LYTR.DE vs. LYMS.DE
LYTR.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - LYTR.DE is a Commodities fund tracking the Bloomberg Energy and Metals Equal-Weighted, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, LYTR.DE returned 9.05%/yr vs 21.41%/yr for LYMS.DE. At a 0.29 correlation, their price movements are largely independent. LYTR.DE charges 0.30%/yr vs 0.22%/yr for LYMS.DE.
Performance
LYTR.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYTR.DE achieves a 31.68% return, which is significantly higher than LYMS.DE's 20.63% return. Over the past 10 years, LYTR.DE has underperformed LYMS.DE with an annualized return of 9.05%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
LYTR.DE
- 1D
- -0.51%
- 1M
- 1.45%
- YTD
- 31.68%
- 6M
- 37.89%
- 1Y
- 63.68%
- 3Y*
- 20.31%
- 5Y*
- 17.81%
- 10Y*
- 9.05%
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%
LYTR.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYTR.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc | 31.68% | 17.61% | 13.31% | -15.11% | 27.05% | 52.41% | -19.51% | 14.38% | -6.19% | -11.98% |
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 LYTR.DE and LYMS.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2006 | 0.29 |
Over the past year, the correlation between LYTR.DE and LYMS.DE has dropped to 0.06 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
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Return for Risk
LYTR.DE vs. LYMS.DE — Risk / Return Rank
LYTR.DE
LYMS.DE
LYTR.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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.
| LYTR.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.42 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.47 | 3.77 | +1.70 |
| Martin ratioReturn relative to average drawdown | 16.93 | 11.23 | +5.70 |
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
| LYTR.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.83 | 2.40 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.94 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 1.08 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.77 | -0.65 |
Drawdowns
LYTR.DE vs. LYMS.DE - Drawdown Comparison
The maximum LYTR.DE drawdown since its inception was -67.69%, 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 LYTR.DE and LYMS.DE.
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Drawdown Indicators
| LYTR.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -50.00% | -17.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -10.02% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -26.74% | +9.70% |
Max Drawdown (5Y)Largest decline over 5 years | -30.29% | -31.12% | +0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -31.12% | -13.48% |
Current DrawdownCurrent decline from peak | -3.72% | -0.86% | -2.86% |
Average DrawdownAverage peak-to-trough decline | -31.29% | -8.78% | -22.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.37% | +0.46% |
Volatility
LYTR.DE vs. LYMS.DE - Volatility Comparison
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a higher volatility of 5.20% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that LYTR.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
| LYTR.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 4.37% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 10.99% | +9.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.94% | 15.73% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 19.91% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 19.68% | -1.48% |
LYTR.DE vs. LYMS.DE - Expense Ratio Comparison
LYTR.DE has a 0.30% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
LYTR.DE vs. LYMS.DE - Dividend Comparison
Neither LYTR.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% |
LYTR.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture 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
LYTR.DE and LYMS.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYMS.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for LYTR.DE.
LYTR.DE is categorized as Commodities, while LYMS.DE is Nasdaq-100. LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for LYTR.DE and 0.22% for LYMS.DE.
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