LVWC.DE vs. LQQ.PA

Last updated Jun 5, 2026

LVWC.DE (Amundi MSCI World 2x Leveraged UCITS ETF) and LQQ.PA (Lyxor UCITS NASDAQ-100 Daily Leverage) are both exchange-traded funds - LVWC.DE is a Leveraged Equities fund tracking the MSCI World Leveraged 2x Daily Net Index, while LQQ.PA is a Nasdaq-100 fund tracking the Nasdaq 100® Leverage (2x) index. Both are passively managed. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.60% expense ratio.

Performance

LVWC.DE vs. LQQ.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LVWC.DE achieves a 17.92% return, which is significantly lower than LQQ.PA's 39.94% return.

LVWC.DE

• 1D: 0.17%
• 1M: 5.71%
• YTD: 17.92%
• 6M: 18.58%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LQQ.PA

• 1D: -1.38%
• 1M: 14.74%
• YTD: 39.94%
• 6M: 35.58%
• 1Y: 76.97%
• 3Y*: 44.82%
• 5Y*: 26.89%
• 10Y*: 35.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LVWC.DE vs. LQQ.PA - Yearly Performance Comparison

	2026 (YTD)	2025
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	17.92%	2.68%
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage	39.94%	0.05%

Correlation

The correlation between LVWC.DE and LQQ.PA is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 10, 2025	0.89

Return for Risk

LVWC.DE vs. LQQ.PA — Risk / Return Rank

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

LQQ.PA

LQQ.PA Risk / Return Rank: 71
LQQ.PA Sharpe Ratio Rank: 79
LQQ.PA Sortino Ratio Rank: 70
LQQ.PA Omega Ratio Rank: 69
LQQ.PA Calmar Ratio Rank: 72
LQQ.PA Martin Ratio Rank: 63

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.

LVWC.DE vs. LQQ.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	LVWC.DE	LQQ.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.54	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.70	+0.74

Drawdowns

LVWC.DE vs. LQQ.PA - Drawdown Comparison

The maximum LVWC.DE drawdown since its inception was -14.47%, smaller than the maximum LQQ.PA drawdown of -75.86%. Use the drawdown chart below to compare losses from any high point for LVWC.DE and LQQ.PA.

Drawdown Indicators

	LVWC.DE	LQQ.PA	Difference
Max Drawdown Largest peak-to-trough decline	-14.47%	-75.86%	+61.39%
Max Drawdown (1Y) Largest decline over 1 year	—	-21.88%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-44.33%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-61.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-61.21%	—
Current Drawdown Current decline from peak	-0.89%	-1.38%	+0.49%
Average Drawdown Average peak-to-trough decline	-2.96%	-15.73%	+12.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.05%	—

Volatility

Volatility by Period

	LVWC.DE	LQQ.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.10%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.20%	30.71%	-6.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.20%	39.78%	-15.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.20%	38.87%	-14.67%

LVWC.DE vs. LQQ.PA - Expense Ratio Comparison

Both LVWC.DE and LQQ.PA have an expense ratio of 0.60%.

Dividends

LVWC.DE vs. LQQ.PA - Dividend Comparison

Neither LVWC.DE nor LQQ.PA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LVWC.DE and LQQ.PA in my portfolio?

LVWC.DE and LQQ.PA have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LVWC.DE or LQQ.PA?

Both ETFs have the same 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LVWC.DE or LQQ.PA?

LVWC.DE and LQQ.PA have the same expense ratio: 0.60% per year.

What is the main difference between LVWC.DE and LQQ.PA?

LVWC.DE is categorized as Leveraged Equities, while LQQ.PA is Nasdaq-100. LVWC.DE tracks MSCI World Leveraged 2x Daily Net Index, while LQQ.PA tracks Nasdaq 100® Leverage (2x) index.