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

Performance

LYMS.DE vs. EQEU.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 Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYMS.DE achieves a 15.39% return, which is significantly higher than EQEU.DE's 10.29% return.


LYMS.DE

1D
-2.21%
1M
-3.79%
6M
13.69%
YTD
15.39%
1Y
26.08%
3Y*
22.03%
5Y*
15.50%
10Y*
20.26%

EQEU.DE

1D
-2.27%
1M
-5.16%
6M
10.35%
YTD
10.29%
1Y
20.89%
3Y*
20.16%
5Y*
11.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
15.39%7.15%33.72%51.52%-29.87%39.57%34.60%42.83%3.23%4.23%
EQEU.DE
Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged
10.29%18.24%24.15%51.95%-36.56%27.85%45.20%34.82%-4.34%5.16%

Correlation

The correlation between LYMS.DE and EQEU.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2017

0.91

The correlation between LYMS.DE and EQEU.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

LYMS.DE vs. EQEU.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: 5858
Overall Rank
LYMS.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 5454
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 5555
Martin Ratio Rank

EQEU.DE
EQEU.DE Risk / Return Rank: 4242
Overall Rank
EQEU.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EQEU.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
EQEU.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EQEU.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
EQEU.DE Martin Ratio Rank: 4444
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. EQEU.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 Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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.DEEQEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratioReturn relative to maximum drawdown

2.59

1.73

+0.86

Martin ratioReturn relative to average drawdown

7.43

5.66

+1.77

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

The current LYMS.DE Sharpe Ratio is 1.53, which is comparable to the EQEU.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of LYMS.DE and EQEU.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.


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Drawdowns

LYMS.DE vs. EQEU.DE - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than EQEU.DE's maximum drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and EQEU.DE.


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Drawdown Indicators


LYMS.DEEQEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.00%

-37.97%

-12.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-12.02%

+2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-22.08%

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-31.11%

-37.97%

+6.86%

Max Drawdown (10Y)

Largest decline over 10 years

-31.11%

Current Drawdown

Current decline from peak

-5.66%

-6.95%

+1.29%

Average Drawdown

Average peak-to-trough decline

-8.69%

-7.91%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.68%

-0.18%

Volatility

LYMS.DE vs. EQEU.DE - Volatility Comparison

Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) have volatilities of 5.93% and 6.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYMS.DEEQEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

6.21%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

13.90%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.12%

17.56%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.11%

21.05%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

20.98%

-1.21%

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

LYMS.DE has a 0.22% expense ratio, which is lower than EQEU.DE's 0.35% expense ratio.


Dividends

LYMS.DE vs. EQEU.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
EQEU.DE
Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged
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


With a correlation of 0.91, LYMS.DE and EQEU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.35% for EQEU.DE.

LYMS.DE tracks Nasdaq 100®, while EQEU.DE tracks NASDAQ-100 Notional Net Total Return Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.22% for LYMS.DE and 0.35% for EQEU.DE.

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