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LYY8.DE vs. LYMZ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYY8.DE vs. LYMZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) and Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE). The values are adjusted to include any dividend payments, if applicable.

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LYY8.DE vs. LYMZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYY8.DE
Amundi LevDax Daily (2x) leveraged UCITS ETF Acc
-11.21%41.05%32.07%35.76%-28.20%31.08%-5.37%52.19%-35.73%23.60%
LYMZ.DE
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF
-3.18%39.84%15.21%41.48%-21.87%49.32%-15.91%64.99%-24.78%18.73%

Returns By Period

In the year-to-date period, LYY8.DE achieves a -11.21% return, which is significantly lower than LYMZ.DE's -3.18% return. Over the past 10 years, LYY8.DE has underperformed LYMZ.DE with an annualized return of 12.26%, while LYMZ.DE has yielded a comparatively higher 14.93% annualized return.


LYY8.DE

1D
5.56%
1M
-11.15%
YTD
-11.21%
6M
-9.30%
1Y
-0.15%
3Y*
21.82%
5Y*
11.87%
10Y*
12.26%

LYMZ.DE

1D
5.93%
1M
-8.77%
YTD
-3.18%
6M
3.75%
1Y
15.29%
3Y*
20.06%
5Y*
16.04%
10Y*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LYY8.DE vs. LYMZ.DE - Expense Ratio Comparison

LYY8.DE has a 0.35% expense ratio, which is lower than LYMZ.DE's 0.40% expense ratio.


Return for Risk

LYY8.DE vs. LYMZ.DE — Risk / Return Rank

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

LYY8.DE
LYY8.DE Risk / Return Rank: 1212
Overall Rank
LYY8.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LYY8.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
LYY8.DE Omega Ratio Rank: 1313
Omega Ratio Rank
LYY8.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
LYY8.DE Martin Ratio Rank: 1212
Martin Ratio Rank

LYMZ.DE
LYMZ.DE Risk / Return Rank: 2525
Overall Rank
LYMZ.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LYMZ.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
LYMZ.DE Omega Ratio Rank: 2525
Omega Ratio Rank
LYMZ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
LYMZ.DE Martin Ratio Rank: 2727
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.

LYY8.DE vs. LYMZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) and Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.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.


LYY8.DELYMZ.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.00

0.44

-0.44

Sortino ratio

Return per unit of downside risk

0.23

0.81

-0.57

Omega ratio

Gain probability vs. loss probability

1.03

1.11

-0.08

Calmar ratio

Return relative to maximum drawdown

0.04

0.75

-0.71

Martin ratio

Return relative to average drawdown

0.14

2.52

-2.39

LYY8.DE vs. LYMZ.DE - Sharpe Ratio Comparison

The current LYY8.DE Sharpe Ratio is -0.00, which is lower than the LYMZ.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of LYY8.DE and LYMZ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LYY8.DELYMZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

0.44

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.46

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.41

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.08

+0.11

Correlation

The correlation between LYY8.DE and LYMZ.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LYY8.DE vs. LYMZ.DE - Dividend Comparison

Neither LYY8.DE nor LYMZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LYY8.DE vs. LYMZ.DE - Drawdown Comparison

The maximum LYY8.DE drawdown since its inception was -84.92%, roughly equal to the maximum LYMZ.DE drawdown of -84.31%. Use the drawdown chart below to compare losses from any high point for LYY8.DE and LYMZ.DE.


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Drawdown Indicators


LYY8.DELYMZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.92%

-84.31%

-0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-24.12%

-24.56%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-48.78%

-44.28%

-4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-65.35%

-63.87%

-1.48%

Current Drawdown

Current decline from peak

-17.30%

-14.34%

-2.96%

Average Drawdown

Average peak-to-trough decline

-28.77%

-40.46%

+11.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

6.32%

+1.23%

Volatility

LYY8.DE vs. LYMZ.DE - Volatility Comparison

Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) has a higher volatility of 13.77% compared to Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) at 13.04%. This indicates that LYY8.DE's price experiences larger fluctuations and is considered to be riskier than LYMZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYY8.DELYMZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.77%

13.04%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

22.67%

21.93%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

35.22%

34.81%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.80%

34.49%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.48%

36.21%

+0.27%