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

KLMT.DE vs. LYMS.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE).

KLMT.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. KLMT.DE is a passively managed fund by Amundi that tracks the performance of the Solactive Green Bond. It was launched on Feb 21, 2017. 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 KLMT.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

KLMT.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.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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KLMT.DE vs. LYMS.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
KLMT.DE
Amundi Global Aggregate Green Bond UCITS ETF Acc		0.16%-0.22%3.21%6.84%-18.17%-1.90%0.72%
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc		-4.21%7.15%33.72%51.52%-29.87%39.59%24.88%

Returns By Period

In the year-to-date period, KLMT.DE achieves a 0.16% return, which is significantly higher than LYMS.DE's -4.21% return.

KLMT.DE

1D
0.66%
1M
-1.41%
YTD
0.16%
6M
0.18%
1Y
0.74%
3Y*
2.74%
5Y*
-2.01%
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)

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Amundi Global Aggregate Green Bond UCITS ETF Acc

Amundi Nasdaq-100 II UCITS ETF Acc

Often compared with KLMT.DE:
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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

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

KLMT.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%.

KLMT.DE
Amundi Global Aggregate Green Bond UCITS ETF Acc
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KLMT.DE
KLMT.DE Risk / Return Rank: 1616
Overall Rank
KLMT.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
KLMT.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
KLMT.DE Omega Ratio Rank: 1313
Omega Ratio Rank
KLMT.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
KLMT.DE Martin Ratio Rank: 2020
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.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.

KLMT.DELYMS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.78

-0.58

Sortino ratio

Return per unit of downside risk

0.30

1.20

-0.89

Omega ratio

Gain probability vs. loss probability

1.04

1.17

-0.13

Calmar ratio

Return relative to maximum drawdown

0.37

1.59

-1.22

Martin ratio

Return relative to average drawdown

1.40

4.69

-3.29

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

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

The current KLMT.DE Sharpe Ratio is 0.20, which is lower than the LYMS.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of KLMT.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

KLMT.DELYMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.78

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.67

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.71

-0.99

Correlation

The correlation between KLMT.DE and LYMS.DE is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

KLMT.DE vs. LYMS.DE - Dividend Comparison

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

TTM20252024202320222021202020192018201720162015
KLMT.DE
Amundi Global Aggregate Green Bond UCITS ETF 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%

Drawdowns

KLMT.DE vs. LYMS.DE - Drawdown Comparison

The maximum KLMT.DE drawdown since its inception was -21.03%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for KLMT.DE and LYMS.DE.

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Drawdown Indicators

KLMT.DELYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.03%

-50.00%

+28.97%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-13.41%

+10.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.36%

-31.12%

+10.76%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.12%

—

Current Drawdown

Current decline from peak

-12.30%

-7.56%

-4.74%

Average Drawdown

Average peak-to-trough decline

-10.82%

-8.85%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

3.41%

-2.57%

Volatility

KLMT.DE vs. LYMS.DE - Volatility Comparison

The current volatility for Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) is 1.78%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 5.10%. This indicates that KLMT.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

KLMT.DELYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

5.10%

-3.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

11.92%

-9.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

20.80%

-17.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

19.92%

-14.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.77%

19.70%

-12.93%