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

Performance

LTUG.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Technology UCITS ETF Acc (LTUG.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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Returns By Period

In the year-to-date period, LTUG.DE achieves a 26.55% return, which is significantly higher than LYMS.DE's 20.63% return. Over the past 10 years, LTUG.DE has underperformed LYMS.DE with an annualized return of 13.07%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.


LTUG.DE

1D
0.99%
1M
15.64%
YTD
26.55%
6M
25.15%
1Y
25.48%
3Y*
14.34%
5Y*
9.07%
10Y*
13.07%

LYMS.DE

1D
-0.86%
1M
9.25%
YTD
20.63%
6M
19.42%
1Y
37.94%
3Y*
24.71%
5Y*
18.88%
10Y*
21.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTUG.DE vs. LYMS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTUG.DE
Lyxor STOXX Europe 600 Technology UCITS ETF Acc
26.55%4.10%6.60%30.68%-26.76%34.20%14.21%40.78%-11.90%20.57%
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 LTUG.DE and LYMS.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2007

0.47

Over the past year, LTUG.DE and LYMS.DE have become more correlated (0.69) than their long-term average of 0.47, meaning their price movements have been converging.

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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LTUG.DE
LTUG.DE Risk / Return Rank: 3232
Overall Rank
LTUG.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LTUG.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
LTUG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
LTUG.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
LTUG.DE Martin Ratio Rank: 3131
Martin Ratio Rank

LYMS.DE
LYMS.DE Risk / Return Rank: 7171
Overall Rank
LYMS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6363
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Technology UCITS ETF Acc (LTUG.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.


LTUG.DELYMS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.20

1.42

-0.22

Calmar ratioReturn relative to maximum drawdown

1.70

3.77

-2.07

Martin ratioReturn relative to average drawdown

4.42

11.23

-6.81

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

The current LTUG.DE Sharpe Ratio is 1.10, which is lower than the LYMS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of LTUG.DE and LYMS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LTUG.DELYMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.40

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.94

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

1.08

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.77

-0.31

Drawdowns

LTUG.DE vs. LYMS.DE - Drawdown Comparison

The maximum LTUG.DE drawdown since its inception was -61.39%, 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 LTUG.DE and LYMS.DE.


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Drawdown Indicators


LTUG.DELYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.39%

-50.00%

-11.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-10.02%

-4.88%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

-26.74%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-40.21%

-31.12%

-9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-40.21%

-31.12%

-9.09%

Current Drawdown

Current decline from peak

0.00%

-0.86%

+0.86%

Average Drawdown

Average peak-to-trough decline

-14.85%

-8.78%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

3.37%

+2.38%

Volatility

LTUG.DE vs. LYMS.DE - Volatility Comparison

Lyxor STOXX Europe 600 Technology UCITS ETF Acc (LTUG.DE) has a higher volatility of 8.18% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that LTUG.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


LTUG.DELYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

4.37%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

19.11%

10.99%

+8.12%

Volatility (1Y)

Calculated over the trailing 1-year period

23.19%

15.73%

+7.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

19.91%

+5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.26%

19.68%

+5.58%

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

LTUG.DE has a 0.30% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.


Dividends

LTUG.DE vs. LYMS.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
LTUG.DE
Lyxor STOXX Europe 600 Technology 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


LTUG.DE and LYMS.DE have a correlation of 0.69, 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 LTUG.DE.

LTUG.DE is categorized as Technology Equities, while LYMS.DE is Nasdaq-100. LTUG.DE tracks STOXX® Europe 600 Technology, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for LTUG.DE and 0.22% for LYMS.DE.

Portfolio Optimizer

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