LYMS.DE vs. FTGQ.DE
LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) and FTGQ.DE (First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation) are both Nasdaq-100 funds. LYMS.DE is passively managed, while FTGQ.DE is actively managed. Over the past year, LYMS.DE returned 37.20% vs 16.10% for FTGQ.DE. A 0.76 correlation means they provide meaningful diversification when combined. LYMS.DE charges 0.22%/yr vs 0.90%/yr for FTGQ.DE.
Performance
LYMS.DE vs. FTGQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYMS.DE achieves a 20.63% return, which is significantly higher than FTGQ.DE's 7.60% return.
LYMS.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.72%
- 1Y
- 37.20%
- 3Y*
- 24.71%
- 5Y*
- 18.88%
- 10Y*
- 21.41%
FTGQ.DE
- 1D
- -0.17%
- 1M
- 2.82%
- YTD
- 7.60%
- 6M
- 7.43%
- 1Y
- 16.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LYMS.DE vs. FTGQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | -0.94% |
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 7.60% | 1.05% | -3.86% |
Correlation
The correlation between LYMS.DE and FTGQ.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.76 |
The correlation between LYMS.DE and FTGQ.DE has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
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. FTGQ.DE — Risk / Return Rank
LYMS.DE
FTGQ.DE
LYMS.DE vs. FTGQ.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 First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.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.DE | FTGQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 4.23 | -0.46 |
| Martin ratioReturn relative to average drawdown | 11.23 | 11.47 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LYMS.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.86 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.25 | +0.52 |
Drawdowns
LYMS.DE vs. FTGQ.DE - Drawdown Comparison
The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than FTGQ.DE's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and FTGQ.DE.
Loading charts...
Drawdown Indicators
| LYMS.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.00% | -19.13% | -30.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -3.80% | -6.22% |
Max Drawdown (3Y)Largest decline over 3 years | -26.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.12% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -0.17% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -5.88% | -2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 1.41% | +1.96% |
Volatility
LYMS.DE vs. FTGQ.DE - Volatility Comparison
Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a higher volatility of 4.37% compared to First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) at 1.30%. This indicates that LYMS.DE's price experiences larger fluctuations and is considered to be riskier than FTGQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYMS.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 1.30% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 5.09% | +5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 8.64% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.91% | 12.69% | +7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 12.69% | +6.99% |
LYMS.DE vs. FTGQ.DE - Expense Ratio Comparison
LYMS.DE has a 0.22% expense ratio, which is lower than FTGQ.DE's 0.90% expense ratio.
Dividends
LYMS.DE vs. FTGQ.DE - Dividend Comparison
Neither LYMS.DE nor FTGQ.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 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 FTGQ.DE have a correlation of 0.79, 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 0.90% for FTGQ.DE.
They also come from different issuers: Amundi and First Trust. Their fees differ too: 0.22% for LYMS.DE and 0.90% for FTGQ.DE.
Find the right allocation for LYMS.DE and FTGQ.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