LYMS.DE vs. EQQB.DE

Last updated Jun 26, 2026

LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both Nasdaq-100 funds tracking the Nasdaq 100®, from Amundi and Invesco respectively. Both are passively managed. Over the past 3 years, LYMS.DE returned 24.35%/yr vs 24.46%/yr for EQQB.DE. With a 0.99 correlation, they move nearly in lockstep. LYMS.DE charges 0.22%/yr vs 0.30%/yr for EQQB.DE.

Performance

LYMS.DE vs. EQQB.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 Acc (EQQB.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with LYMS.DE having a 19.02% return and EQQB.DE slightly higher at 19.81%.

LYMS.DE

• 1D: -0.78%
• 1M: 0.11%
• YTD: 19.02%
• 6M: 19.21%
• 1Y: 35.26%
• 3Y*: 24.35%
• 5Y*: 17.08%
• 10Y*: 21.77%

EQQB.DE

• 1D: 0.00%
• 1M: 0.86%
• YTD: 19.81%
• 6M: 19.97%
• 1Y: 36.14%
• 3Y*: 24.46%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	19.02%	7.15%	33.72%	51.52%	-19.34%
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc	19.81%	6.93%	33.67%	51.27%	-18.68%

Correlation

The correlation between LYMS.DE and EQQB.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022	0.99

The correlation between LYMS.DE and EQQB.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Return for Risk

LYMS.DE vs. EQQB.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: 73
LYMS.DE Sharpe Ratio Rank: 76
LYMS.DE Sortino Ratio Rank: 73
LYMS.DE Omega Ratio Rank: 72
LYMS.DE Calmar Ratio Rank: 77
LYMS.DE Martin Ratio Rank: 65

EQQB.DE

EQQB.DE Risk / Return Rank: 75
EQQB.DE Sharpe Ratio Rank: 78
EQQB.DE Sortino Ratio Rank: 75
EQQB.DE Omega Ratio Rank: 75
EQQB.DE Calmar Ratio Rank: 79
EQQB.DE Martin Ratio Rank: 67

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. EQQB.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 Acc (EQQB.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.DE	EQQB.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.17	-0.05
Sortino ratio: Return per unit of downside risk	2.86	2.91	-0.06
Omega ratio: Gain probability vs. loss probability	1.37	1.38	-0.01
Calmar ratio: Return relative to maximum drawdown	3.50	3.60	-0.10
Martin ratio: Return relative to average drawdown	10.25	10.54	-0.29

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

The current LYMS.DE Sharpe Ratio is 2.12, which is comparable to the EQQB.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of LYMS.DE and EQQB.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.

Drawdowns

LYMS.DE vs. EQQB.DE - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than EQQB.DE's maximum drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and EQQB.DE.

Drawdown Indicators

	LYMS.DE	EQQB.DE	Difference
Max Drawdown Largest peak-to-trough decline	-50.00%	-26.59%	-23.41%
Max Drawdown (1Y) Largest decline over 1 year	-10.02%	-10.08%	+0.06%
Max Drawdown (3Y) Largest decline over 3 years	-26.74%	-26.59%	-0.15%
Max Drawdown (5Y) Largest decline over 5 years	-31.11%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.11%	—	—
Current Drawdown Current decline from peak	-2.69%	-1.91%	-0.78%
Average Drawdown Average peak-to-trough decline	-8.68%	-6.71%	-1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	3.44%	-0.01%

Volatility

LYMS.DE vs. EQQB.DE - Volatility Comparison

Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) have volatilities of 6.01% and 5.92%, 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.

Volatility by Period

	LYMS.DE	EQQB.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.01%	5.92%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	12.01%	12.01%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	16.56%	16.70%	-0.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.02%	20.05%	-0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.74%	20.05%	-0.31%

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

LYMS.DE has a 0.22% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.

Dividends

LYMS.DE vs. EQQB.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc	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 EQQB.DE in my portfolio?

With a correlation of 0.98, LYMS.DE and EQQB.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.

Which ETF is better, LYMS.DE or EQQB.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 EQQB.DE?

LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for EQQB.DE.

What is the main difference between LYMS.DE and EQQB.DE?

Both ETFs track Nasdaq 100®. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.22% for LYMS.DE and 0.30% for EQQB.DE.