LYSX.DE vs. LYMS.DE
LYSX.DE (Amundi EURO STOXX 50 II UCITS ETF Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - LYSX.DE is a Europe Equities fund tracking the EURO STOXX® 50, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, LYSX.DE returned 10.40%/yr vs 21.41%/yr for LYMS.DE. A 0.56 correlation means they provide meaningful diversification when combined. LYSX.DE charges 0.20%/yr vs 0.22%/yr for LYMS.DE.
Performance
LYSX.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYSX.DE achieves a 7.10% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, LYSX.DE has underperformed LYMS.DE with an annualized return of 10.40%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
LYSX.DE
- 1D
- 0.77%
- 1M
- 1.91%
- YTD
- 7.10%
- 6M
- 8.53%
- 1Y
- 15.65%
- 3Y*
- 15.56%
- 5Y*
- 11.43%
- 10Y*
- 10.40%
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%
LYSX.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc | 7.10% | 22.03% | 11.00% | 22.54% | -8.86% | 23.39% | -2.89% | 29.99% | -12.14% | 9.97% |
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% | 15.91% |
Correlation
The correlation between LYSX.DE and LYMS.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2005 | 0.56 |
The correlation between LYSX.DE and LYMS.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
LYSX.DE vs. LYMS.DE — Risk / Return Rank
LYSX.DE
LYMS.DE
LYSX.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.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.
| LYSX.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.77 | -2.33 |
| Martin ratioReturn relative to average drawdown | 4.85 | 11.23 | -6.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYSX.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.40 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.94 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 1.08 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.77 | -0.44 |
Drawdowns
LYSX.DE vs. LYMS.DE - Drawdown Comparison
The maximum LYSX.DE drawdown since its inception was -57.63%, which is greater than LYMS.DE's maximum drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LYSX.DE and LYMS.DE.
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Drawdown Indicators
| LYSX.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -50.00% | -7.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -10.02% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -26.74% | +10.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -31.12% | +7.80% |
Max Drawdown (10Y)Largest decline over 10 years | -38.38% | -31.12% | -7.26% |
Current DrawdownCurrent decline from peak | -0.53% | -0.86% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -13.15% | -8.78% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.37% | -0.13% |
Volatility
LYSX.DE vs. LYMS.DE - Volatility Comparison
Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) has a higher volatility of 4.96% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that LYSX.DE's price experiences larger fluctuations and is considered to be riskier than LYMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYSX.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.37% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 10.99% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 15.73% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 19.91% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 19.68% | -1.46% |
LYSX.DE vs. LYMS.DE - Expense Ratio Comparison
LYSX.DE has a 0.20% 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
LYSX.DE vs. LYMS.DE - Dividend Comparison
Neither LYSX.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% |
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.19% | 3.26% | 3.89% | 3.19% | 3.71% | 3.85% |
Frequently Asked Questions
LYSX.DE and LYMS.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYSX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYSX.DE is cheaper with a 0.20% expense ratio, compared with 0.22% for LYMS.DE.
LYSX.DE is categorized as Europe Equities, while LYMS.DE is Nasdaq-100. LYSX.DE tracks EURO STOXX® 50, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.20% for LYSX.DE and 0.22% for LYMS.DE.
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