LYMS.DE vs. 18MK.DE

Last updated Jun 5, 2026

LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) and 18MK.DE (Amundi MSCI India UCITS ETF EUR) are both exchange-traded funds - LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while 18MK.DE is a Asia Pacific Equities fund tracking the MSCI India. Both are passively managed. Over the past 10 years, LYMS.DE returned 21.41%/yr vs 6.21%/yr for 18MK.DE. At a 0.47 correlation, their price movements are largely independent. LYMS.DE charges 0.22%/yr vs 0.80%/yr for 18MK.DE.

Performance

LYMS.DE vs. 18MK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) and Amundi MSCI India UCITS ETF EUR (18MK.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYMS.DE achieves a 20.63% return, which is significantly higher than 18MK.DE's -11.57% return. Over the past 10 years, LYMS.DE has outperformed 18MK.DE with an annualized return of 21.41%, while 18MK.DE has yielded a comparatively lower 6.21% annualized return.

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%

18MK.DE

• 1D: 0.68%
• 1M: -3.98%
• YTD: -11.57%
• 6M: -13.20%
• 1Y: -15.27%
• 3Y*: 1.67%
• 5Y*: 3.55%
• 10Y*: 6.21%

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

LYMS.DE vs. 18MK.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
18MK.DE Amundi MSCI India UCITS ETF EUR	-11.57%	-10.32%	16.35%	14.11%	-2.28%	33.62%	2.72%	9.58%	-4.91%	20.20%

Correlation

The correlation between LYMS.DE and 18MK.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010	0.47

The correlation between LYMS.DE and 18MK.DE shifts across timeframes, from 0.35 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LYMS.DE vs. 18MK.DE — Risk / Return Rank

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

LYMS.DE

LYMS.DE Risk / Return Rank: 71
LYMS.DE Sharpe Ratio Rank: 75
LYMS.DE Sortino Ratio Rank: 71
LYMS.DE Omega Ratio Rank: 72
LYMS.DE Calmar Ratio Rank: 75
LYMS.DE Martin Ratio Rank: 63

18MK.DE

18MK.DE Risk / Return Rank: 2
18MK.DE Sharpe Ratio Rank: 2
18MK.DE Sortino Ratio Rank: 2
18MK.DE Omega Ratio Rank: 3
18MK.DE Calmar Ratio Rank: 3
18MK.DE Martin Ratio Rank: 1

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.

LYMS.DE vs. 18MK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) and Amundi MSCI India UCITS ETF EUR (18MK.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.

	LYMS.DE	18MK.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.40	-0.89	+3.29
Sortino ratio: Return per unit of downside risk	3.19	-1.23	+4.42
Omega ratio: Gain probability vs. loss probability	1.42	0.87	+0.56
Calmar ratio: Return relative to maximum drawdown	3.77	-0.72	+4.49
Martin ratio: Return relative to average drawdown	11.23	-1.54	+12.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYMS.DE vs. 18MK.DE - Sharpe Ratio Comparison

The current LYMS.DE Sharpe Ratio is 2.40, which is higher than the 18MK.DE Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of LYMS.DE and 18MK.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

	LYMS.DE	18MK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	-0.89	+3.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.21	+0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.08	0.30	+0.78
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.25	+0.53

Drawdowns

LYMS.DE vs. 18MK.DE - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than 18MK.DE's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and 18MK.DE.

Drawdown Indicators

	LYMS.DE	18MK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-50.00%	-42.41%	-7.59%
Max Drawdown (1Y) Largest decline over 1 year	-10.02%	-20.43%	+10.41%
Max Drawdown (3Y) Largest decline over 3 years	-26.74%	-29.72%	+2.98%
Max Drawdown (5Y) Largest decline over 5 years	-31.12%	-29.72%	-1.40%
Max Drawdown (10Y) Largest decline over 10 years	-31.12%	-41.56%	+10.44%
Current Drawdown Current decline from peak	-0.86%	-26.69%	+25.83%
Average Drawdown Average peak-to-trough decline	-8.78%	-12.59%	+3.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	9.60%	-6.23%

Volatility

LYMS.DE vs. 18MK.DE - Volatility Comparison

The current volatility for Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) is 4.37%, while Amundi MSCI India UCITS ETF EUR (18MK.DE) has a volatility of 5.23%. This indicates that LYMS.DE experiences smaller price fluctuations and is considered to be less risky than 18MK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYMS.DE	18MK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	5.23%	-0.86%
Volatility (6M) Calculated over the trailing 6-month period	10.99%	13.99%	-3.00%
Volatility (1Y) Calculated over the trailing 1-year period	15.73%	16.62%	-0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.91%	16.58%	+3.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.68%	20.29%	-0.61%

LYMS.DE vs. 18MK.DE - Expense Ratio Comparison

LYMS.DE has a 0.22% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.

Dividends

LYMS.DE vs. 18MK.DE - Dividend Comparison

Neither LYMS.DE nor 18MK.DE has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
18MK.DE Amundi MSCI India UCITS ETF EUR	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

Can I hold both LYMS.DE and 18MK.DE in my portfolio?

LYMS.DE and 18MK.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYMS.DE or 18MK.DE?

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.

Which ETF is cheaper, LYMS.DE or 18MK.DE?

LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.80% for 18MK.DE.

What is the main difference between LYMS.DE and 18MK.DE?

LYMS.DE is categorized as Nasdaq-100, while 18MK.DE is Asia Pacific Equities. LYMS.DE tracks Nasdaq 100®, while 18MK.DE tracks MSCI India. Their fees differ too: 0.22% for LYMS.DE and 0.80% for 18MK.DE.