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

MWOP.DE vs. LYMS.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE).

MWOP.DE and LYMS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MWOP.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World ESG Leaders Select 5% Issuer Capped. It was launched on Jul 6, 2023. LYMS.DE is a passively managed fund by Amundi that tracks the performance of the Nasdaq 100®. It was launched on Jan 17, 2019. Both MWOP.DE and LYMS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

MWOP.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.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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MWOP.DE vs. LYMS.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
MWOP.DE
Amundi MSCI World ESG Leaders UCITS ETF Acc		-3.34%7.50%23.56%21.34%-15.58%36.13%10.73%
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc		-4.13%7.15%33.72%51.52%-29.87%39.59%22.53%

Returns By Period

In the year-to-date period, MWOP.DE achieves a -3.34% return, which is significantly higher than LYMS.DE's -4.13% return.

MWOP.DE

1D
-0.07%
1M
-2.56%
YTD
-3.34%
6M
1.03%
1Y
11.04%
3Y*
13.66%
5Y*
9.92%
10Y*
—

LYMS.DE

1D
0.08%
1M
-1.97%
YTD
-4.13%
6M
-1.87%
1Y
16.06%
3Y*
20.69%
5Y*
13.57%
10Y*
18.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Amundi MSCI World ESG Leaders UCITS ETF Acc

Amundi Nasdaq-100 II UCITS ETF Acc

Often compared with MWOP.DE:
MWOP.DE vs. IS3R.DEMWOP.DE vs. SPPW.DEMWOP.DE vs. WEBG.DEMWOP.DE vs. LYBK.DEMWOP.DE vs. LSMC.DEMWOP.DE vs. UETW.DEMWOP.DE vs. JPGL.DE
Often compared with LYMS.DE:
LYMS.DE vs. XNAS.DELYMS.DE vs. QQQLYMS.DE vs. EXV1.DELYMS.DE vs. EQQQ.DELYMS.DE vs. QQQMLYMS.DE vs. ^NDXLYMS.DE vs. DBXD.DE

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

MWOP.DE has a 0.18% 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%.

LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
MWOP.DE
Amundi MSCI World ESG Leaders UCITS ETF Acc

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MWOP.DE
MWOP.DE Risk / Return Rank: 4242
Overall Rank
MWOP.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MWOP.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
MWOP.DE Omega Ratio Rank: 3131
Omega Ratio Rank
MWOP.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
MWOP.DE Martin Ratio Rank: 5757
Martin Ratio Rank
LYMS.DE
LYMS.DE Risk / Return Rank: 5050
Overall Rank
LYMS.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 3838
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6060
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.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.

MWOP.DELYMS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.77

-0.11

Sortino ratio

Return per unit of downside risk

1.00

1.18

-0.18

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

1.77

2.34

-0.57

Martin ratio

Return relative to average drawdown

6.89

7.01

-0.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current MWOP.DE Sharpe Ratio is 0.66, which is comparable to the LYMS.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of MWOP.DE and LYMS.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

MWOP.DELYMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.77

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.67

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.71

+0.12

Correlation

The correlation between MWOP.DE and LYMS.DE is 0.87, 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

MWOP.DE vs. LYMS.DE - Dividend Comparison

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

TTM20252024202320222021202020192018201720162015
MWOP.DE
Amundi MSCI World ESG Leaders 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%
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%

Drawdowns

MWOP.DE vs. LYMS.DE - Drawdown Comparison

The maximum MWOP.DE drawdown since its inception was -21.85%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and LYMS.DE.

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Drawdown Indicators

MWOP.DELYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-50.00%

+28.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-10.02%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-31.12%

+9.27%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.12%

—

Current Drawdown

Current decline from peak

-6.39%

-7.48%

+1.09%

Average Drawdown

Average peak-to-trough decline

-4.54%

-8.85%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

3.34%

-0.95%

Volatility

MWOP.DE vs. LYMS.DE - Volatility Comparison

Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) have volatilities of 4.76% and 4.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MWOP.DELYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.76%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

11.90%

-2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

20.73%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

19.91%

-5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

19.69%

-4.91%