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

LYMS.DE vs. DBXD.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE).

LYMS.DE and DBXD.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYMS.DE is a passively managed fund by Amundi that tracks the performance of the Nasdaq 100®. It was launched on Jan 17, 2019. DBXD.DE is a passively managed fund by Xtrackers that tracks the performance of the DAX®. It was launched on Jan 10, 2007. Both LYMS.DE and DBXD.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

LYMS.DE vs. DBXD.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 Xtrackers DAX UCITS ETF 1C (DBXD.DE). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc		-4.13%7.15%33.72%51.52%-29.87%39.59%34.60%42.84%3.18%15.91%
DBXD.DE
Xtrackers DAX UCITS ETF 1C		-5.70%22.65%18.18%19.60%-12.74%15.26%3.11%24.69%-18.52%12.12%

Returns By Period

In the year-to-date period, LYMS.DE achieves a -4.13% return, which is significantly higher than DBXD.DE's -5.70% return. Over the past 10 years, LYMS.DE has outperformed DBXD.DE with an annualized return of 18.72%, while DBXD.DE has yielded a comparatively lower 8.43% annualized return.

LYMS.DE

1D
0.08%
1M
-1.97%
YTD
-4.13%
6M
-1.87%
1Y
16.06%
3Y*
20.69%
5Y*
13.57%
10Y*
18.72%

DBXD.DE

1D
-0.76%
1M
-2.85%
YTD
-5.70%
6M
-5.39%
1Y
2.90%
3Y*
13.53%
5Y*
8.37%
10Y*
8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi Nasdaq-100 II UCITS ETF Acc

Xtrackers DAX UCITS ETF 1C

Often compared with LYMS.DE:
LYMS.DE vs. XNAS.DELYMS.DE vs. QQQLYMS.DE vs. EXV1.DELYMS.DE vs. EQQQ.DELYMS.DE vs. QQQMLYMS.DE vs. ^NDXLYMS.DE vs. QDVE.DE
Often compared with DBXD.DE:
DBXD.DE vs. XDAX.LDBXD.DE vs. 8PSG.DEDBXD.DE vs. SXR8.DEDBXD.DE vs. CSSX5E.MIDBXD.DE vs. MWOE.DEDBXD.DE vs. XZEU.DEDBXD.DE vs. XESC.DE

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

LYMS.DE has a 0.22% expense ratio, which is higher than DBXD.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
DBXD.DE
Xtrackers DAX UCITS ETF 1C

Return for Risk

LYMS.DE vs. DBXD.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: 5050
Overall Rank
LYMS.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 3838
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6060
Martin Ratio Rank
DBXD.DE
DBXD.DE Risk / Return Rank: 1717
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1515
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 2121
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.

LYMS.DE vs. DBXD.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 Xtrackers DAX UCITS ETF 1C (DBXD.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.DEDBXD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.16

+0.61

Sortino ratio

Return per unit of downside risk

1.18

0.34

+0.84

Omega ratio

Gain probability vs. loss probability

1.16

1.04

+0.12

Calmar ratio

Return relative to maximum drawdown

2.34

0.50

+1.84

Martin ratio

Return relative to average drawdown

7.01

1.74

+5.28

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. DBXD.DE - Sharpe Ratio Comparison

The current LYMS.DE Sharpe Ratio is 0.77, which is higher than the DBXD.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of LYMS.DE and DBXD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

LYMS.DEDBXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.16

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.49

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.46

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.30

+0.42

Correlation

The correlation between LYMS.DE and DBXD.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LYMS.DE vs. DBXD.DE - Dividend Comparison

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

TTM20252024202320222021202020192018201720162015
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%
DBXD.DE
Xtrackers DAX UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LYMS.DE vs. DBXD.DE - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, smaller than the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and DBXD.DE.

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Drawdown Indicators

LYMS.DEDBXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.00%

-54.98%

+4.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-12.28%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-31.12%

-26.70%

-4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-31.12%

-38.83%

+7.71%

Current Drawdown

Current decline from peak

-7.48%

-9.03%

+1.55%

Average Drawdown

Average peak-to-trough decline

-8.85%

-11.40%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.52%

-0.18%

Volatility

LYMS.DE vs. DBXD.DE - Volatility Comparison

The current volatility for Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) is 4.76%, while Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a volatility of 6.67%. This indicates that LYMS.DE experiences smaller price fluctuations and is considered to be less risky than DBXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LYMS.DEDBXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

6.67%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

11.36%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

20.73%

17.61%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

16.92%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.69%

18.30%

+1.39%