LYBK.DE vs. NADQ.DE

Last updated Jun 5, 2026

LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) and NADQ.DE (Amundi Nasdaq-100 II UCITS ETF Dist) are both exchange-traded funds - LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks, while NADQ.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, LYBK.DE returned 29.06%/yr vs 18.92%/yr for NADQ.DE. At a 0.32 correlation, their price movements are largely independent. LYBK.DE charges 0.30%/yr vs 0.22%/yr for NADQ.DE.

Performance

LYBK.DE vs. NADQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) and Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYBK.DE achieves a 5.35% return, which is significantly lower than NADQ.DE's 20.63% return.

LYBK.DE

• 1D: 0.92%
• 1M: 2.70%
• YTD: 5.35%
• 6M: 12.73%
• 1Y: 39.28%
• 3Y*: 45.91%
• 5Y*: 29.06%
• 10Y*: —

NADQ.DE

• 1D: -0.86%
• 1M: 7.96%
• YTD: 20.63%
• 6M: 18.75%
• 1Y: 37.21%
• 3Y*: 24.74%
• 5Y*: 18.92%
• 10Y*: 21.45%

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

LYBK.DE vs. NADQ.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc	5.35%	91.46%	30.53%	30.34%	0.78%	39.97%	-22.43%	17.74%	-35.74%
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist	20.63%	7.04%	34.07%	51.46%	-29.91%	39.75%	34.72%	43.03%	-0.06%

Correlation

The correlation between LYBK.DE and NADQ.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018	0.32

The correlation between LYBK.DE and NADQ.DE shifts across timeframes, from 0.26 (3 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

LYBK.DE vs. NADQ.DE — Risk / Return Rank

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

LYBK.DE

LYBK.DE Risk / Return Rank: 49
LYBK.DE Sharpe Ratio Rank: 51
LYBK.DE Sortino Ratio Rank: 50
LYBK.DE Omega Ratio Rank: 46
LYBK.DE Calmar Ratio Rank: 50
LYBK.DE Martin Ratio Rank: 47

NADQ.DE

NADQ.DE Risk / Return Rank: 72
NADQ.DE Sharpe Ratio Rank: 75
NADQ.DE Sortino Ratio Rank: 72
NADQ.DE Omega Ratio Rank: 72
NADQ.DE Calmar Ratio Rank: 76
NADQ.DE Martin Ratio Rank: 64

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.

LYBK.DE vs. NADQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) and Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.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.

	LYBK.DE	NADQ.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.72	2.40	-0.68
Sortino ratio: Return per unit of downside risk	2.42	3.19	-0.77
Omega ratio: Gain probability vs. loss probability	1.29	1.42	-0.13
Calmar ratio: Return relative to maximum drawdown	2.41	3.79	-1.38
Martin ratio: Return relative to average drawdown	7.56	11.32	-3.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYBK.DE vs. NADQ.DE - Sharpe Ratio Comparison

The current LYBK.DE Sharpe Ratio is 1.72, which is comparable to the NADQ.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of LYBK.DE and NADQ.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.

Sharpe Ratios by Period

	LYBK.DE	NADQ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	2.40	-0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.13	0.94	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.97	-0.51

Drawdowns

LYBK.DE vs. NADQ.DE - Drawdown Comparison

The maximum LYBK.DE drawdown since its inception was -62.22%, which is greater than NADQ.DE's maximum drawdown of -33.44%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and NADQ.DE.

Drawdown Indicators

	LYBK.DE	NADQ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-62.22%	-33.44%	-28.78%
Max Drawdown (1Y) Largest decline over 1 year	-17.12%	-9.97%	-7.15%
Max Drawdown (3Y) Largest decline over 3 years	-19.90%	-26.70%	+6.80%
Max Drawdown (5Y) Largest decline over 5 years	-34.32%	-31.16%	-3.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.16%	—
Current Drawdown Current decline from peak	-1.83%	-0.86%	-0.97%
Average Drawdown Average peak-to-trough decline	-19.62%	-5.93%	-13.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.47%	3.35%	+2.12%

Volatility

LYBK.DE vs. NADQ.DE - Volatility Comparison

Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 5.84% compared to Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) at 4.26%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than NADQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYBK.DE	NADQ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.84%	4.26%	+1.58%
Volatility (6M) Calculated over the trailing 6-month period	19.19%	10.95%	+8.24%
Volatility (1Y) Calculated over the trailing 1-year period	23.95%	15.74%	+8.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.45%	19.84%	+5.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.55%	19.54%	+9.01%

LYBK.DE vs. NADQ.DE - Expense Ratio Comparison

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

Dividends

LYBK.DE vs. NADQ.DE - Dividend Comparison

LYBK.DE has not paid dividends to shareholders, while NADQ.DE's dividend yield for the trailing twelve months is around 0.33%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist	0.33%	0.40%	0.55%	0.40%	0.79%	0.51%	0.40%	0.54%	0.63%

Frequently Asked Questions

Can I hold both LYBK.DE and NADQ.DE in my portfolio?

LYBK.DE and NADQ.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYBK.DE or NADQ.DE?

On fees, NADQ.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYBK.DE or NADQ.DE?

NADQ.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for LYBK.DE.

What is the main difference between LYBK.DE and NADQ.DE?

LYBK.DE is categorized as Financials Equities, while NADQ.DE is Nasdaq-100. LYBK.DE tracks EURO STOXX® Banks, while NADQ.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for LYBK.DE and 0.22% for NADQ.DE.