LYYA.DE vs. LYMS.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.81%/yr vs 21.41%/yr for LYMS.DE. Their correlation of 0.82 suggests significant overlap in exposure. LYYA.DE charges 0.30%/yr vs 0.22%/yr for LYMS.DE.
Performance
LYYA.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYYA.DE achieves a 10.86% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, LYYA.DE has underperformed LYMS.DE with an annualized return of 12.81%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
LYYA.DE
- 1D
- -0.04%
- 1M
- 3.66%
- YTD
- 10.86%
- 6M
- 11.02%
- 1Y
- 23.70%
- 3Y*
- 17.57%
- 5Y*
- 12.92%
- 10Y*
- 12.81%
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%
LYYA.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 10.86% | 7.87% | 26.02% | 20.23% | -13.67% | 32.82% | 5.50% | 31.13% | -5.06% | 7.74% |
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 LYYA.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 | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2006 | 0.82 |
The correlation between LYYA.DE and LYMS.DE has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.
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Return for Risk
LYYA.DE vs. LYMS.DE — Risk / Return Rank
LYYA.DE
LYMS.DE
LYYA.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World II UCITS ETF Dist (LYYA.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.
| LYYA.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.77 | -0.17 |
| Martin ratioReturn relative to average drawdown | 14.40 | 11.23 | +3.17 |
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
| LYYA.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.40 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.94 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 1.08 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.77 | -0.24 |
Drawdowns
LYYA.DE vs. LYMS.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, 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 LYYA.DE and LYMS.DE.
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Drawdown Indicators
| LYYA.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -50.00% | -4.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -10.02% | +3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -26.74% | +5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -31.12% | +9.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -31.12% | -2.78% |
Current DrawdownCurrent decline from peak | -0.36% | -0.86% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -8.78% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 3.37% | -1.72% |
Volatility
LYYA.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.64%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that LYYA.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
| LYYA.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 4.37% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 10.99% | -3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 15.73% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 19.91% | -5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 19.68% | -4.55% |
LYYA.DE vs. LYMS.DE - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
LYYA.DE vs. LYMS.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while LYMS.DE has not 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% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.14% | 1.26% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% |
Frequently Asked Questions
LYYA.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 0.30% for LYYA.DE.
LYYA.DE is categorized as Global Equities, while LYMS.DE is Nasdaq-100. LYYA.DE tracks MSCI World, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for LYYA.DE and 0.22% for LYMS.DE.
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