LYMS.DE vs. LYPG.DE
LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) and LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) are both exchange-traded funds - LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while LYPG.DE is a Technology Equities fund tracking the MSCI World Information Technology. Both are passively managed. Over the past 10 years, LYMS.DE returned 21.41%/yr vs 23.74%/yr for LYPG.DE. Their correlation of 0.93 suggests significant overlap in exposure. LYMS.DE charges 0.22%/yr vs 0.30%/yr for LYPG.DE.
Performance
LYMS.DE vs. LYPG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYMS.DE achieves a 20.63% return, which is significantly lower than LYPG.DE's 25.00% return. Over the past 10 years, LYMS.DE has underperformed LYPG.DE with an annualized return of 21.41%, while LYPG.DE has yielded a comparatively higher 23.74% 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%
LYPG.DE
- 1D
- -2.08%
- 1M
- 12.62%
- YTD
- 25.00%
- 6M
- 23.20%
- 1Y
- 47.39%
- 3Y*
- 28.91%
- 5Y*
- 22.18%
- 10Y*
- 23.74%
LYMS.DE vs. LYPG.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% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 25.00% | 9.20% | 41.03% | 49.19% | -28.32% | 41.72% | 30.66% | 51.20% | 0.61% | 20.65% |
Correlation
The correlation between LYMS.DE and LYPG.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.93 |
The correlation between LYMS.DE and LYPG.DE has been stable across timeframes, ranging from 0.93 to 0.96 - 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. LYPG.DE — Risk / Return Rank
LYMS.DE
LYPG.DE
LYMS.DE vs. LYPG.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 MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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 | LYPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.09 | +0.68 |
| Martin ratioReturn relative to average drawdown | 11.23 | 8.18 | +3.06 |
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 | LYPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.35 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.97 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 1.10 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 1.02 | -0.25 |
Drawdowns
LYMS.DE vs. LYPG.DE - Drawdown Comparison
The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and LYPG.DE.
Loading charts...
Drawdown Indicators
| LYMS.DE | LYPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.00% | -31.83% | -18.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -15.58% | +5.56% |
Max Drawdown (3Y)Largest decline over 3 years | -26.74% | -29.64% | +2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -31.12% | -29.64% | -1.48% |
Max Drawdown (10Y)Largest decline over 10 years | -31.12% | -31.83% | +0.71% |
Current DrawdownCurrent decline from peak | -0.86% | -2.70% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -5.69% | -3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 5.91% | -2.54% |
Volatility
LYMS.DE vs. LYPG.DE - Volatility Comparison
The current volatility for Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) is 4.37%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.17%. This indicates that LYMS.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYMS.DE | LYPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 7.17% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 15.06% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 20.52% | -4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.91% | 22.56% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 21.45% | -1.77% |
LYMS.DE vs. LYPG.DE - Expense Ratio Comparison
LYMS.DE has a 0.22% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.
Dividends
LYMS.DE vs. LYPG.DE - Dividend Comparison
Neither LYMS.DE nor LYPG.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR 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% |
Frequently Asked Questions
With a correlation of 0.95, LYMS.DE and LYPG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 LYPG.DE.
LYMS.DE is categorized as Nasdaq-100, while LYPG.DE is Technology Equities. LYMS.DE tracks Nasdaq 100®, while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.22% for LYMS.DE and 0.30% for LYPG.DE.
Find the right allocation for LYMS.DE and LYPG.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