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LYMZ.DE vs. UC46.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYMZ.DE vs. UC46.L - 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 UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UC46.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYMZ.DE is traded in EUR, while UC46.L is traded in GBp. To make them comparable, the UC46.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYMZ.DE achieves a 11.52% return, which is significantly lower than UC46.L's 13.23% return. Over the past 10 years, LYMZ.DE has outperformed UC46.L with an annualized return of 15.82%, while UC46.L has yielded a comparatively lower 14.04% 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%

UC46.L

1D
-1.30%
1M
5.09%
YTD
13.23%
6M
11.69%
1Y
22.10%
3Y*
15.99%
5Y*
12.09%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMZ.DE vs. UC46.L - 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%
UC46.L
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
13.23%-2.57%26.97%27.66%-20.80%41.25%12.15%33.15%-0.38%7.00%

Correlation

The correlation between LYMZ.DE and UC46.L is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

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

0.54

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

0.60

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

0.62

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2011

0.63

The correlation between LYMZ.DE and UC46.L has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.

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Return for Risk

LYMZ.DE vs. UC46.L — 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

UC46.L
UC46.L Risk / Return Rank: 6363
Overall Rank
UC46.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UC46.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
UC46.L Omega Ratio Rank: 6868
Omega Ratio Rank
UC46.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
UC46.L Martin Ratio Rank: 5454
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. UC46.L - 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 UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UC46.L). 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.DEUC46.LDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.16

1.30

-0.13

Calmar ratioReturn relative to maximum drawdown

1.24

2.34

-1.10

Martin ratioReturn relative to average drawdown

3.96

7.64

-3.68

LYMZ.DE vs. UC46.L - Sharpe Ratio Comparison

The current LYMZ.DE Sharpe Ratio is 0.82, which is lower than the UC46.L Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of LYMZ.DE and UC46.L, 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.DEUC46.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.70

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.73

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.83

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.57

-0.47

Drawdowns

LYMZ.DE vs. UC46.L - Drawdown Comparison

The maximum LYMZ.DE drawdown since its inception was -84.31%, which is greater than UC46.L's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for LYMZ.DE and UC46.L.


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Drawdown Indicators


LYMZ.DEUC46.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.31%

-40.95%

-43.36%

Max Drawdown (1Y)

Largest decline over 1 year

-21.17%

-9.42%

-11.75%

Max Drawdown (3Y)

Largest decline over 3 years

-31.42%

-23.66%

-7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-44.28%

-24.52%

-19.76%

Max Drawdown (10Y)

Largest decline over 10 years

-63.87%

-32.50%

-31.37%

Current Drawdown

Current decline from peak

-1.33%

-1.96%

+0.63%

Average Drawdown

Average peak-to-trough decline

-40.16%

-9.10%

-31.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

2.89%

+3.74%

Volatility

LYMZ.DE vs. UC46.L - Volatility Comparison

Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) has a higher volatility of 9.89% compared to UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UC46.L) at 3.71%. This indicates that LYMZ.DE's price experiences larger fluctuations and is considered to be riskier than UC46.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYMZ.DEUC46.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

3.71%

+6.18%

Volatility (6M)

Calculated over the trailing 6-month period

25.73%

9.32%

+16.41%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

12.93%

+18.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.01%

16.52%

+18.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.32%

16.85%

+19.47%

LYMZ.DE vs. UC46.L - Expense Ratio Comparison

LYMZ.DE has a 0.40% expense ratio, which is higher than UC46.L's 0.22% expense ratio.


Dividends

LYMZ.DE vs. UC46.L - Dividend Comparison

LYMZ.DE has not paid dividends to shareholders, while UC46.L's dividend yield for the trailing twelve months is around 0.43%.


PositionTTM20252024202320222021202020192018201720162015
LYMZ.DE
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC46.L
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis
0.43%0.80%0.72%0.75%0.86%0.64%0.87%1.03%1.02%1.23%1.18%1.24%

Frequently Asked Questions


LYMZ.DE and UC46.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC46.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC46.L is cheaper with a 0.22% expense ratio, compared with 0.40% for LYMZ.DE.

LYMZ.DE is categorized as Leveraged Equities, while UC46.L is Large Cap Blend Equities. LYMZ.DE tracks EURO STOXX 50 Daily Leverage Index, while UC46.L tracks Russell 1000 TR USD. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.40% for LYMZ.DE and 0.22% for UC46.L.

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