corporates, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, AHYE.DE returned 2.89%/yr vs 21.41%/yr for LYMS.DE. At a 0.44 correlation, their price movements are largely independent. AHYE.DE charges 0.40%/yr vs 0.22%/yr for LYMS.DE.
Performance
AHYE.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AHYE.DE achieves a 0.37% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, AHYE.DE has underperformed LYMS.DE with an annualized return of 2.89%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
AHYE.DE
- 1D
- -0.11%
- 1M
- 0.43%
- YTD
- 0.37%
- 6M
- 0.67%
- 1Y
- 3.35%
- 3Y*
- 6.16%
- 5Y*
- 1.77%
- 10Y*
- 2.89%
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%
AHYE.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AHYE.DE Amundi Euro High Yield Bond ESG UCITS ETF EUR | 0.37% | 5.51% | 5.40% | 10.19% | -10.53% | 0.94% | 1.40% | 10.27% | -2.45% | 5.05% |
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 AHYE.DE and LYMS.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2014 | 0.44 |
The correlation between AHYE.DE and LYMS.DE shifts across timeframes, from 0.41 (3 years) to 0.52 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AHYE.DE vs. LYMS.DE — Risk / Return Rank
AHYE.DE
LYMS.DE
AHYE.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.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.
| AHYE.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 3.77 | -2.76 |
| Martin ratioReturn relative to average drawdown | 4.06 | 11.23 | -7.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AHYE.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.40 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.94 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 1.08 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.77 | -0.38 |
Drawdowns
AHYE.DE vs. LYMS.DE - Drawdown Comparison
The maximum AHYE.DE drawdown since its inception was -23.41%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for AHYE.DE and LYMS.DE.
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Drawdown Indicators
| AHYE.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.41% | -50.00% | +26.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -10.02% | +6.80% |
Max Drawdown (3Y)Largest decline over 3 years | -3.22% | -26.74% | +23.52% |
Max Drawdown (5Y)Largest decline over 5 years | -16.89% | -31.12% | +14.23% |
Max Drawdown (10Y)Largest decline over 10 years | -23.41% | -31.12% | +7.71% |
Current DrawdownCurrent decline from peak | -0.32% | -0.86% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -2.86% | -8.78% | +5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 3.37% | -2.57% |
Volatility
AHYE.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) is 0.81%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that AHYE.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.
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Volatility by Period
| AHYE.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 4.37% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 10.99% | -8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.22% | 15.73% | -12.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.57% | 19.91% | -14.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 19.68% | -12.95% |
AHYE.DE vs. LYMS.DE - Expense Ratio Comparison
AHYE.DE has a 0.40% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
AHYE.DE vs. LYMS.DE - Dividend Comparison
Neither AHYE.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AHYE.DE Amundi Euro High Yield Bond ESG 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
AHYE.DE and LYMS.DE have a correlation of 0.52, 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 0.40% for AHYE.DE.
AHYE.DE is categorized as European High Yield Bonds, while LYMS.DE is Nasdaq-100. AHYE.DE tracks iBoxx MSCI ESG EUR High Yield Corporates, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.40% for AHYE.DE and 0.22% for LYMS.DE.
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