LYP6.DE vs. LYMS.DE

Last updated Jun 5, 2026

LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, LYP6.DE returned 9.75%/yr vs 18.88%/yr for LYMS.DE. A 0.62 correlation means they provide meaningful diversification when combined. LYP6.DE charges 0.07%/yr vs 0.22%/yr for LYMS.DE.

Performance

LYP6.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYP6.DE achieves a 7.48% return, which is significantly lower than LYMS.DE's 20.63% return.

LYP6.DE

• 1D: 0.57%
• 1M: 0.92%
• YTD: 7.48%
• 6M: 10.12%
• 1Y: 16.32%
• 3Y*: 13.98%
• 5Y*: 9.75%
• 10Y*: —

LYMS.DE

• 1D: -0.86%
• 1M: 7.96%
• YTD: 20.63%
• 6M: 18.72%
• 1Y: 37.20%
• 3Y*: 24.71%
• 5Y*: 18.88%
• 10Y*: 21.41%

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

LYP6.DE vs. LYMS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc	7.48%	20.82%	8.25%	15.97%	-10.40%	24.81%	-1.72%	28.59%	-11.28%	2.60%
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	20.63%	7.15%	33.72%	51.52%	-29.87%	39.59%	34.60%	42.84%	3.18%	7.84%

Correlation

The correlation between LYP6.DE and LYMS.DE is 0.51, 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	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017	0.62

The correlation between LYP6.DE and LYMS.DE shifts across timeframes, from 0.49 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LYP6.DE vs. LYMS.DE — Risk / Return Rank

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

LYP6.DE

LYP6.DE Risk / Return Rank: 38
LYP6.DE Sharpe Ratio Rank: 36
LYP6.DE Sortino Ratio Rank: 37
LYP6.DE Omega Ratio Rank: 37
LYP6.DE Calmar Ratio Rank: 36
LYP6.DE Martin Ratio Rank: 42

LYMS.DE

LYMS.DE Risk / Return Rank: 71
LYMS.DE Sharpe Ratio Rank: 75
LYMS.DE Sortino Ratio Rank: 71
LYMS.DE Omega Ratio Rank: 72
LYMS.DE Calmar Ratio Rank: 75
LYMS.DE Martin Ratio Rank: 63

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.

LYP6.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.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.

	LYP6.DE	LYMS.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.28	2.40	-1.12
Sortino ratio: Return per unit of downside risk	1.88	3.19	-1.31
Omega ratio: Gain probability vs. loss probability	1.24	1.42	-0.18
Calmar ratio: Return relative to maximum drawdown	1.74	3.77	-2.03
Martin ratio: Return relative to average drawdown	6.63	11.23	-4.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYP6.DE vs. LYMS.DE - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.28, which is lower than the LYMS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of LYP6.DE and LYMS.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.

Sharpe Ratios by Period

	LYP6.DE	LYMS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	2.40	-1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.94	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.77	-0.21

Drawdowns

LYP6.DE vs. LYMS.DE - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and LYMS.DE.

Drawdown Indicators

	LYP6.DE	LYMS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-50.00%	+14.49%
Max Drawdown (1Y) Largest decline over 1 year	-9.45%	-10.02%	+0.57%
Max Drawdown (3Y) Largest decline over 3 years	-16.26%	-26.74%	+10.48%
Max Drawdown (5Y) Largest decline over 5 years	-20.71%	-31.12%	+10.41%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.12%	—
Current Drawdown Current decline from peak	-1.62%	-0.86%	-0.76%
Average Drawdown Average peak-to-trough decline	-4.84%	-8.78%	+3.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	3.37%	-0.88%

Volatility

LYP6.DE vs. LYMS.DE - Volatility Comparison

Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) have volatilities of 4.35% and 4.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYP6.DE	LYMS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.35%	4.37%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	10.65%	10.99%	-0.34%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	15.73%	-2.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.41%	19.91%	-5.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.86%	19.68%	-3.82%

LYP6.DE vs. LYMS.DE - Expense Ratio Comparison

LYP6.DE has a 0.07% expense ratio, which is lower than LYMS.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LYP6.DE vs. LYMS.DE - Dividend Comparison

Neither LYP6.DE nor LYMS.DE has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.65%	0.69%	0.76%	1.09%	1.18%
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LYP6.DE and LYMS.DE in my portfolio?

LYP6.DE and LYMS.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYP6.DE or LYMS.DE?

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYP6.DE or LYMS.DE?

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.22% for LYMS.DE.

What is the main difference between LYP6.DE and LYMS.DE?

LYP6.DE is categorized as Europe Equities, while LYMS.DE is Nasdaq-100. LYP6.DE tracks STOXX® Europe 600, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.07% for LYP6.DE and 0.22% for LYMS.DE.