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

LBRA.DE vs. LYMS.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi MSCI Brazil UCITS ETF Acc (LBRA.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE).

LBRA.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. LBRA.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Brazil. It was launched on Mar 14, 2019. 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 LBRA.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

LBRA.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Brazil UCITS ETF Acc (LBRA.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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LBRA.DE vs. LYMS.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LBRA.DE
Amundi MSCI Brazil UCITS ETF Acc		23.72%32.01%-26.48%29.27%22.98%-14.68%-26.84%30.74%0.23%8.95%
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc		-4.13%7.15%33.72%51.52%-29.87%39.59%34.60%42.84%3.18%15.91%

Returns By Period

In the year-to-date period, LBRA.DE achieves a 23.72% return, which is significantly higher than LYMS.DE's -4.13% return. Over the past 10 years, LBRA.DE has underperformed LYMS.DE with an annualized return of 9.33%, while LYMS.DE has yielded a comparatively higher 18.72% annualized return.

LBRA.DE

1D
0.51%
1M
6.47%
YTD
23.72%
6M
35.12%
1Y
47.15%
3Y*
17.66%
5Y*
12.20%
10Y*
9.33%

LYMS.DE

1D
0.08%
1M
-1.97%
YTD
-4.13%
6M
-1.87%
1Y
16.06%
3Y*
20.69%
5Y*
13.57%
10Y*
18.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi MSCI Brazil UCITS ETF Acc

Amundi Nasdaq-100 II UCITS ETF Acc

Often compared with LBRA.DE:
LBRA.DE vs. GLDLBRA.DE vs. DBX3.DELBRA.DE vs. AMEL.DELBRA.DE vs. FLXB.DELBRA.DE vs. IUSC.DELBRA.DE vs. LYBK.DELBRA.DE vs. 6AQQ.DE
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

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

LBRA.DE has a 0.65% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.

LBRA.DE
Amundi MSCI Brazil UCITS ETF Acc
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LBRA.DE
LBRA.DE Risk / Return Rank: 8989
Overall Rank
LBRA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LBRA.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
LBRA.DE Omega Ratio Rank: 8484
Omega Ratio Rank
LBRA.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
LBRA.DE Martin Ratio Rank: 8989
Martin Ratio Rank
LYMS.DE
LYMS.DE Risk / Return Rank: 5050
Overall Rank
LYMS.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 3838
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6060
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Brazil UCITS ETF Acc (LBRA.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.

LBRA.DELYMS.DEDifference

Sharpe ratio

Return per unit of total volatility

2.01

0.77

+1.24

Sortino ratio

Return per unit of downside risk

2.62

1.18

+1.44

Omega ratio

Gain probability vs. loss probability

1.35

1.16

+0.18

Calmar ratio

Return relative to maximum drawdown

5.18

2.34

+2.84

Martin ratio

Return relative to average drawdown

13.25

7.01

+6.24

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

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

The current LBRA.DE Sharpe Ratio is 2.01, which is higher than the LYMS.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of LBRA.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

LBRA.DELYMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

0.77

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.67

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.94

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.71

-0.63

Correlation

The correlation between LBRA.DE and LYMS.DE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LBRA.DE vs. LYMS.DE - Dividend Comparison

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

TTM20252024202320222021202020192018201720162015
LBRA.DE
Amundi MSCI Brazil 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

LBRA.DE vs. LYMS.DE - Drawdown Comparison

The maximum LBRA.DE drawdown since its inception was -76.26%, which is greater than LYMS.DE's maximum drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LBRA.DE and LYMS.DE.

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Drawdown Indicators

LBRA.DELYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.26%

-50.00%

-26.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-10.02%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.47%

-31.12%

+1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-55.22%

-31.12%

-24.10%

Current Drawdown

Current decline from peak

-15.61%

-7.48%

-8.13%

Average Drawdown

Average peak-to-trough decline

-38.43%

-8.85%

-29.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.34%

+0.32%

Volatility

LBRA.DE vs. LYMS.DE - Volatility Comparison

Amundi MSCI Brazil UCITS ETF Acc (LBRA.DE) has a higher volatility of 7.74% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.76%. This indicates that LBRA.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

LBRA.DELYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

4.76%

+2.98%

Volatility (6M)

Calculated over the trailing 6-month period

17.52%

11.90%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

23.41%

20.73%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.14%

19.91%

+6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.09%

19.69%

+12.40%