LYMZ.DE vs. TAI3.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) and Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE).

LYMZ.DE and TAI3.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. TAI3.DE is an actively managed fund by Leverage Shares. It was launched on Sep 13, 2022.

Performance

LYMZ.DE vs. TAI3.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 Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE). The values are adjusted to include any dividend payments, if applicable.

LYMZ.DE vs. TAI3.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LYMZ.DE Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF	-3.18%	39.84%	15.21%	41.48%	11.83%
TAI3.DE Leverage Shares 3x Long Taiwan ETP Securities	33.10%	23.95%	21.86%	34.00%	-8.42%

Returns By Period

In the year-to-date period, LYMZ.DE achieves a -3.18% return, which is significantly lower than TAI3.DE's 33.10% return.

LYMZ.DE

• 1D: 5.93%
• 1M: -8.77%
• YTD: -3.18%
• 6M: 3.75%
• 1Y: 15.29%
• 3Y*: 20.06%
• 5Y*: 16.04%
• 10Y*: 14.93%

TAI3.DE

• 1D: 14.37%
• 1M: -14.01%
• YTD: 33.10%
• 6M: 37.27%
• 1Y: 140.75%
• 3Y*: 35.15%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMZ.DE vs. TAI3.DE - Expense Ratio Comparison

LYMZ.DE has a 0.40% expense ratio, which is lower than TAI3.DE's 0.75% expense ratio.

TAI3.DE

Leverage Shares 3x Long Taiwan ETP Securities

LYMZ.DE

Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF

Return for Risk

LYMZ.DE vs. TAI3.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: 25
LYMZ.DE Sharpe Ratio Rank: 23
LYMZ.DE Sortino Ratio Rank: 25
LYMZ.DE Omega Ratio Rank: 25
LYMZ.DE Calmar Ratio Rank: 26
LYMZ.DE Martin Ratio Rank: 27

TAI3.DE

TAI3.DE Risk / Return Rank: 84
TAI3.DE Sharpe Ratio Rank: 84
TAI3.DE Sortino Ratio Rank: 82
TAI3.DE Omega Ratio Rank: 77
TAI3.DE Calmar Ratio Rank: 90
TAI3.DE Martin Ratio Rank: 87

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. TAI3.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 Leverage Shares 3x Long Taiwan ETP Securities (TAI3.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	TAI3.DE	Difference
Sharpe ratio Return per unit of total volatility	0.44	1.75	-1.31
Sortino ratio Return per unit of downside risk	0.81	2.28	-1.47
Omega ratio Gain probability vs. loss probability	1.11	1.31	-0.20
Calmar ratio Return relative to maximum drawdown	0.75	3.41	-2.65
Martin ratio Return relative to average drawdown	2.52	11.89	-9.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYMZ.DE vs. TAI3.DE - Sharpe Ratio Comparison

The current LYMZ.DE Sharpe Ratio is 0.44, which is lower than the TAI3.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of LYMZ.DE and TAI3.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LYMZ.DE	TAI3.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	1.75	-1.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.44	-0.36

Correlation

The correlation between LYMZ.DE and TAI3.DE is 0.51, 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. TAI3.DE - Dividend Comparison

Neither LYMZ.DE nor TAI3.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LYMZ.DE vs. TAI3.DE - Drawdown Comparison

The maximum LYMZ.DE drawdown since its inception was -84.31%, which is greater than TAI3.DE's maximum drawdown of -73.14%. Use the drawdown chart below to compare losses from any high point for LYMZ.DE and TAI3.DE.

Drawdown Indicators

	LYMZ.DE	TAI3.DE	Difference
Max Drawdown Largest peak-to-trough decline	-84.31%	-73.14%	-11.17%
Max Drawdown (1Y) Largest decline over 1 year	-24.56%	-47.72%	+23.16%
Max Drawdown (5Y) Largest decline over 5 years	-44.28%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-63.87%	—	—
Current Drawdown Current decline from peak	-14.34%	-20.05%	+5.71%
Average Drawdown Average peak-to-trough decline	-40.46%	-18.07%	-22.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.32%	11.35%	-5.03%

Volatility

LYMZ.DE vs. TAI3.DE - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) is 13.04%, while Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE) has a volatility of 24.68%. This indicates that LYMZ.DE experiences smaller price fluctuations and is considered to be less risky than TAI3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYMZ.DE	TAI3.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.04%	24.68%	-11.64%
Volatility (6M) Calculated over the trailing 6-month period	21.93%	49.79%	-27.86%
Volatility (1Y) Calculated over the trailing 1-year period	34.81%	80.25%	-45.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.49%	68.27%	-33.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.21%	68.27%	-32.06%