LYQ2.DE vs. LYMS.DE

Last updated Jun 26, 2026

LYQ2.DE (Amundi Euro Government Bond 1-3Y UCITS ETF Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - LYQ2.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 1-3 Year Bond, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, LYQ2.DE returned 0.14%/yr vs 21.77%/yr for LYMS.DE. At a 0.00 correlation, their price movements are largely independent. LYQ2.DE charges 0.17%/yr vs 0.22%/yr for LYMS.DE.

Performance

LYQ2.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.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, LYQ2.DE achieves a 0.42% return, which is significantly lower than LYMS.DE's 19.02% return. Over the past 10 years, LYQ2.DE has underperformed LYMS.DE with an annualized return of 0.14%, while LYMS.DE has yielded a comparatively higher 21.77% annualized return.

LYQ2.DE

• 1D: 0.05%
• 1M: 0.32%
• YTD: 0.42%
• 6M: 0.53%
• 1Y: 1.10%
• 3Y*: 2.73%
• 5Y*: 0.65%
• 10Y*: 0.14%

LYMS.DE

• 1D: -0.78%
• 1M: 0.11%
• YTD: 19.02%
• 6M: 19.21%
• 1Y: 35.26%
• 3Y*: 24.35%
• 5Y*: 17.08%
• 10Y*: 21.77%

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

LYQ2.DE vs. LYMS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYQ2.DE Amundi Euro Government Bond 1-3Y UCITS ETF Acc	0.42%	2.14%	2.97%	3.27%	-4.97%	-0.84%	-0.20%	-0.13%	-0.45%	-0.63%
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	19.02%	7.15%	33.72%	51.52%	-29.87%	39.57%	34.60%	42.83%	3.23%	15.86%

Correlation

The correlation between LYQ2.DE and LYMS.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Jun 8, 2006	0.00

The correlation between LYQ2.DE and LYMS.DE shifts across timeframes, from 0.00 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

LYQ2.DE vs. LYMS.DE — Risk / Return Rank

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

LYQ2.DE

LYQ2.DE Risk / Return Rank: 24
LYQ2.DE Sharpe Ratio Rank: 25
LYQ2.DE Sortino Ratio Rank: 25
LYQ2.DE Omega Ratio Rank: 25
LYQ2.DE Calmar Ratio Rank: 21
LYQ2.DE Martin Ratio Rank: 23

LYMS.DE

LYMS.DE Risk / Return Rank: 73
LYMS.DE Sharpe Ratio Rank: 76
LYMS.DE Sortino Ratio Rank: 73
LYMS.DE Omega Ratio Rank: 72
LYMS.DE Calmar Ratio Rank: 77
LYMS.DE Martin Ratio Rank: 65

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.

LYQ2.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LYQ2.DE	LYMS.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.86	2.12	-1.26
Sortino ratio: Return per unit of downside risk	1.29	2.86	-1.57
Omega ratio: Gain probability vs. loss probability	1.17	1.37	-0.20
Calmar ratio: Return relative to maximum drawdown	0.90	3.50	-2.60
Martin ratio: Return relative to average drawdown	2.73	10.25	-7.53

LYQ2.DE vs. LYMS.DE - Sharpe Ratio Comparison

The current LYQ2.DE Sharpe Ratio is 0.86, which is lower than the LYMS.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of LYQ2.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.

Drawdowns

LYQ2.DE vs. LYMS.DE - Drawdown Comparison

The maximum LYQ2.DE drawdown since its inception was -7.75%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LYQ2.DE and LYMS.DE.

Drawdown Indicators

	LYQ2.DE	LYMS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-7.75%	-50.00%	+42.25%
Max Drawdown (1Y) Largest decline over 1 year	-1.22%	-10.02%	+8.80%
Max Drawdown (3Y) Largest decline over 3 years	-1.22%	-26.74%	+25.52%
Max Drawdown (5Y) Largest decline over 5 years	-6.02%	-31.11%	+25.09%
Max Drawdown (10Y) Largest decline over 10 years	-7.75%	-31.11%	+23.36%
Current Drawdown Current decline from peak	-0.16%	-2.69%	+2.53%
Average Drawdown Average peak-to-trough decline	-1.28%	-8.68%	+7.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.40%	3.43%	-3.03%

Volatility

LYQ2.DE vs. LYMS.DE - Volatility Comparison

The current volatility for Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) is 0.31%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 6.01%. This indicates that LYQ2.DE experiences smaller price fluctuations and is considered to be less risky than LYMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYQ2.DE	LYMS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.31%	6.01%	-5.70%
Volatility (6M) Calculated over the trailing 6-month period	1.17%	12.01%	-10.84%
Volatility (1Y) Calculated over the trailing 1-year period	1.28%	16.56%	-15.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.66%	20.02%	-18.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.32%	19.74%	-18.42%

LYQ2.DE vs. LYMS.DE - Expense Ratio Comparison

LYQ2.DE has a 0.17% 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

LYQ2.DE vs. LYMS.DE - Dividend Comparison

Neither LYQ2.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%
LYQ2.DE Amundi Euro Government Bond 1-3Y 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 LYQ2.DE and LYMS.DE in my portfolio?

LYQ2.DE and LYMS.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYQ2.DE or LYMS.DE?

On fees, LYQ2.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYQ2.DE or LYMS.DE?

LYQ2.DE is cheaper with a 0.17% expense ratio, compared with 0.22% for LYMS.DE.

What is the main difference between LYQ2.DE and LYMS.DE?

LYQ2.DE is categorized as European Government Bonds, while LYMS.DE is Nasdaq-100. LYQ2.DE tracks Bloomberg Euro Treasury 50bn 1-3 Year Bond, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.17% for LYQ2.DE and 0.22% for LYMS.DE.