LYMZ.DE vs. AUM5.DE
Compare and contrast key facts about Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE).
LYMZ.DE and AUM5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYMZ.DE is a passively managed fund by Amundi that tracks the performance of the EURO STOXX 50 Daily Leverage Index. It was launched on Jun 29, 2007. AUM5.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 Index. It was launched on Mar 22, 2018. Both LYMZ.DE and AUM5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LYMZ.DE vs. AUM5.DE - Performance Comparison
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LYMZ.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYMZ.DE Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF | -4.45% | 39.84% | 15.21% | 41.48% | -21.87% | 49.32% | -15.91% | 64.99% | -24.78% | 18.73% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | -2.80% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Returns By Period
In the year-to-date period, LYMZ.DE achieves a -4.45% return, which is significantly lower than AUM5.DE's -2.80% return. Over the past 10 years, LYMZ.DE has outperformed AUM5.DE with an annualized return of 14.74%, while AUM5.DE has yielded a comparatively lower 13.82% annualized return.
LYMZ.DE
- 1D
- -1.31%
- 1M
- -3.05%
- YTD
- -4.45%
- 6M
- 0.12%
- 1Y
- 14.41%
- 3Y*
- 19.64%
- 5Y*
- 15.73%
- 10Y*
- 14.74%
AUM5.DE
- 1D
- 0.22%
- 1M
- -2.54%
- YTD
- -2.80%
- 6M
- -0.11%
- 1Y
- 10.46%
- 3Y*
- 16.10%
- 5Y*
- 12.27%
- 10Y*
- 13.82%
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LYMZ.DE vs. AUM5.DE - Expense Ratio Comparison
LYMZ.DE has a 0.40% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Return for Risk
LYMZ.DE vs. AUM5.DE — Risk / Return Rank
LYMZ.DE
AUM5.DE
LYMZ.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| LYMZ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.60 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.92 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.14 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.36 | -1.26 |
Martin ratioReturn relative to average drawdown | 3.88 | 8.04 | -4.16 |
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
| LYMZ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.60 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.80 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.85 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.91 | -0.83 |
Correlation
The correlation between LYMZ.DE and AUM5.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LYMZ.DE vs. AUM5.DE - Dividend Comparison
Neither LYMZ.DE nor AUM5.DE has paid dividends to shareholders.
Drawdowns
LYMZ.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYMZ.DE drawdown since its inception was -84.31%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LYMZ.DE and AUM5.DE.
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Drawdown Indicators
| LYMZ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.31% | -33.66% | -50.65% |
Max Drawdown (1Y)Largest decline over 1 year | -21.17% | -8.45% | -12.72% |
Max Drawdown (5Y)Largest decline over 5 years | -44.28% | -23.30% | -20.98% |
Max Drawdown (10Y)Largest decline over 10 years | -63.87% | -33.66% | -30.21% |
Current DrawdownCurrent decline from peak | -15.46% | -5.00% | -10.46% |
Average DrawdownAverage peak-to-trough decline | -40.46% | -4.03% | -36.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 2.10% | +3.91% |
Volatility
LYMZ.DE vs. AUM5.DE - Volatility Comparison
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) has a higher volatility of 12.54% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.69%. This indicates that LYMZ.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYMZ.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.54% | 3.69% | +8.85% |
Volatility (6M)Calculated over the trailing 6-month period | 21.86% | 8.72% | +13.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.76% | 17.27% | +17.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.48% | 15.22% | +19.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.21% | 16.12% | +20.09% |