LYMS.DE vs. LGWS.DE

Last updated Jun 5, 2026

LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) and LGWS.DE (Lyxor MSCI EMU Value UCITS ETF Dist) are both exchange-traded funds - LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while LGWS.DE is a Europe Equities fund tracking the MSCI EMU Value. Both are passively managed. Over the past 5 years, LYMS.DE returned 18.88%/yr vs 12.16%/yr for LGWS.DE. At a 0.45 correlation, their price movements are largely independent. LYMS.DE charges 0.22%/yr vs 0.40%/yr for LGWS.DE.

Performance

LYMS.DE vs. LGWS.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 Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYMS.DE achieves a 20.63% return, which is significantly higher than LGWS.DE's 7.09% 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%

LGWS.DE

• 1D: 0.43%
• 1M: 0.69%
• YTD: 7.09%
• 6M: 10.67%
• 1Y: 20.91%
• 3Y*: 18.49%
• 5Y*: 12.16%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	20.63%	7.15%	33.72%	51.52%	-29.87%	39.59%	34.60%	42.84%	3.18%	9.35%
LGWS.DE Lyxor MSCI EMU Value UCITS ETF Dist	7.09%	37.06%	9.12%	14.07%	-5.04%	19.93%	-7.89%	19.62%	-14.49%	2.66%

Correlation

The correlation between LYMS.DE and LGWS.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (All Time) Calculated using the full available price history since Sep 11, 2017	0.45

The correlation between LYMS.DE and LGWS.DE shifts across timeframes, from 0.30 (3 years) to 0.45 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LYMS.DE vs. LGWS.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: 71
LYMS.DE Sharpe Ratio Rank: 75
LYMS.DE Sortino Ratio Rank: 71
LYMS.DE Omega Ratio Rank: 72
LYMS.DE Calmar Ratio Rank: 75
LYMS.DE Martin Ratio Rank: 63

LGWS.DE

LGWS.DE Risk / Return Rank: 48
LGWS.DE Sharpe Ratio Rank: 48
LGWS.DE Sortino Ratio Rank: 47
LGWS.DE Omega Ratio Rank: 47
LGWS.DE Calmar Ratio Rank: 49
LGWS.DE Martin Ratio Rank: 50

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. LGWS.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 Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.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	LGWS.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.40	1.64	+0.76
Sortino ratio: Return per unit of downside risk	3.19	2.29	+0.90
Omega ratio: Gain probability vs. loss probability	1.42	1.30	+0.13
Calmar ratio: Return relative to maximum drawdown	3.77	2.41	+1.36
Martin ratio: Return relative to average drawdown	11.23	8.24	+3.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LYMS.DE Sharpe Ratio is 2.40, which is higher than the LGWS.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of LYMS.DE and LGWS.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.

Sharpe Ratios by Period

	LYMS.DE	LGWS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	1.64	+0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.77	+0.16
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	0.46	+0.31

Drawdowns

LYMS.DE vs. LGWS.DE - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than LGWS.DE's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and LGWS.DE.

Drawdown Indicators

	LYMS.DE	LGWS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-50.00%	-41.73%	-8.27%
Max Drawdown (1Y) Largest decline over 1 year	-10.02%	-8.88%	-1.14%
Max Drawdown (3Y) Largest decline over 3 years	-26.74%	-14.65%	-12.09%
Max Drawdown (5Y) Largest decline over 5 years	-31.12%	-22.84%	-8.28%
Max Drawdown (10Y) Largest decline over 10 years	-31.12%	—	—
Current Drawdown Current decline from peak	-0.86%	-1.49%	+0.63%
Average Drawdown Average peak-to-trough decline	-8.78%	-6.96%	-1.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	2.60%	+0.77%

Volatility

LYMS.DE vs. LGWS.DE - Volatility Comparison

Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a higher volatility of 4.37% compared to Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) at 3.59%. This indicates that LYMS.DE's price experiences larger fluctuations and is considered to be riskier than LGWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYMS.DE	LGWS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	3.59%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	10.99%	10.27%	+0.72%
Volatility (1Y) Calculated over the trailing 1-year period	15.73%	13.04%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.91%	15.55%	+4.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.68%	17.93%	+1.75%

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

LYMS.DE has a 0.22% expense ratio, which is lower than LGWS.DE's 0.40% expense ratio.

Dividends

LYMS.DE vs. LGWS.DE - Dividend Comparison

LYMS.DE has not paid dividends to shareholders, while LGWS.DE's dividend yield for the trailing twelve months is around 3.07%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LGWS.DE Lyxor MSCI EMU Value UCITS ETF Dist	3.07%	3.29%	4.24%	0.00%	4.69%	2.83%	2.72%	4.37%	4.77%	0.38%	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 LGWS.DE in my portfolio?

LYMS.DE and LGWS.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.40% for LGWS.DE.

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

LYMS.DE is categorized as Nasdaq-100, while LGWS.DE is Europe Equities. LYMS.DE tracks Nasdaq 100®, while LGWS.DE tracks MSCI EMU Value. Their fees differ too: 0.22% for LYMS.DE and 0.40% for LGWS.DE.