LGWS.DE vs. LYMS.DE
Compare and contrast key facts about Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE).
LGWS.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. LGWS.DE is a passively managed fund by Amundi that tracks the performance of the MSCI EMU Value. It was launched on Apr 1, 2005. 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 LGWS.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
LGWS.DE vs. LYMS.DE - Performance Comparison
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LGWS.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGWS.DE Lyxor MSCI EMU Value UCITS ETF Dist | 1.57% | 37.06% | 9.12% | 14.07% | -5.04% | 19.93% | -7.89% | 19.62% | -14.49% | 2.66% |
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% | 9.35% |
Returns By Period
In the year-to-date period, LGWS.DE achieves a 1.57% return, which is significantly higher than LYMS.DE's -4.13% return.
LGWS.DE
- 1D
- 2.08%
- 1M
- -2.02%
- YTD
- 1.57%
- 6M
- 9.34%
- 1Y
- 20.59%
- 3Y*
- 17.06%
- 5Y*
- 12.07%
- 10Y*
- —
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%
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LGWS.DE vs. LYMS.DE - Expense Ratio Comparison
LGWS.DE has a 0.40% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Return for Risk
LGWS.DE vs. LYMS.DE — Risk / Return Rank
LGWS.DE
LYMS.DE
LGWS.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.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.
| LGWS.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.77 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.18 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.34 | -0.34 |
Martin ratioReturn relative to average drawdown | 7.30 | 7.01 | +0.28 |
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
| LGWS.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.77 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.67 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.71 | -0.28 |
Correlation
The correlation between LGWS.DE and LYMS.DE is 0.46, 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
LGWS.DE vs. LYMS.DE - Dividend Comparison
LGWS.DE's dividend yield for the trailing twelve months is around 3.24%, while LYMS.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGWS.DE Lyxor MSCI EMU Value UCITS ETF Dist | 3.24% | 3.29% | 4.24% | 0.00% | 4.69% | 2.83% | 2.72% | 4.37% | 4.77% | 0.38% | 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
LGWS.DE vs. LYMS.DE - Drawdown Comparison
The maximum LGWS.DE drawdown since its inception was -41.73%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LGWS.DE and LYMS.DE.
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Drawdown Indicators
| LGWS.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.73% | -50.00% | +8.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -10.02% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -22.84% | -31.12% | +8.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.12% | — |
Current DrawdownCurrent decline from peak | -4.26% | -7.48% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -8.85% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.34% | -0.48% |
Volatility
LGWS.DE vs. LYMS.DE - Volatility Comparison
Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) has a higher volatility of 5.43% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.76%. This indicates that LGWS.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
| LGWS.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.76% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 11.90% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.54% | 20.73% | -5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 19.91% | -4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 19.69% | -1.70% |