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LYMS.DE vs. XNDX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LYMS.DE vs. XNDX.DE

Last updated Jun 5, 2026

LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) and XNDX.DE (Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD) are both Nasdaq-100 funds - LYMS.DE tracks the Nasdaq 100® while XNDX.DE tracks the Nasdaq 100 Index. Both are passively managed. Their correlation of 0.90 suggests significant overlap in exposure. LYMS.DE charges 0.22%/yr vs 0.18%/yr for XNDX.DE.

Performance

LYMS.DE vs. XNDX.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 Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LYMS.DE having a 20.63% return and XNDX.DE slightly higher at 20.67%.

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%

XNDX.DE

1D
-0.82%
1M
8.01%
YTD
20.67%
6M
18.86%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc		20.63%11.38%
XNDX.DE
Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD		20.67%-4.86%

Correlation

The correlation between LYMS.DE and XNDX.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.90

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Amundi Nasdaq-100 II UCITS ETF Acc

Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD

Often compared with LYMS.DE:
LYMS.DE vs. XNAS.DELYMS.DE vs. QQQLYMS.DE vs. EXV1.DELYMS.DE vs. QQQMLYMS.DE vs. DBXD.DELYMS.DE vs. EQQQ.DELYMS.DE vs. QDVE.DE
Often compared with XNDX.DE:
XNDX.DE vs. ANAU.DEXNDX.DE vs. MWOT.DEXNDX.DE vs. NADQ.DEXNDX.DE vs. MWOW.DEXNDX.DE vs. NQSE.DEXNDX.DE vs. EXXT.DEXNDX.DE vs. EQQB.DE

Return for Risk

LYMS.DE vs. XNDX.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: 7171
Overall Rank
LYMS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6363
Martin Ratio Rank
XNDX.DE
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. XNDX.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 Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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.DEXNDX.DEDifference
Sharpe ratioReturn per unit of total volatility
2.40

—

—

Sortino ratioReturn per unit of downside risk
3.19

—

—

Omega ratioGain probability vs. loss probability

1.42

—

—

Calmar ratioReturn relative to maximum drawdown

3.77

—

—

Martin ratioReturn relative to average drawdown

11.23

—

—

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. XNDX.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

LYMS.DEXNDX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

—

—

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

0.53

+0.24

Drawdowns

LYMS.DE vs. XNDX.DE - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than XNDX.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and XNDX.DE.

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Drawdown Indicators

LYMS.DEXNDX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.00%

-20.11%

-29.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-31.12%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-31.12%

—

—

Current Drawdown

Current decline from peak

-0.86%

-0.82%

-0.04%

Average Drawdown

Average peak-to-trough decline

-8.78%

-10.66%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

—

—

Volatility

LYMS.DE vs. XNDX.DE - Volatility Comparison

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Volatility by Period

LYMS.DEXNDX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

31.84%

-16.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

31.84%

-11.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

31.84%

-12.16%

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

LYMS.DE has a 0.22% expense ratio, which is higher than XNDX.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. XNDX.DE - Dividend Comparison

LYMS.DE has not paid dividends to shareholders, while XNDX.DE's dividend yield for the trailing twelve months is around 0.09%.

PositionTTM20252024202320222021202020192018201720162015
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%
XNDX.DE
Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD		0.09%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 0.90, LYMS.DE and XNDX.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, XNDX.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNDX.DE is cheaper with a 0.18% expense ratio, compared with 0.22% for LYMS.DE.

LYMS.DE tracks Nasdaq 100®, while XNDX.DE tracks Nasdaq 100 Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.22% for LYMS.DE and 0.18% for XNDX.DE.

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