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

Performance

LYMZ.DE vs. XSNR.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 Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.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 XSNR.L is traded in GBp. To make them comparable, the XSNR.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 higher than XSNR.L's 8.27% return. Over the past 10 years, LYMZ.DE has outperformed XSNR.L with an annualized return of 15.82%, while XSNR.L has yielded a comparatively lower 10.82% 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%

XSNR.L

1D
-0.47%
1M
-3.90%
YTD
8.27%
6M
9.76%
1Y
13.69%
3Y*
13.80%
5Y*
8.92%
10Y*
10.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMZ.DE vs. XSNR.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%
XSNR.L
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
8.27%14.34%10.28%24.15%-18.95%29.07%6.08%35.47%-13.17%16.63%

Correlation

The correlation between LYMZ.DE and XSNR.L is 0.82, 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

0.82

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

0.84

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

0.85

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

0.80

The correlation between LYMZ.DE and XSNR.L has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

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Return for Risk

LYMZ.DE vs. XSNR.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

XSNR.L
XSNR.L Risk / Return Rank: 2828
Overall Rank
XSNR.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XSNR.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
XSNR.L Omega Ratio Rank: 2727
Omega Ratio Rank
XSNR.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
XSNR.L Martin Ratio Rank: 3030
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. XSNR.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 Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.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.DEXSNR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratioReturn relative to maximum drawdown

1.24

1.01

+0.23

Martin ratioReturn relative to average drawdown

3.96

3.53

+0.43

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

The current LYMZ.DE Sharpe Ratio is 0.82, which is comparable to the XSNR.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of LYMZ.DE and XSNR.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.DEXSNR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.72

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.46

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.55

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.28

-0.18

Drawdowns

LYMZ.DE vs. XSNR.L - Drawdown Comparison

The maximum LYMZ.DE drawdown since its inception was -84.31%, which is greater than XSNR.L's maximum drawdown of -65.84%. Use the drawdown chart below to compare losses from any high point for LYMZ.DE and XSNR.L.


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Drawdown Indicators


LYMZ.DEXSNR.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.31%

-65.84%

-18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-21.17%

-13.46%

-7.71%

Max Drawdown (3Y)

Largest decline over 3 years

-31.42%

-20.00%

-11.42%

Max Drawdown (5Y)

Largest decline over 5 years

-44.28%

-31.06%

-13.22%

Max Drawdown (10Y)

Largest decline over 10 years

-63.87%

-42.65%

-21.22%

Current Drawdown

Current decline from peak

-1.33%

-3.90%

+2.57%

Average Drawdown

Average peak-to-trough decline

-40.16%

-14.35%

-25.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

3.86%

+2.77%

Volatility

LYMZ.DE vs. XSNR.L - Volatility Comparison

Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) has a higher volatility of 9.89% compared to Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) at 5.26%. This indicates that LYMZ.DE's price experiences larger fluctuations and is considered to be riskier than XSNR.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.DEXSNR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

5.26%

+4.63%

Volatility (6M)

Calculated over the trailing 6-month period

25.73%

15.27%

+10.46%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

18.92%

+12.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.01%

19.24%

+15.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.32%

19.71%

+16.61%

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

LYMZ.DE has a 0.40% expense ratio, which is higher than XSNR.L's 0.20% expense ratio.


Dividends

LYMZ.DE vs. XSNR.L - Dividend Comparison

Neither LYMZ.DE nor XSNR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYMZ.DE and XSNR.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSNR.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSNR.L is cheaper with a 0.20% expense ratio, compared with 0.40% for LYMZ.DE.

LYMZ.DE is categorized as Leveraged Equities, while XSNR.L is Industrials Equities. LYMZ.DE tracks EURO STOXX 50 Daily Leverage Index, while XSNR.L tracks MSCI World/Materials NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.40% for LYMZ.DE and 0.20% for XSNR.L.

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