E903.DE vs. LYMS.DE
E903.DE (Amundi DivDAX II UCITS ETF Dist) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - E903.DE is a Europe Equities fund tracking the DivDAX®, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, E903.DE returned 7.64%/yr vs 21.41%/yr for LYMS.DE. At a 0.49 correlation, their price movements are largely independent. E903.DE charges 0.25%/yr vs 0.22%/yr for LYMS.DE.
Performance
E903.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, E903.DE achieves a 1.54% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, E903.DE has underperformed LYMS.DE with an annualized return of 7.64%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
E903.DE
- 1D
- -0.69%
- 1M
- -2.94%
- YTD
- 1.54%
- 6M
- 3.05%
- 1Y
- 8.07%
- 3Y*
- 9.49%
- 5Y*
- 5.65%
- 10Y*
- 7.64%
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%
E903.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
E903.DE Amundi DivDAX II UCITS ETF Dist | 1.54% | 21.96% | 4.36% | 17.02% | -10.82% | 13.58% | 1.62% | 23.29% | -16.27% | 13.76% |
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 E903.DE and LYMS.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2015 | 0.49 |
Over the past year, the correlation between E903.DE and LYMS.DE has dropped to 0.27 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
E903.DE vs. LYMS.DE — Risk / Return Rank
E903.DE
LYMS.DE
E903.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DivDAX II UCITS ETF Dist (E903.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.
| E903.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 3.77 | -2.93 |
| Martin ratioReturn relative to average drawdown | 2.33 | 11.23 | -8.90 |
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
| E903.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 2.40 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.94 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 1.08 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.77 | -0.43 |
Drawdowns
E903.DE vs. LYMS.DE - Drawdown Comparison
The maximum E903.DE drawdown since its inception was -41.56%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for E903.DE and LYMS.DE.
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Drawdown Indicators
| E903.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.56% | -50.00% | +8.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -10.02% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.78% | -26.74% | +10.96% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -31.12% | +5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -41.56% | -31.12% | -10.44% |
Current DrawdownCurrent decline from peak | -5.02% | -0.86% | -4.16% |
Average DrawdownAverage peak-to-trough decline | -6.52% | -8.78% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.37% | +0.18% |
Volatility
E903.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi DivDAX II UCITS ETF Dist (E903.DE) is 3.68%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that E903.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
| E903.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 4.37% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 10.99% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 15.73% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 19.91% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 19.68% | -1.00% |
E903.DE vs. LYMS.DE - Expense Ratio Comparison
E903.DE has a 0.25% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
E903.DE vs. LYMS.DE - Dividend Comparison
E903.DE's dividend yield for the trailing twelve months is around 3.61%, while LYMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E903.DE Amundi DivDAX II UCITS ETF Dist | 3.61% | 3.66% | 4.20% | 5.26% | 3.88% | 2.62% | 3.28% | 3.24% | 3.74% | 2.45% | 2.97% | 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
E903.DE and LYMS.DE have a correlation of 0.27, 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 0.25% for E903.DE.
E903.DE is categorized as Europe Equities, while LYMS.DE is Nasdaq-100. E903.DE tracks DivDAX®, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for E903.DE and 0.22% for LYMS.DE.
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