LMWE.DE vs. LYMS.DE
LMWE.DE (Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - LMWE.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, LMWE.DE returned 2.38%/yr vs 21.41%/yr for LYMS.DE. At a 0.44 correlation, their price movements are largely independent. LMWE.DE charges 0.45%/yr vs 0.22%/yr for LYMS.DE.
Performance
LMWE.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LMWE.DE achieves a 7.51% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, LMWE.DE has underperformed LYMS.DE with an annualized return of 2.38%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
LMWE.DE
- 1D
- -0.04%
- 1M
- -2.48%
- YTD
- 7.51%
- 6M
- 7.23%
- 1Y
- 9.11%
- 3Y*
- 4.39%
- 5Y*
- 0.78%
- 10Y*
- 2.38%
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%
LMWE.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) | 7.51% | -2.27% | 4.83% | 3.20% | -20.69% | 36.10% | -17.30% | 22.98% | -1.37% | -2.23% |
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 LMWE.DE and LYMS.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2010 | 0.44 |
The correlation between LMWE.DE and LYMS.DE shifts across timeframes, from 0.26 (1 year) to 0.45 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LMWE.DE vs. LYMS.DE — Risk / Return Rank
LMWE.DE
LYMS.DE
LMWE.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.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.
| LMWE.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.42 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 3.77 | -2.53 |
| Martin ratioReturn relative to average drawdown | 3.96 | 11.23 | -7.27 |
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
| LMWE.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.40 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.94 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 1.08 | -0.93 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.77 | -0.36 |
Drawdowns
LMWE.DE vs. LYMS.DE - Drawdown Comparison
The maximum LMWE.DE drawdown since its inception was -42.37%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LMWE.DE and LYMS.DE.
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Drawdown Indicators
| LMWE.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.37% | -50.00% | +7.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.88% | -10.02% | +2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -20.47% | -26.74% | +6.27% |
Max Drawdown (5Y)Largest decline over 5 years | -30.69% | -31.12% | +0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -42.37% | -31.12% | -11.25% |
Current DrawdownCurrent decline from peak | -11.34% | -0.86% | -10.48% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -8.78% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 3.37% | -0.95% |
Volatility
LMWE.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) is 2.75%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that LMWE.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
| LMWE.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 4.37% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 10.99% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 15.73% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 19.91% | -4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 19.68% | -2.74% |
LMWE.DE vs. LYMS.DE - Expense Ratio Comparison
LMWE.DE has a 0.45% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
LMWE.DE vs. LYMS.DE - Dividend Comparison
LMWE.DE's dividend yield for the trailing twelve months is around 2.42%, while LYMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMWE.DE Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) | 2.42% | 2.61% | 3.75% | 0.00% | 4.18% | 2.22% | 3.76% | 3.37% | 3.76% | 3.44% | 3.65% | 4.01% |
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
LMWE.DE and LYMS.DE have a correlation of 0.26, 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 0.45% for LMWE.DE.
LMWE.DE is categorized as REIT, while LYMS.DE is Nasdaq-100. LMWE.DE tracks FTSE EPRA/NAREIT Developed, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.45% for LMWE.DE and 0.22% for LYMS.DE.
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