EQEU.DE vs. LYMS.DE

Last updated Jun 5, 2026

EQEU.DE (Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both Nasdaq-100 funds - EQEU.DE tracks the NASDAQ-100 Notional Net Total Return Index while LYMS.DE tracks the Nasdaq 100®. Both are passively managed. Over the past 5 years, EQEU.DE returned 14.74%/yr vs 18.88%/yr for LYMS.DE. Their correlation of 0.91 suggests significant overlap in exposure. EQEU.DE charges 0.35%/yr vs 0.22%/yr for LYMS.DE.

Performance

EQEU.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EQEU.DE achieves a 17.47% return, which is significantly lower than LYMS.DE's 20.63% return.

EQEU.DE

• 1D: -0.76%
• 1M: 6.59%
• YTD: 17.47%
• 6M: 16.78%
• 1Y: 35.29%
• 3Y*: 25.32%
• 5Y*: 14.74%
• 10Y*: —

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%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EQEU.DE Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged	17.47%	18.24%	24.15%	51.95%	-36.56%	27.85%	45.20%	34.82%	-4.34%	5.73%
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%	3.91%

Correlation

The correlation between EQEU.DE and LYMS.DE is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Oct 24, 2017	0.91

The correlation between EQEU.DE and LYMS.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Return for Risk

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

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

EQEU.DE

EQEU.DE Risk / Return Rank: 66
EQEU.DE Sharpe Ratio Rank: 70
EQEU.DE Sortino Ratio Rank: 71
EQEU.DE Omega Ratio Rank: 66
EQEU.DE Calmar Ratio Rank: 62
EQEU.DE Martin Ratio Rank: 60

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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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.

	EQEU.DE	LYMS.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.27	2.40	-0.13
Sortino ratio: Return per unit of downside risk	3.17	3.19	-0.01
Omega ratio: Gain probability vs. loss probability	1.39	1.42	-0.03
Calmar ratio: Return relative to maximum drawdown	3.02	3.77	-0.75
Martin ratio: Return relative to average drawdown	10.63	11.23	-0.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EQEU.DE Sharpe Ratio is 2.27, which is comparable to the LYMS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of EQEU.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

	EQEU.DE	LYMS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	2.40	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.94	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.77	+0.09

Drawdowns

EQEU.DE vs. LYMS.DE - Drawdown Comparison

The maximum EQEU.DE drawdown since its inception was -37.97%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for EQEU.DE and LYMS.DE.

Drawdown Indicators

	EQEU.DE	LYMS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-37.97%	-50.00%	+12.03%
Max Drawdown (1Y) Largest decline over 1 year	-12.02%	-10.02%	-2.00%
Max Drawdown (3Y) Largest decline over 3 years	-22.08%	-26.74%	+4.66%
Max Drawdown (5Y) Largest decline over 5 years	-37.97%	-31.12%	-6.85%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.12%	—
Current Drawdown Current decline from peak	-0.89%	-0.86%	-0.03%
Average Drawdown Average peak-to-trough decline	-8.03%	-8.78%	+0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	3.37%	+0.05%

Volatility

EQEU.DE vs. LYMS.DE - Volatility Comparison

Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) has a higher volatility of 4.77% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that EQEU.DE's price experiences larger fluctuations and is considered to be riskier than LYMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQEU.DE	LYMS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	4.37%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	11.98%	10.99%	+0.99%
Volatility (1Y) Calculated over the trailing 1-year period	15.97%	15.73%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.79%	19.91%	+0.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.03%	19.68%	+1.35%

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

EQEU.DE has a 0.35% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.

Dividends

EQEU.DE vs. LYMS.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQEU.DE Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged	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 EQEU.DE and LYMS.DE in my portfolio?

EQEU.DE and LYMS.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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.

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

LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.35% for EQEU.DE.

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

EQEU.DE tracks NASDAQ-100 Notional Net Total Return Index, while LYMS.DE tracks Nasdaq 100®. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.35% for EQEU.DE and 0.22% for LYMS.DE.