LIRU.DE vs. LYMS.DE
LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - LIRU.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, LIRU.DE returned 11.13%/yr vs 21.41%/yr for LYMS.DE. At a 0.42 correlation, their price movements are largely independent. LIRU.DE charges 0.30%/yr vs 0.22%/yr for LYMS.DE.
Performance
LIRU.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LIRU.DE achieves a -2.62% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, LIRU.DE has underperformed LYMS.DE with an annualized return of 11.13%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
LIRU.DE
- 1D
- 0.30%
- 1M
- -3.83%
- YTD
- -2.62%
- 6M
- 3.01%
- 1Y
- 2.58%
- 3Y*
- 18.15%
- 5Y*
- 13.94%
- 10Y*
- 11.13%
LYMS.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.72%
- 1Y
- 37.20%
- 3Y*
- 24.71%
- 5Y*
- 18.88%
- 10Y*
- 21.41%
LIRU.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc | -2.62% | 29.68% | 22.67% | 12.60% | 3.50% | 19.60% | -9.93% | 20.86% | 0.44% | 11.09% |
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 LIRU.DE and LYMS.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.42 |
The correlation between LIRU.DE and LYMS.DE shifts across timeframes, from 0.24 (3 years) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LIRU.DE vs. LYMS.DE — Risk / Return Rank
LIRU.DE
LYMS.DE
LIRU.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.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.
| LIRU.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 3.77 | -3.40 |
| Martin ratioReturn relative to average drawdown | 0.77 | 11.23 | -10.46 |
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
| LIRU.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 2.40 | -2.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.94 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.08 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.77 | -0.49 |
Drawdowns
LIRU.DE vs. LYMS.DE - Drawdown Comparison
The maximum LIRU.DE drawdown since its inception was -72.58%, 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 LIRU.DE and LYMS.DE.
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Drawdown Indicators
| LIRU.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -50.00% | -22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -10.02% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -12.41% | -26.74% | +14.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.42% | -31.12% | +12.70% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | -31.12% | -15.75% |
Current DrawdownCurrent decline from peak | -5.24% | -0.86% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -8.78% | -6.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.37% | +0.20% |
Volatility
LIRU.DE vs. LYMS.DE - Volatility Comparison
Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) has a higher volatility of 4.69% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that LIRU.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
| LIRU.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 4.37% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 10.99% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 15.73% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 19.91% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 19.68% | +0.29% |
LIRU.DE vs. LYMS.DE - Expense Ratio Comparison
LIRU.DE has a 0.30% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
LIRU.DE vs. LYMS.DE - Dividend Comparison
Neither LIRU.DE nor LYMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIRU.DE Lyxor STOXX Europe 600 Insurance 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% |
Frequently Asked Questions
LIRU.DE and LYMS.DE have a correlation of 0.24, 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 0.30% for LIRU.DE.
LIRU.DE is categorized as Financials Equities, while LYMS.DE is Nasdaq-100. LIRU.DE tracks STOXX® Europe 600 Insurance, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for LIRU.DE and 0.22% for LYMS.DE.
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