LYMS.DE vs. LUTL.DE
LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) and LUTL.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Dist) are both exchange-traded funds - LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while LUTL.DE is a Utilities Equities fund tracking the STOXX® Europe 600 Utilities. Both are passively managed. Over the past 10 years, LYMS.DE returned 21.41%/yr vs 10.19%/yr for LUTL.DE. At a 0.36 correlation, their price movements are largely independent. LYMS.DE charges 0.22%/yr vs 0.30%/yr for LUTL.DE.
Performance
LYMS.DE vs. LUTL.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 LUTL.DE's 12.51% return. Over the past 10 years, LYMS.DE has outperformed LUTL.DE with an annualized return of 21.41%, while LUTL.DE has yielded a comparatively lower 10.19% annualized 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%
LUTL.DE
- 1D
- -0.22%
- 1M
- -3.24%
- YTD
- 12.51%
- 6M
- 14.48%
- 1Y
- 25.90%
- 3Y*
- 15.07%
- 5Y*
- 10.91%
- 10Y*
- 10.19%
LYMS.DE vs. LUTL.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% | 15.91% |
LUTL.DE Lyxor STOXX Europe 600 Utilities UCITS ETF Dist | 12.51% | 33.57% | 1.46% | 9.30% | -7.79% | 8.97% | 11.03% | 31.22% | 1.42% | 9.63% |
Correlation
The correlation between LYMS.DE and LUTL.DE is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2008 | 0.36 |
Over the past year, the correlation between LYMS.DE and LUTL.DE has dropped to 0.05 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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. LUTL.DE — Risk / Return Rank
LYMS.DE
LUTL.DE
LYMS.DE vs. LUTL.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 STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.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 | LUTL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.32 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.57 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.23 | 9.96 | +1.27 |
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 | LUTL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.75 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.67 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.60 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.30 | +0.47 |
Drawdowns
LYMS.DE vs. LUTL.DE - Drawdown Comparison
The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than LUTL.DE's maximum drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and LUTL.DE.
Loading charts...
Drawdown Indicators
| LYMS.DE | LUTL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.00% | -36.55% | -13.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -7.29% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -26.74% | -13.84% | -12.90% |
Max Drawdown (5Y)Largest decline over 5 years | -31.12% | -22.70% | -8.42% |
Max Drawdown (10Y)Largest decline over 10 years | -31.12% | -33.03% | +1.91% |
Current DrawdownCurrent decline from peak | -0.86% | -5.26% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -9.76% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.62% | +0.75% |
Volatility
LYMS.DE vs. LUTL.DE - Volatility Comparison
The current volatility for Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) is 4.37%, while Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) has a volatility of 5.83%. This indicates that LYMS.DE experiences smaller price fluctuations and is considered to be less risky than LUTL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYMS.DE | LUTL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.83% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 12.85% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 14.86% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.91% | 16.19% | +3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 17.13% | +2.55% |
LYMS.DE vs. LUTL.DE - Expense Ratio Comparison
LYMS.DE has a 0.22% expense ratio, which is lower than LUTL.DE's 0.30% expense ratio.
Dividends
LYMS.DE vs. LUTL.DE - Dividend Comparison
LYMS.DE has not paid dividends to shareholders, while LUTL.DE's dividend yield for the trailing twelve months is around 3.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUTL.DE Lyxor STOXX Europe 600 Utilities UCITS ETF Dist | 3.42% | 3.85% | 5.40% | 0.00% | 4.30% | 3.61% | 3.16% | 3.63% | 4.15% | 0.52% | 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 LUTL.DE have a correlation of 0.05, 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 0.30% for LUTL.DE.
LYMS.DE is categorized as Nasdaq-100, while LUTL.DE is Utilities Equities. LYMS.DE tracks Nasdaq 100®, while LUTL.DE tracks STOXX® Europe 600 Utilities. Their fees differ too: 0.22% for LYMS.DE and 0.30% for LUTL.DE.
Find the right allocation for LYMS.DE and LUTL.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