GLUX.DE vs. LYMS.DE
GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - GLUX.DE is a Consumer Staples Equities fund tracking the S&P Global Luxury, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, GLUX.DE returned 9.44%/yr vs 21.41%/yr for LYMS.DE. A 0.62 correlation means they provide meaningful diversification when combined. GLUX.DE charges 0.25%/yr vs 0.22%/yr for LYMS.DE.
Performance
GLUX.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GLUX.DE achieves a -7.03% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, GLUX.DE has underperformed LYMS.DE with an annualized return of 9.44%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
GLUX.DE
- 1D
- -0.12%
- 1M
- 4.80%
- YTD
- -7.03%
- 6M
- -6.01%
- 1Y
- 2.52%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
LYMS.DE
- 1D
- -0.86%
- 1M
- 9.25%
- YTD
- 20.63%
- 6M
- 19.42%
- 1Y
- 37.94%
- 3Y*
- 24.71%
- 5Y*
- 18.88%
- 10Y*
- 21.41%
GLUX.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 32.41% | 23.80% | 33.53% | -9.13% | 22.10% |
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 GLUX.DE and LYMS.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.62 |
Over the past year, the correlation between GLUX.DE and LYMS.DE has dropped to 0.39 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
GLUX.DE vs. LYMS.DE — Risk / Return Rank
GLUX.DE
LYMS.DE
GLUX.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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.
| GLUX.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 3.77 | -3.61 |
| Martin ratioReturn relative to average drawdown | 0.39 | 11.23 | -10.85 |
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
| GLUX.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.40 | -2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.94 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 1.08 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.77 | -0.33 |
Drawdowns
GLUX.DE vs. LYMS.DE - Drawdown Comparison
The maximum GLUX.DE drawdown since its inception was -43.20%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for GLUX.DE and LYMS.DE.
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Drawdown Indicators
| GLUX.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -50.00% | +6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -10.02% | -5.98% |
Max Drawdown (3Y)Largest decline over 3 years | -27.94% | -26.74% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -31.12% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | -31.12% | -12.08% |
Current DrawdownCurrent decline from peak | -14.70% | -0.86% | -13.84% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -8.78% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 3.37% | +3.14% |
Volatility
GLUX.DE vs. LYMS.DE - Volatility Comparison
Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a higher volatility of 5.55% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that GLUX.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
| GLUX.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 4.37% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 15.60% | 10.99% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 15.73% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 19.91% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.94% | 19.68% | +1.26% |
GLUX.DE vs. LYMS.DE - Expense Ratio Comparison
GLUX.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
GLUX.DE vs. LYMS.DE - Dividend Comparison
Neither GLUX.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLUX.DE Amundi S&P Global Luxury 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
GLUX.DE and LYMS.DE have a correlation of 0.39, 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 GLUX.DE.
GLUX.DE is categorized as Consumer Staples Equities, while LYMS.DE is Nasdaq-100. GLUX.DE tracks S&P Global Luxury, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for GLUX.DE and 0.22% for LYMS.DE.
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