CEUG.DE vs. LYMS.DE
CEUG.DE (iShares MSCI EMU UCITS ETF GBP Hedged (Dist)) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - CEUG.DE is a Europe Equities fund tracking the MSCI Europe NR EUR, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, CEUG.DE returned 8.85%/yr vs 21.41%/yr for LYMS.DE. A 0.61 correlation means they provide meaningful diversification when combined. CEUG.DE charges 0.12%/yr vs 0.22%/yr for LYMS.DE.
Performance
CEUG.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEUG.DE achieves a 7.45% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, CEUG.DE has underperformed LYMS.DE with an annualized return of 8.85%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
CEUG.DE
- 1D
- 0.60%
- 1M
- 3.72%
- YTD
- 7.45%
- 6M
- 10.20%
- 1Y
- 16.71%
- 3Y*
- 13.62%
- 5Y*
- 9.35%
- 10Y*
- 8.85%
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%
CEUG.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEUG.DE iShares MSCI EMU UCITS ETF GBP Hedged (Dist) | 7.45% | 19.02% | 9.58% | 15.40% | -11.56% | 25.11% | -3.26% | 27.70% | -10.95% | 10.55% |
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 CEUG.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 | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.61 |
The correlation between CEUG.DE and LYMS.DE shifts across timeframes, from 0.48 (3 years) to 0.61 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CEUG.DE vs. LYMS.DE — Risk / Return Rank
CEUG.DE
LYMS.DE
CEUG.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.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.
| CEUG.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 3.77 | -2.11 |
| Martin ratioReturn relative to average drawdown | 6.05 | 11.23 | -5.19 |
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
| CEUG.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.40 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.94 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.08 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.77 | -0.25 |
Drawdowns
CEUG.DE vs. LYMS.DE - Drawdown Comparison
The maximum CEUG.DE drawdown since its inception was -35.67%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for CEUG.DE and LYMS.DE.
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Drawdown Indicators
| CEUG.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.67% | -50.00% | +14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -10.02% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -26.74% | +10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -31.12% | +10.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.67% | -31.12% | -4.55% |
Current DrawdownCurrent decline from peak | -1.56% | -0.86% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -8.78% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.37% | -0.61% |
Volatility
CEUG.DE vs. LYMS.DE - Volatility Comparison
iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) have volatilities of 4.42% 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.
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Volatility by Period
| CEUG.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.37% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 10.99% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.41% | 15.73% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 19.91% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 19.68% | -4.06% |
CEUG.DE vs. LYMS.DE - Expense Ratio Comparison
CEUG.DE has a 0.12% 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
CEUG.DE vs. LYMS.DE - Dividend Comparison
Neither CEUG.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEUG.DE iShares MSCI EMU UCITS ETF GBP Hedged (Dist) | 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
CEUG.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, CEUG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEUG.DE is cheaper with a 0.12% expense ratio, compared with 0.22% for LYMS.DE.
CEUG.DE is categorized as Europe Equities, while LYMS.DE is Nasdaq-100. CEUG.DE tracks MSCI Europe NR EUR, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.12% for CEUG.DE and 0.22% for LYMS.DE.
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