GC40.DE vs. LYMS.DE
GC40.DE (Amundi CAC 40 ESG UCITS ETF - EUR) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - GC40.DE is a Europe Equities fund tracking the CAC 40® ESG, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, GC40.DE returned 9.36%/yr vs 21.41%/yr for LYMS.DE. A 0.55 correlation means they provide meaningful diversification when combined. GC40.DE charges 0.25%/yr vs 0.22%/yr for LYMS.DE.
Performance
GC40.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GC40.DE achieves a 0.95% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, GC40.DE has underperformed LYMS.DE with an annualized return of 9.36%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
GC40.DE
- 1D
- 1.36%
- 1M
- 0.78%
- YTD
- 0.95%
- 6M
- 1.36%
- 1Y
- 5.35%
- 3Y*
- 7.56%
- 5Y*
- 7.78%
- 10Y*
- 9.36%
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%
GC40.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GC40.DE Amundi CAC 40 ESG UCITS ETF - EUR | 0.95% | 15.22% | 2.62% | 20.63% | -8.91% | 30.85% | -4.80% | 32.50% | -9.74% | 13.31% |
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 GC40.DE and LYMS.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2010 | 0.55 |
The correlation between GC40.DE and LYMS.DE shifts across timeframes, from 0.40 (3 years) to 0.55 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
GC40.DE vs. LYMS.DE — Risk / Return Rank
GC40.DE
LYMS.DE
GC40.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi CAC 40 ESG UCITS ETF - EUR (GC40.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.
| GC40.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.42 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 3.77 | -3.36 |
| Martin ratioReturn relative to average drawdown | 1.24 | 11.23 | -9.99 |
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
| GC40.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 2.40 | -2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.94 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 1.08 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.77 | -0.33 |
Drawdowns
GC40.DE vs. LYMS.DE - Drawdown Comparison
The maximum GC40.DE drawdown since its inception was -38.73%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for GC40.DE and LYMS.DE.
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Drawdown Indicators
| GC40.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.73% | -50.00% | +11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.68% | -10.02% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -15.90% | -26.74% | +10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -31.12% | +8.95% |
Max Drawdown (10Y)Largest decline over 10 years | -38.73% | -31.12% | -7.61% |
Current DrawdownCurrent decline from peak | -2.92% | -0.86% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -6.59% | -8.78% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 3.37% | +0.85% |
Volatility
GC40.DE vs. LYMS.DE - Volatility Comparison
Amundi CAC 40 ESG UCITS ETF - EUR (GC40.DE) has a higher volatility of 4.84% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that GC40.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.
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Volatility by Period
| GC40.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 4.37% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 10.99% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 15.73% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 19.91% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 19.68% | -1.72% |
GC40.DE vs. LYMS.DE - Expense Ratio Comparison
GC40.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
GC40.DE vs. LYMS.DE - Dividend Comparison
Neither GC40.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GC40.DE Amundi CAC 40 ESG UCITS ETF - EUR | 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
GC40.DE and LYMS.DE have a correlation of 0.41, 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 GC40.DE.
GC40.DE is categorized as Europe Equities, while LYMS.DE is Nasdaq-100. GC40.DE tracks CAC 40® ESG, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for GC40.DE and 0.22% for LYMS.DE.
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