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LYY0.DE vs. LYMS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYY0.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYY0.DE achieves a 12.53% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, LYY0.DE has underperformed LYMS.DE with an annualized return of 12.25%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.


LYY0.DE

1D
-0.25%
1M
3.72%
YTD
12.53%
6M
12.76%
1Y
26.11%
3Y*
17.75%
5Y*
12.16%
10Y*
12.25%

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)

LYY0.DE vs. LYMS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYY0.DE
Amundi MSCI All Country World UCITS ETF EUR Acc
12.53%8.83%24.54%18.29%-14.00%28.74%5.38%29.90%-5.99%8.81%
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 LYY0.DE and LYMS.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2012

0.80

The correlation between LYY0.DE and LYMS.DE has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

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Return for Risk

LYY0.DE vs. LYMS.DE — Risk / Return Rank

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

LYY0.DE
LYY0.DE Risk / Return Rank: 7575
Overall Rank
LYY0.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LYY0.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
LYY0.DE Omega Ratio Rank: 7474
Omega Ratio Rank
LYY0.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYY0.DE Martin Ratio Rank: 8282
Martin Ratio Rank

LYMS.DE
LYMS.DE Risk / Return Rank: 7171
Overall Rank
LYMS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6363
Martin Ratio Rank
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.

LYY0.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.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.


LYY0.DELYMS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.43

1.42

+0.01

Calmar ratioReturn relative to maximum drawdown

4.01

3.77

+0.24

Martin ratioReturn relative to average drawdown

16.14

11.23

+4.91

LYY0.DE vs. LYMS.DE - Sharpe Ratio Comparison

The current LYY0.DE Sharpe Ratio is 2.29, which is comparable to the LYMS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of LYY0.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.


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Sharpe Ratios by Period


LYY0.DELYMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

2.40

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.94

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

1.08

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.77

+0.07

Drawdowns

LYY0.DE vs. LYMS.DE - Drawdown Comparison

The maximum LYY0.DE drawdown since its inception was -33.27%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for LYY0.DE and LYMS.DE.


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Drawdown Indicators


LYY0.DELYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.27%

-50.00%

+16.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-10.02%

+3.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.28%

-26.74%

+5.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.28%

-31.12%

+9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.27%

-31.12%

-2.15%

Current Drawdown

Current decline from peak

-0.65%

-0.86%

+0.21%

Average Drawdown

Average peak-to-trough decline

-4.50%

-8.78%

+4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

3.37%

-1.74%

Volatility

LYY0.DE vs. LYMS.DE - Volatility Comparison

The current volatility for Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) is 3.10%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that LYY0.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


LYY0.DELYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

4.37%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

10.99%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.45%

15.73%

-4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

19.91%

-5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

19.68%

-4.68%

LYY0.DE vs. LYMS.DE - Expense Ratio Comparison

LYY0.DE has a 0.45% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.


Dividends

LYY0.DE vs. LYMS.DE - Dividend Comparison

Neither LYY0.DE nor LYMS.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
LYY0.DE
Amundi MSCI All Country World UCITS ETF EUR 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


LYY0.DE and LYMS.DE have a correlation of 0.89, 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 0.45% for LYY0.DE.

LYY0.DE is categorized as Global Equities, while LYMS.DE is Nasdaq-100. LYY0.DE tracks MSCI All Country World (ACWI), while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.45% for LYY0.DE and 0.22% for LYMS.DE.

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