LYXA.DE vs. LYMS.DE
LYXA.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - LYXA.DE is a European Government Bonds fund tracking the MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR), while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, LYXA.DE returned -1.26%/yr vs 21.41%/yr for LYMS.DE. At a correlation of -0.04, they often move in opposite directions. LYXA.DE charges 0.17%/yr vs 0.22%/yr for LYMS.DE.
Performance
LYXA.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYXA.DE achieves a 0.15% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, LYXA.DE has underperformed LYMS.DE with an annualized return of -1.26%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
LYXA.DE
- 1D
- 0.08%
- 1M
- -0.04%
- YTD
- 0.15%
- 6M
- 0.06%
- 1Y
- -0.65%
- 3Y*
- 1.11%
- 5Y*
- -3.21%
- 10Y*
- -1.26%
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%
LYXA.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYXA.DE Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc | 0.15% | -1.00% | -0.16% | 5.59% | -18.93% | -3.40% | 3.47% | 3.82% | 1.76% | -0.93% |
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 LYXA.DE and LYMS.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2010 | -0.04 |
The correlation between LYXA.DE and LYMS.DE shifts across timeframes, from -0.04 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYXA.DE vs. LYMS.DE — Risk / Return Rank
LYXA.DE
LYMS.DE
LYXA.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.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.
| LYXA.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.51 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.42 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 3.77 | -4.10 |
| Martin ratioReturn relative to average drawdown | -0.71 | 11.23 | -11.95 |
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
| LYXA.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 2.40 | -2.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.94 | -1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.25 | 1.08 | -1.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.77 | -0.52 |
Drawdowns
LYXA.DE vs. LYMS.DE - Drawdown Comparison
The maximum LYXA.DE drawdown since its inception was -25.02%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LYXA.DE and LYMS.DE.
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Drawdown Indicators
| LYXA.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.02% | -50.00% | +24.98% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | -10.02% | +6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -4.62% | -26.74% | +22.12% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -31.12% | +8.36% |
Max Drawdown (10Y)Largest decline over 10 years | -25.02% | -31.12% | +6.10% |
Current DrawdownCurrent decline from peak | -19.75% | -0.86% | -18.89% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -8.78% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 3.37% | -1.95% |
Volatility
LYXA.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) is 1.61%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that LYXA.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.
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Volatility by Period
| LYXA.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 4.37% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 10.99% | -7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 15.73% | -11.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.48% | 19.91% | -13.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.78% | 19.68% | -13.90% |
LYXA.DE vs. LYMS.DE - Expense Ratio Comparison
LYXA.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
LYXA.DE vs. LYMS.DE - Dividend Comparison
Neither LYXA.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% |
LYXA.DE Amundi Euro Highest Rated Macro-Weighted Government Bond 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
LYXA.DE and LYMS.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYXA.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYXA.DE is cheaper with a 0.17% expense ratio, compared with 0.22% for LYMS.DE.
LYXA.DE is categorized as European Government Bonds, while LYMS.DE is Nasdaq-100. LYXA.DE tracks MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR), while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.17% for LYXA.DE and 0.22% for LYMS.DE.
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