LYMS.DE vs. WELN.DE
LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) and WELN.DE (Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc) are both exchange-traded funds - LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while WELN.DE is a Energy Equities fund tracking the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Energy. Both are passively managed. Over the past 3 years, LYMS.DE returned 24.71%/yr vs 14.42%/yr for WELN.DE. At a 0.16 correlation, their price movements are largely independent. LYMS.DE charges 0.22%/yr vs 0.18%/yr for WELN.DE.
Performance
LYMS.DE vs. WELN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYMS.DE achieves a 20.63% return, which is significantly lower than WELN.DE's 33.78% 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%
WELN.DE
- 1D
- -0.46%
- 1M
- 2.90%
- YTD
- 33.78%
- 6M
- 30.26%
- 1Y
- 43.28%
- 3Y*
- 14.42%
- 5Y*
- —
- 10Y*
- —
LYMS.DE vs. WELN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | 33.72% | 51.52% | -9.07% |
WELN.DE Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc | 33.78% | -1.37% | 8.67% | -0.46% | 6.24% |
Correlation
The correlation between LYMS.DE and WELN.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 | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.16 |
The correlation between LYMS.DE and WELN.DE shifts across timeframes, from -0.05 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYMS.DE vs. WELN.DE — Risk / Return Rank
LYMS.DE
WELN.DE
LYMS.DE vs. WELN.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 S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.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 | WELN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.44 | +0.33 |
| Martin ratioReturn relative to average drawdown | 11.23 | 11.82 | -0.59 |
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 | WELN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.17 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | — | — |
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 | 0.60 | +0.17 |
Drawdowns
LYMS.DE vs. WELN.DE - Drawdown Comparison
The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than WELN.DE's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and WELN.DE.
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Drawdown Indicators
| LYMS.DE | WELN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.00% | -23.29% | -26.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -12.35% | +2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -26.74% | -23.29% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -31.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.12% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -4.95% | +4.09% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -7.87% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.60% | -0.23% |
Volatility
LYMS.DE vs. WELN.DE - Volatility Comparison
The current volatility for Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) is 4.37%, while Amundi S&P Global Energy Carbon Reduced UCITS ETF EUR Acc (WELN.DE) has a volatility of 6.50%. This indicates that LYMS.DE experiences smaller price fluctuations and is considered to be less risky than WELN.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.DE | WELN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 6.50% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 16.38% | -5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 19.61% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.91% | 19.90% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 19.90% | -0.22% |
LYMS.DE vs. WELN.DE - Expense Ratio Comparison
LYMS.DE has a 0.22% expense ratio, which is higher than WELN.DE's 0.18% expense ratio. However, 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. WELN.DE - Dividend Comparison
Neither LYMS.DE nor WELN.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% |
WELN.DE Amundi S&P Global Energy Carbon Reduced 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
LYMS.DE and WELN.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, WELN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELN.DE is cheaper with a 0.18% expense ratio, compared with 0.22% for LYMS.DE.
LYMS.DE is categorized as Nasdaq-100, while WELN.DE is Energy Equities. LYMS.DE tracks Nasdaq 100®, while WELN.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Energy. Their fees differ too: 0.22% for LYMS.DE and 0.18% for WELN.DE.
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