MWOW.DE vs. LYMS.DE
Compare and contrast key facts about Amundi Russell 1000 Growth UCITS ETF Accumulating (MWOW.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE).
MWOW.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. MWOW.DE is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth Index. It was launched on Jul 8, 2024. 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 MWOW.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
MWOW.DE vs. LYMS.DE - Performance Comparison
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MWOW.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MWOW.DE Amundi Russell 1000 Growth UCITS ETF Accumulating | -8.39% | 4.92% | 13.99% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | -4.13% | 7.15% | 11.91% |
Returns By Period
In the year-to-date period, MWOW.DE achieves a -8.39% return, which is significantly lower than LYMS.DE's -4.13% return.
MWOW.DE
- 1D
- 2.20%
- 1M
- -3.12%
- YTD
- -8.39%
- 6M
- -6.93%
- 1Y
- 10.93%
- 3Y*
- —
- 5Y*
- —
- 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%
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MWOW.DE vs. LYMS.DE - Expense Ratio Comparison
MWOW.DE has a 0.19% 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%.
Return for Risk
MWOW.DE vs. LYMS.DE — Risk / Return Rank
MWOW.DE
LYMS.DE
MWOW.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 1000 Growth UCITS ETF Accumulating (MWOW.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.
| MWOW.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.77 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.18 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 2.34 | -1.60 |
Martin ratioReturn relative to average drawdown | 2.20 | 7.01 | -4.82 |
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
| MWOW.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.77 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.71 | -0.41 |
Correlation
The correlation between MWOW.DE and LYMS.DE is 0.96, 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
MWOW.DE vs. LYMS.DE - Dividend Comparison
Neither MWOW.DE nor LYMS.DE has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOW.DE Amundi Russell 1000 Growth UCITS ETF Accumulating | 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
MWOW.DE vs. LYMS.DE - Drawdown Comparison
The maximum MWOW.DE drawdown since its inception was -27.10%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for MWOW.DE and LYMS.DE.
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Drawdown Indicators
| MWOW.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.10% | -50.00% | +22.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.64% | -10.02% | -4.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.12% | — |
Current DrawdownCurrent decline from peak | -12.05% | -7.48% | -4.57% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -8.85% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.87% | 3.34% | +1.53% |
Volatility
MWOW.DE vs. LYMS.DE - Volatility Comparison
Amundi Russell 1000 Growth UCITS ETF Accumulating (MWOW.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) have volatilities of 4.75% 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
| MWOW.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.76% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 11.90% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.02% | 20.73% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.76% | 19.91% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 19.69% | +1.07% |