LVWC.DE vs. LYMS.DE
Compare and contrast key facts about Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE).
LVWC.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. LVWC.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World Leveraged 2x Daily Net Index. It was launched on Sep 30, 2025. 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 LVWC.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
LVWC.DE vs. LYMS.DE - Performance Comparison
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LVWC.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF | -5.56% | 2.68% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | -4.21% | 0.32% |
Returns By Period
In the year-to-date period, LVWC.DE achieves a -5.56% return, which is significantly lower than LYMS.DE's -4.21% return.
LVWC.DE
- 1D
- 4.84%
- 1M
- -7.42%
- YTD
- -5.56%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LYMS.DE
- 1D
- 2.56%
- 1M
- -2.43%
- YTD
- -4.21%
- 6M
- -1.24%
- 1Y
- 16.33%
- 3Y*
- 20.56%
- 5Y*
- 13.55%
- 10Y*
- 18.70%
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LVWC.DE vs. LYMS.DE - Expense Ratio Comparison
LVWC.DE has a 0.60% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Return for Risk
LVWC.DE vs. LYMS.DE — Risk / Return Rank
LVWC.DE
LYMS.DE
LVWC.DE vs. LYMS.DE - 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 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| LVWC.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.78 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.71 | -0.98 |
Correlation
The correlation between LVWC.DE and LYMS.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LVWC.DE vs. LYMS.DE - Dividend Comparison
Neither LVWC.DE nor LYMS.DE has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF | 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% |
Drawdowns
LVWC.DE vs. LYMS.DE - Drawdown Comparison
The maximum LVWC.DE drawdown since its inception was -14.47%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LVWC.DE and LYMS.DE.
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Drawdown Indicators
| LVWC.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.47% | -50.00% | +35.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.12% | — |
Current DrawdownCurrent decline from peak | -9.41% | -7.56% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -3.45% | -8.85% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.41% | — |
Volatility
LVWC.DE vs. LYMS.DE - Volatility Comparison
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Volatility by Period
| LVWC.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.10% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.13% | 20.80% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.13% | 19.92% | +4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.13% | 19.70% | +4.43% |