AHYQ.DE vs. LYMS.DE
AHYQ.DE (Amundi MSCI World III UCITS ETF Dist) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - AHYQ.DE is a Global Equities fund tracking the MSCI World, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, AHYQ.DE returned 11.90%/yr vs 21.41%/yr for LYMS.DE. Their correlation of 0.83 suggests significant overlap in exposure. AHYQ.DE charges 0.20%/yr vs 0.22%/yr for LYMS.DE.
Performance
AHYQ.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AHYQ.DE achieves a 10.93% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, AHYQ.DE has underperformed LYMS.DE with an annualized return of 11.90%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
AHYQ.DE
- 1D
- -0.03%
- 1M
- 3.77%
- YTD
- 10.93%
- 6M
- 10.78%
- 1Y
- 23.61%
- 3Y*
- 17.53%
- 5Y*
- 12.23%
- 10Y*
- 11.90%
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%
AHYQ.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AHYQ.DE Amundi MSCI World III UCITS ETF Dist | 10.93% | 7.92% | 25.91% | 20.09% | -15.16% | 31.20% | 3.93% | 28.92% | -6.66% | 7.63% |
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 AHYQ.DE and LYMS.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2008 | 0.83 |
The correlation between AHYQ.DE and LYMS.DE has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
AHYQ.DE vs. LYMS.DE — Risk / Return Rank
AHYQ.DE
LYMS.DE
AHYQ.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World III UCITS ETF Dist (AHYQ.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.
| AHYQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.77 | -0.19 |
| Martin ratioReturn relative to average drawdown | 14.39 | 11.23 | +3.16 |
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
| AHYQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.40 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.94 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 1.08 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.77 | +0.04 |
Drawdowns
AHYQ.DE vs. LYMS.DE - Drawdown Comparison
The maximum AHYQ.DE drawdown since its inception was -33.70%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for AHYQ.DE and LYMS.DE.
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Drawdown Indicators
| AHYQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -50.00% | +16.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.60% | -10.02% | +3.42% |
Max Drawdown (3Y)Largest decline over 3 years | -21.77% | -26.74% | +4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -31.12% | +9.35% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -31.12% | -2.58% |
Current DrawdownCurrent decline from peak | -0.37% | -0.86% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -8.78% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 3.37% | -1.72% |
Volatility
AHYQ.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) is 2.64%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that AHYQ.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
| AHYQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 4.37% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 10.99% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.28% | 15.73% | -4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 19.91% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.29% | 19.68% | -4.39% |
AHYQ.DE vs. LYMS.DE - Expense Ratio Comparison
AHYQ.DE has a 0.20% 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
AHYQ.DE vs. LYMS.DE - Dividend Comparison
AHYQ.DE's dividend yield for the trailing twelve months is around 1.06%, while LYMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AHYQ.DE Amundi MSCI World III UCITS ETF Dist | 1.06% | 1.18% | 1.65% | 1.78% | 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
AHYQ.DE and LYMS.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AHYQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AHYQ.DE is cheaper with a 0.20% expense ratio, compared with 0.22% for LYMS.DE.
AHYQ.DE is categorized as Global Equities, while LYMS.DE is Nasdaq-100. AHYQ.DE tracks MSCI World, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.20% for AHYQ.DE and 0.22% for LYMS.DE.
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