LYMS.DE vs. NADQ.DE
LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) and NADQ.DE (Amundi Nasdaq-100 II UCITS ETF Dist) are both Nasdaq-100 funds from Amundi tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, LYMS.DE returned 21.41%/yr vs 21.45%/yr for NADQ.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.22% expense ratio.
Performance
LYMS.DE vs. NADQ.DE - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with LYMS.DE at 20.63% and NADQ.DE at 20.63%. Both investments have delivered pretty close results over the past 10 years, with LYMS.DE having a 21.41% annualized return and NADQ.DE not far ahead at 21.45%.
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%
NADQ.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.75%
- 1Y
- 37.21%
- 3Y*
- 24.74%
- 5Y*
- 18.92%
- 10Y*
- 21.45%
LYMS.DE vs. NADQ.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% |
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 20.63% | 7.04% | 34.07% | 51.46% | -29.91% | 39.75% | 34.72% | 43.03% | 3.29% | 15.73% |
Correlation
The correlation between LYMS.DE and NADQ.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2008 | 0.94 |
The correlation between LYMS.DE and NADQ.DE has been stable across timeframes, ranging from 0.94 to 1.00 - a consistent structural relationship.
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Return for Risk
LYMS.DE vs. NADQ.DE — Risk / Return Rank
LYMS.DE
NADQ.DE
LYMS.DE vs. NADQ.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 Nasdaq-100 II UCITS ETF Dist (NADQ.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 | NADQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.79 | -0.03 |
| Martin ratioReturn relative to average drawdown | 11.23 | 11.32 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYMS.DE | NADQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.40 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.94 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 1.11 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.97 | -0.20 |
Drawdowns
LYMS.DE vs. NADQ.DE - Drawdown Comparison
The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than NADQ.DE's maximum drawdown of -33.44%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and NADQ.DE.
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Drawdown Indicators
| LYMS.DE | NADQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.00% | -33.44% | -16.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -9.97% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -26.74% | -26.70% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -31.12% | -31.16% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -31.12% | -31.16% | +0.04% |
Current DrawdownCurrent decline from peak | -0.86% | -0.86% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -5.93% | -2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.35% | +0.02% |
Volatility
LYMS.DE vs. NADQ.DE - Volatility Comparison
Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) and Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) have volatilities of 4.37% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYMS.DE | NADQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 4.26% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 10.95% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 15.74% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.91% | 19.84% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 19.54% | +0.14% |
LYMS.DE vs. NADQ.DE - Expense Ratio Comparison
Both LYMS.DE and NADQ.DE have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LYMS.DE vs. NADQ.DE - Dividend Comparison
LYMS.DE has not paid dividends to shareholders, while NADQ.DE's dividend yield for the trailing twelve months is around 0.33%.
| 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% |
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 0.33% | 0.40% | 0.55% | 0.40% | 0.79% | 0.51% | 0.40% | 0.54% | 0.63% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, LYMS.DE and NADQ.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.
Both ETFs have the same 0.22% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LYMS.DE and NADQ.DE have the same expense ratio: 0.22% per year.
Both ETFs track Nasdaq 100®.
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