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

Performance

LYMS.DE vs. FRNE.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 EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.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 19.02% return, which is significantly higher than FRNE.DE's 1.17% return. Over the past 10 years, LYMS.DE has outperformed FRNE.DE with an annualized return of 21.77%, while FRNE.DE has yielded a comparatively lower 1.06% annualized return.


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%

FRNE.DE

1D
0.05%
1M
0.24%
YTD
1.17%
6M
1.15%
1Y
2.54%
3Y*
3.50%
5Y*
2.19%
10Y*
1.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
19.02%7.15%33.72%51.52%-29.87%39.57%34.60%42.83%3.23%15.86%
FRNE.DE
Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF
1.17%2.63%4.47%3.62%-0.49%-0.38%-0.11%0.89%-1.37%0.09%

Correlation

The correlation between LYMS.DE and FRNE.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

0.05

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

0.05

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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2014

0.06

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Return for Risk

LYMS.DE vs. FRNE.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: 7373
Overall Rank
LYMS.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6565
Martin Ratio Rank

FRNE.DE
FRNE.DE Risk / Return Rank: 9191
Overall Rank
FRNE.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FRNE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRNE.DE Omega Ratio Rank: 9090
Omega Ratio Rank
FRNE.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
FRNE.DE Martin Ratio Rank: 9797
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. FRNE.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 EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.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.DEFRNE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.37

1.50

-0.13

Calmar ratioReturn relative to maximum drawdown

3.50

9.76

-6.26

Martin ratioReturn relative to average drawdown

10.25

41.53

-31.28

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

The current LYMS.DE Sharpe Ratio is 2.12, which is comparable to the FRNE.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LYMS.DE and FRNE.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. FRNE.DE - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than FRNE.DE's maximum drawdown of -6.19%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and FRNE.DE.


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Drawdown Indicators


LYMS.DEFRNE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.00%

-6.19%

-43.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-0.26%

-9.76%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-0.50%

-26.24%

Max Drawdown (5Y)

Largest decline over 5 years

-31.11%

-1.43%

-29.68%

Max Drawdown (10Y)

Largest decline over 10 years

-31.11%

-6.19%

-24.92%

Current Drawdown

Current decline from peak

-2.69%

0.00%

-2.69%

Average Drawdown

Average peak-to-trough decline

-8.68%

-0.52%

-8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

0.06%

+3.37%

Volatility

LYMS.DE vs. FRNE.DE - Volatility Comparison

Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a higher volatility of 6.01% compared to Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF (FRNE.DE) at 0.20%. This indicates that LYMS.DE's price experiences larger fluctuations and is considered to be riskier than FRNE.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.DEFRNE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

0.20%

+5.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

0.92%

+11.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

1.09%

+15.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

1.15%

+18.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

1.44%

+18.30%

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

LYMS.DE has a 0.22% expense ratio, which is higher than FRNE.DE's 0.18% 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%.


Dividends

LYMS.DE vs. FRNE.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
FRNE.DE
Amundi EUR Floating Rate Corporate Bond ESG UCITS ETF
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 FRNE.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, FRNE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRNE.DE is cheaper with a 0.18% expense ratio, compared with 0.22% for LYMS.DE.

LYMS.DE is categorized as Nasdaq-100, while FRNE.DE is Corporate Bonds. LYMS.DE tracks Nasdaq 100®, while FRNE.DE tracks iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index. Their fees differ too: 0.22% for LYMS.DE and 0.18% for FRNE.DE.

Portfolio Optimizer

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