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LYMZ.DE vs. LYY7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYMZ.DE vs. LYY7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) and Amundi Dax III UCITS ETF Acc (LYY7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYMZ.DE achieves a 11.52% return, which is significantly higher than LYY7.DE's 1.32% return. Over the past 10 years, LYMZ.DE has outperformed LYY7.DE with an annualized return of 15.82%, while LYY7.DE has yielded a comparatively lower 8.86% annualized return.


LYMZ.DE

1D
1.36%
1M
3.24%
YTD
11.52%
6M
14.06%
1Y
26.14%
3Y*
25.17%
5Y*
17.14%
10Y*
15.82%

LYY7.DE

1D
0.49%
1M
-0.07%
YTD
1.32%
6M
3.35%
1Y
1.98%
3Y*
15.46%
5Y*
9.09%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMZ.DE vs. LYY7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYMZ.DE
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF
11.52%39.84%15.21%41.48%-21.87%49.32%-15.91%64.99%-24.78%18.73%
LYY7.DE
Amundi Dax III UCITS ETF Acc
1.32%22.58%18.16%19.56%-12.88%15.21%3.01%24.70%-18.55%12.11%

Correlation

The correlation between LYMZ.DE and LYY7.DE is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.92

The correlation between LYMZ.DE and LYY7.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

LYMZ.DE vs. LYY7.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYMZ.DE
LYMZ.DE Risk / Return Rank: 2626
Overall Rank
LYMZ.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LYMZ.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
LYMZ.DE Omega Ratio Rank: 2525
Omega Ratio Rank
LYMZ.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
LYMZ.DE Martin Ratio Rank: 2828
Martin Ratio Rank

LYY7.DE
LYY7.DE Risk / Return Rank: 1111
Overall Rank
LYY7.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LYY7.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
LYY7.DE Omega Ratio Rank: 1111
Omega Ratio Rank
LYY7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LYY7.DE Martin Ratio Rank: 1212
Martin Ratio Rank
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.

LYMZ.DE vs. LYY7.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 Dax III UCITS ETF Acc (LYY7.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.DELYY7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.16

1.04

+0.13

Calmar ratioReturn relative to maximum drawdown

1.24

0.18

+1.06

Martin ratioReturn relative to average drawdown

3.96

0.56

+3.41

LYMZ.DE vs. LYY7.DE - Sharpe Ratio Comparison

The current LYMZ.DE Sharpe Ratio is 0.82, which is higher than the LYY7.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of LYMZ.DE and LYY7.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LYMZ.DELYY7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.14

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.52

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.48

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.35

-0.25

Drawdowns

LYMZ.DE vs. LYY7.DE - Drawdown Comparison

The maximum LYMZ.DE drawdown since its inception was -84.31%, which is greater than LYY7.DE's maximum drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for LYMZ.DE and LYY7.DE.


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Drawdown Indicators


LYMZ.DELYY7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.31%

-55.24%

-29.07%

Max Drawdown (1Y)

Largest decline over 1 year

-21.17%

-12.31%

-8.86%

Max Drawdown (3Y)

Largest decline over 3 years

-31.42%

-15.92%

-15.50%

Max Drawdown (5Y)

Largest decline over 5 years

-44.28%

-26.71%

-17.57%

Max Drawdown (10Y)

Largest decline over 10 years

-63.87%

-38.74%

-25.13%

Current Drawdown

Current decline from peak

-1.33%

-2.28%

+0.95%

Average Drawdown

Average peak-to-trough decline

-40.16%

-11.37%

-28.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

3.99%

+2.64%

Volatility

LYMZ.DE vs. LYY7.DE - Volatility Comparison

Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) has a higher volatility of 9.89% compared to Amundi Dax III UCITS ETF Acc (LYY7.DE) at 5.09%. This indicates that LYMZ.DE's price experiences larger fluctuations and is considered to be riskier than LYY7.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.DELYY7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

5.09%

+4.80%

Volatility (6M)

Calculated over the trailing 6-month period

25.73%

12.96%

+12.77%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

16.09%

+15.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.01%

17.18%

+17.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.32%

18.35%

+17.97%

LYMZ.DE vs. LYY7.DE - Expense Ratio Comparison

LYMZ.DE has a 0.40% expense ratio, which is higher than LYY7.DE's 0.15% expense ratio.


Dividends

LYMZ.DE vs. LYY7.DE - Dividend Comparison

Neither LYMZ.DE nor LYY7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, LYMZ.DE and LYY7.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, LYY7.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYY7.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for LYMZ.DE.

LYMZ.DE is categorized as Leveraged Equities, while LYY7.DE is Europe Equities. LYMZ.DE tracks EURO STOXX 50 Daily Leverage Index, while LYY7.DE tracks DAX®. Their fees differ too: 0.40% for LYMZ.DE and 0.15% for LYY7.DE.

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