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

Performance

LYMS.DE vs. KLMT.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 Global Aggregate Green Bond UCITS ETF Acc (KLMT.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 20.63% return, which is significantly higher than KLMT.DE's 0.36% 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%

KLMT.DE

1D
0.05%
1M
0.20%
YTD
0.36%
6M
0.22%
1Y
1.04%
3Y*
2.73%
5Y*
-1.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
20.63%7.15%33.72%51.52%-29.87%39.59%24.88%
KLMT.DE
Amundi Global Aggregate Green Bond UCITS ETF Acc
0.36%-0.22%3.21%6.84%-18.17%-1.90%0.72%

Correlation

The correlation between LYMS.DE and KLMT.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.16

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

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2020

0.13

The correlation between LYMS.DE and KLMT.DE shifts across timeframes, from 0.13 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LYMS.DE vs. KLMT.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: 7171
Overall Rank
LYMS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6363
Martin Ratio Rank

KLMT.DE
KLMT.DE Risk / Return Rank: 1111
Overall Rank
KLMT.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KLMT.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
KLMT.DE Omega Ratio Rank: 1010
Omega Ratio Rank
KLMT.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
KLMT.DE Martin Ratio Rank: 1212
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. KLMT.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 Global Aggregate Green Bond UCITS ETF Acc (KLMT.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.DEKLMT.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.23

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.42

1.03

+0.39

Calmar ratioReturn relative to maximum drawdown

3.77

0.21

+3.56

Martin ratioReturn relative to average drawdown

11.23

0.56

+10.67

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

The current LYMS.DE Sharpe Ratio is 2.40, which is higher than the KLMT.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of LYMS.DE and KLMT.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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Sharpe Ratios by Period


LYMS.DEKLMT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.17

+2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

-0.29

+1.23

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

-0.26

+1.03

Drawdowns

LYMS.DE vs. KLMT.DE - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than KLMT.DE's maximum drawdown of -21.03%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and KLMT.DE.


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Drawdown Indicators


LYMS.DEKLMT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.00%

-21.03%

-28.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-3.19%

-6.83%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-3.58%

-23.16%

Max Drawdown (5Y)

Largest decline over 5 years

-31.12%

-20.36%

-10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-31.12%

Current Drawdown

Current decline from peak

-0.86%

-12.12%

+11.26%

Average Drawdown

Average peak-to-trough decline

-8.78%

-10.86%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

1.17%

+2.20%

Volatility

LYMS.DE vs. KLMT.DE - Volatility Comparison

Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a higher volatility of 4.37% compared to Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) at 1.45%. This indicates that LYMS.DE's price experiences larger fluctuations and is considered to be riskier than KLMT.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.DEKLMT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

1.45%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

3.19%

+7.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

3.89%

+11.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

5.81%

+14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

6.73%

+12.95%

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

LYMS.DE has a 0.22% expense ratio, which is lower than KLMT.DE's 0.25% 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. KLMT.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
KLMT.DE
Amundi Global Aggregate Green Bond 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


LYMS.DE and KLMT.DE have a correlation of 0.27, 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 0.25% for KLMT.DE.

LYMS.DE is categorized as Nasdaq-100, while KLMT.DE is Global Corporate Bonds. LYMS.DE tracks Nasdaq 100®, while KLMT.DE tracks Solactive Green Bond. Their fees differ too: 0.22% for LYMS.DE and 0.25% for KLMT.DE.

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