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

Performance

HNDX.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc) (HNDX.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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Returns By Period

In the year-to-date period, HNDX.DE achieves a 14.79% return, which is significantly lower than LYMS.DE's 19.72% return. Over the past 10 years, HNDX.DE has underperformed LYMS.DE with an annualized return of 18.84%, while LYMS.DE has yielded a comparatively higher 21.36% annualized return.


HNDX.DE

1D
1.36%
1M
-3.09%
6M
16.12%
YTD
14.79%
1Y
26.80%
3Y*
22.70%
5Y*
12.90%
10Y*
18.84%

LYMS.DE

1D
0.44%
1M
-1.60%
6M
20.94%
YTD
19.72%
1Y
33.82%
3Y*
23.55%
5Y*
16.57%
10Y*
21.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HNDX.DE
Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc)
14.79%17.83%24.11%52.12%-36.05%27.50%45.80%34.89%-4.53%29.05%
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
19.72%7.15%33.72%51.52%-29.87%39.57%34.60%42.83%3.23%15.86%

Correlation

The correlation between HNDX.DE and LYMS.DE is 0.75, 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

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2013

0.88

The correlation between HNDX.DE and LYMS.DE shifts across timeframes, from 0.75 (1 year) to 0.89 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

HNDX.DE
HNDX.DE Risk / Return Rank: 4949
Overall Rank
HNDX.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HNDX.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
HNDX.DE Omega Ratio Rank: 4646
Omega Ratio Rank
HNDX.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
HNDX.DE Martin Ratio Rank: 5151
Martin Ratio Rank

LYMS.DE
LYMS.DE Risk / Return Rank: 7474
Overall Rank
LYMS.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6666
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc) (HNDX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HNDX.DELYMS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

2.20

3.36

-1.16

Martin ratioReturn relative to average drawdown

7.31

9.79

-2.48

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

The current HNDX.DE Sharpe Ratio is 1.41, which is comparable to the LYMS.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of HNDX.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.


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Drawdowns

HNDX.DE vs. LYMS.DE - Drawdown Comparison

The maximum HNDX.DE drawdown since its inception was -37.18%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for HNDX.DE and LYMS.DE.


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Drawdown Indicators


HNDX.DELYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.18%

-50.00%

+12.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-10.02%

-2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-21.95%

-26.74%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

-31.11%

-6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-37.18%

-31.11%

-6.07%

Current Drawdown

Current decline from peak

-3.40%

-2.12%

-1.28%

Average Drawdown

Average peak-to-trough decline

-5.90%

-8.68%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.44%

+0.21%

Volatility

HNDX.DE vs. LYMS.DE - Volatility Comparison

Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc) (HNDX.DE) has a higher volatility of 8.86% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 6.60%. This indicates that HNDX.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


HNDX.DELYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.86%

6.60%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

12.31%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

16.81%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

20.05%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

19.74%

+0.47%

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

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


Dividends

HNDX.DE vs. LYMS.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
HNDX.DE
Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc)
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


HNDX.DE and LYMS.DE have a correlation of 0.75, 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 0.35% for HNDX.DE.

HNDX.DE tracks Nasdaq-100 Index (EUR Hedged), while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.35% for HNDX.DE and 0.22% for LYMS.DE.

Portfolio Optimizer

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