FTGQ.DE vs. LYMS.DE
FTGQ.DE (First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both Nasdaq-100 funds. FTGQ.DE is actively managed, while LYMS.DE is passively managed. Over the past year, FTGQ.DE returned 16.10% vs 37.20% for LYMS.DE. A 0.76 correlation means they provide meaningful diversification when combined. FTGQ.DE charges 0.90%/yr vs 0.22%/yr for LYMS.DE.
Performance
FTGQ.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGQ.DE achieves a 7.60% return, which is significantly lower than LYMS.DE's 20.63% return.
FTGQ.DE
- 1D
- -0.17%
- 1M
- 2.82%
- YTD
- 7.60%
- 6M
- 7.43%
- 1Y
- 16.10%
- 3Y*
- —
- 5Y*
- —
- 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%
FTGQ.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 7.60% | 1.05% | -3.86% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | -0.94% |
Correlation
The correlation between FTGQ.DE and LYMS.DE is 0.79, 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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.76 |
The correlation between FTGQ.DE and LYMS.DE has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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Return for Risk
FTGQ.DE vs. LYMS.DE — Risk / Return Rank
FTGQ.DE
LYMS.DE
FTGQ.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.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.
| FTGQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 3.77 | +0.46 |
| Martin ratioReturn relative to average drawdown | 11.47 | 11.23 | +0.24 |
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
| FTGQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.40 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.77 | -0.52 |
Drawdowns
FTGQ.DE vs. LYMS.DE - Drawdown Comparison
The maximum FTGQ.DE drawdown since its inception was -19.13%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for FTGQ.DE and LYMS.DE.
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Drawdown Indicators
| FTGQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.13% | -50.00% | +30.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.80% | -10.02% | +6.22% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.12% | — |
Current DrawdownCurrent decline from peak | -0.17% | -0.86% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -8.78% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 3.37% | -1.96% |
Volatility
FTGQ.DE vs. LYMS.DE - Volatility Comparison
The current volatility for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) is 1.30%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that FTGQ.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
| FTGQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 4.37% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 5.09% | 10.99% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 15.73% | -7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 19.91% | -7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 19.68% | -6.99% |
FTGQ.DE vs. LYMS.DE - Expense Ratio Comparison
FTGQ.DE has a 0.90% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
FTGQ.DE vs. LYMS.DE - Dividend Comparison
Neither FTGQ.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 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
FTGQ.DE and LYMS.DE have a correlation of 0.79, 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 0.90% for FTGQ.DE.
They also come from different issuers: First Trust and Amundi. Their fees differ too: 0.90% for FTGQ.DE and 0.22% for LYMS.DE.
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