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F50A.DE vs. LYMS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

F50A.DE vs. LYMS.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE).

F50A.DE and LYMS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. F50A.DE is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Developed Markets Large & Mid Cap Index. It was launched on Nov 22, 2024. LYMS.DE is a passively managed fund by Amundi that tracks the performance of the Nasdaq 100®. It was launched on Jan 17, 2019. Both F50A.DE and LYMS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

F50A.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

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F50A.DE vs. LYMS.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
F50A.DE
Amundi Prime Global UCITS ETF Accumulating		-1.38%8.58%25.85%19.91%-13.26%32.19%3.20%
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc		-4.21%7.15%33.72%51.52%-29.87%39.59%27.82%

Returns By Period

In the year-to-date period, F50A.DE achieves a -1.38% return, which is significantly higher than LYMS.DE's -4.21% return.

F50A.DE

1D
2.07%
1M
-3.15%
YTD
-1.38%
6M
2.06%
1Y
12.61%
3Y*
15.19%
5Y*
10.89%
10Y*
—

LYMS.DE

1D
2.56%
1M
-2.43%
YTD
-4.21%
6M
-1.24%
1Y
16.33%
3Y*
20.56%
5Y*
13.55%
10Y*
18.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi Prime Global UCITS ETF Accumulating

Amundi Nasdaq-100 II UCITS ETF Acc

Often compared with F50A.DE:
F50A.DE vs. LWCR.DEF50A.DE vs. GERD.DEF50A.DE vs. 2B7J.DEF50A.DE vs. AVWC.DEF50A.DE vs. MWOE.DEF50A.DE vs. IS3Q.DEF50A.DE vs. TSWE.DE
Often compared with LYMS.DE:
LYMS.DE vs. XNAS.DELYMS.DE vs. QQQLYMS.DE vs. EXV1.DELYMS.DE vs. EQQQ.DELYMS.DE vs. QQQMLYMS.DE vs. ^NDXLYMS.DE vs. DBXD.DE

F50A.DE vs. LYMS.DE - Expense Ratio Comparison

F50A.DE has a 0.05% 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%.

LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
F50A.DE
Amundi Prime Global UCITS ETF Accumulating

Return for Risk

F50A.DE vs. LYMS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
F50A.DE
F50A.DE Risk / Return Rank: 4444
Overall Rank
F50A.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 3939
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 5656
Martin Ratio Rank
LYMS.DE
LYMS.DE Risk / Return Rank: 4545
Overall Rank
LYMS.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 4040
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 4646
Martin Ratio Rank
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.

F50A.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Accumulating (F50A.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.

F50A.DELYMS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.78

+0.01

Sortino ratio

Return per unit of downside risk

1.14

1.20

-0.06

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.48

1.59

-0.11

Martin ratio

Return relative to average drawdown

6.39

4.69

+1.70

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

F50A.DE vs. LYMS.DE - Sharpe Ratio Comparison

The current F50A.DE Sharpe Ratio is 0.79, which is comparable to the LYMS.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of F50A.DE and LYMS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

F50A.DELYMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.78

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.67

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.71

-0.07

Correlation

The correlation between F50A.DE and LYMS.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

F50A.DE vs. LYMS.DE - Dividend Comparison

Neither F50A.DE nor LYMS.DE has paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
F50A.DE
Amundi Prime Global UCITS ETF Accumulating		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%

Drawdowns

F50A.DE vs. LYMS.DE - Drawdown Comparison

The maximum F50A.DE drawdown since its inception was -33.56%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for F50A.DE and LYMS.DE.

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Drawdown Indicators

F50A.DELYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-50.00%

+16.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-13.41%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

-31.12%

+9.63%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.12%

—

Current Drawdown

Current decline from peak

-3.98%

-7.56%

+3.58%

Average Drawdown

Average peak-to-trough decline

-5.24%

-8.85%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

3.41%

-1.42%

Volatility

F50A.DE vs. LYMS.DE - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Accumulating (F50A.DE) is 4.55%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 5.10%. This indicates that F50A.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

F50A.DELYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

5.10%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

11.92%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

20.80%

-4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

19.92%

-4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

19.70%

-2.03%