PortfoliosLab logoPortfoliosLab logo
LYMS.DE vs. EHF1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYMS.DE vs. EHF1.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 Europe High Dividend Factor UCITS ETF EUR (EHF1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LYMS.DE achieves a 18.84% return, which is significantly higher than EHF1.DE's 11.13% return. Over the past 10 years, LYMS.DE has outperformed EHF1.DE with an annualized return of 20.73%, while EHF1.DE has yielded a comparatively lower 9.17% annualized return.


LYMS.DE

1D
-0.68%
1M
-2.09%
6M
18.78%
YTD
18.84%
1Y
30.44%
3Y*
23.27%
5Y*
16.18%
10Y*
20.73%

EHF1.DE

1D
0.33%
1M
3.83%
6M
10.19%
YTD
11.13%
1Y
20.18%
3Y*
15.98%
5Y*
12.34%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMS.DE vs. EHF1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
18.84%7.15%33.72%51.52%-29.87%39.57%34.60%42.83%3.23%15.86%
EHF1.DE
Amundi MSCI Europe High Dividend Factor UCITS ETF EUR
11.13%19.17%9.83%14.12%1.04%18.25%-9.78%27.00%-5.56%4.73%

Correlation

The correlation between LYMS.DE and EHF1.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2009

0.50

Over the past year, the correlation between LYMS.DE and EHF1.DE has dropped to 0.04 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

LYMS.DE vs. EHF1.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: 6666
Overall Rank
LYMS.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 6464
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6161
Martin Ratio Rank

EHF1.DE
EHF1.DE Risk / Return Rank: 7373
Overall Rank
EHF1.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EHF1.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
EHF1.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EHF1.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
EHF1.DE Martin Ratio Rank: 6262
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. EHF1.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 Europe High Dividend Factor UCITS ETF EUR (EHF1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LYMS.DEEHF1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

3.02

3.22

-0.20

Martin ratioReturn relative to average drawdown

8.73

8.94

-0.21

LYMS.DE vs. EHF1.DE - Sharpe Ratio Comparison

The current LYMS.DE Sharpe Ratio is 1.77, which is comparable to the EHF1.DE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of LYMS.DE and EHF1.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.


Loading charts...

Drawdowns

LYMS.DE vs. EHF1.DE - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than EHF1.DE's maximum drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and EHF1.DE.


Loading charts...

Drawdown Indicators


LYMS.DEEHF1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.00%

-38.13%

-11.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-6.24%

-3.78%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-12.89%

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-31.11%

-15.64%

-15.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.11%

-38.13%

+7.02%

Current Drawdown

Current decline from peak

-2.84%

-0.16%

-2.68%

Average Drawdown

Average peak-to-trough decline

-8.69%

-4.93%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.25%

+1.23%

Volatility

LYMS.DE vs. EHF1.DE - Volatility Comparison

Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a higher volatility of 5.75% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.48%. This indicates that LYMS.DE's price experiences larger fluctuations and is considered to be riskier than EHF1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LYMS.DEEHF1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

3.48%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

8.51%

+3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

10.46%

+6.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.09%

12.29%

+7.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.76%

14.61%

+5.15%

LYMS.DE vs. EHF1.DE - Expense Ratio Comparison

LYMS.DE has a 0.22% expense ratio, which is lower than EHF1.DE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LYMS.DE vs. EHF1.DE - Dividend Comparison

Neither LYMS.DE nor EHF1.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EHF1.DE
Amundi MSCI Europe High Dividend Factor 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


LYMS.DE and EHF1.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.23% for EHF1.DE.

LYMS.DE is categorized as Nasdaq-100, while EHF1.DE is Europe Equities. LYMS.DE tracks Nasdaq 100®, while EHF1.DE tracks MSCI Europe High Dividend Yield. Their fees differ too: 0.22% for LYMS.DE and 0.23% for EHF1.DE.

Portfolio Optimizer

Find the right allocation for LYMS.DE and EHF1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer