N1ES.DE vs. LYMS.DE

Last updated Jun 5, 2026

N1ES.DE (Invesco Nasdaq-100 ESG UCITS ETF Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both Nasdaq-100 funds - N1ES.DE tracks the Nasdaq 100® ESG while LYMS.DE tracks the Nasdaq 100®. Both are passively managed. Over the past 3 years, N1ES.DE returned 25.46%/yr vs 24.71%/yr for LYMS.DE. With a 0.99 correlation, they move nearly in lockstep. N1ES.DE charges 0.25%/yr vs 0.22%/yr for LYMS.DE.

Performance

N1ES.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with N1ES.DE having a 21.31% return and LYMS.DE slightly lower at 20.63%.

N1ES.DE

• 1D: -0.74%
• 1M: 8.84%
• YTD: 21.31%
• 6M: 19.74%
• 1Y: 39.34%
• 3Y*: 25.46%
• 5Y*: —
• 10Y*: —

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)

N1ES.DE vs. LYMS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc	21.31%	8.26%	33.55%	51.62%	-29.13%	9.35%
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	20.63%	7.15%	33.72%	51.52%	-29.87%	8.01%

Correlation

The correlation between N1ES.DE and LYMS.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021	0.99

The correlation between N1ES.DE and LYMS.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

Return for Risk

N1ES.DE vs. LYMS.DE — Risk / Return Rank

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

N1ES.DE

N1ES.DE Risk / Return Rank: 71
N1ES.DE Sharpe Ratio Rank: 76
N1ES.DE Sortino Ratio Rank: 71
N1ES.DE Omega Ratio Rank: 71
N1ES.DE Calmar Ratio Rank: 74
N1ES.DE Martin Ratio Rank: 60

LYMS.DE

LYMS.DE Risk / Return Rank: 71
LYMS.DE Sharpe Ratio Rank: 75
LYMS.DE Sortino Ratio Rank: 71
LYMS.DE Omega Ratio Rank: 72
LYMS.DE Calmar Ratio Rank: 75
LYMS.DE Martin Ratio Rank: 63

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.

N1ES.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.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.

	N1ES.DE	LYMS.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.42	2.40	+0.01
Sortino ratio: Return per unit of downside risk	3.19	3.19	0.00
Omega ratio: Gain probability vs. loss probability	1.42	1.42	-0.01
Calmar ratio: Return relative to maximum drawdown	3.69	3.77	-0.08
Martin ratio: Return relative to average drawdown	10.62	11.23	-0.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

N1ES.DE vs. LYMS.DE - Sharpe Ratio Comparison

The current N1ES.DE Sharpe Ratio is 2.42, which is comparable to the LYMS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of N1ES.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.

Sharpe Ratios by Period

	N1ES.DE	LYMS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	2.40	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.77	+0.04

Drawdowns

N1ES.DE vs. LYMS.DE - Drawdown Comparison

The maximum N1ES.DE drawdown since its inception was -29.96%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for N1ES.DE and LYMS.DE.

Drawdown Indicators

	N1ES.DE	LYMS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-29.96%	-50.00%	+20.04%
Max Drawdown (1Y) Largest decline over 1 year	-10.86%	-10.02%	-0.84%
Max Drawdown (3Y) Largest decline over 3 years	-26.65%	-26.74%	+0.09%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.12%	—
Current Drawdown Current decline from peak	-0.74%	-0.86%	+0.12%
Average Drawdown Average peak-to-trough decline	-8.51%	-8.78%	+0.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	3.37%	+0.41%

Volatility

N1ES.DE vs. LYMS.DE - Volatility Comparison

Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a higher volatility of 4.64% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that N1ES.DE's price experiences larger fluctuations and is considered to be riskier than LYMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	N1ES.DE	LYMS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.64%	4.37%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	10.99%	+0.64%
Volatility (1Y) Calculated over the trailing 1-year period	16.59%	15.73%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.73%	19.91%	+0.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.73%	19.68%	+1.05%

N1ES.DE vs. LYMS.DE - Expense Ratio Comparison

N1ES.DE has a 0.25% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

N1ES.DE vs. LYMS.DE - Dividend Comparison

Neither N1ES.DE nor LYMS.DE has 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%
N1ES.DE Invesco Nasdaq-100 ESG 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%

Frequently Asked Questions

Can I hold both N1ES.DE and LYMS.DE in my portfolio?

With a correlation of 0.99, N1ES.DE and LYMS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, N1ES.DE or LYMS.DE?

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.

Which ETF is cheaper, N1ES.DE or LYMS.DE?

LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.25% for N1ES.DE.

What is the main difference between N1ES.DE and LYMS.DE?

N1ES.DE tracks Nasdaq 100® ESG, while LYMS.DE tracks Nasdaq 100®. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.25% for N1ES.DE and 0.22% for LYMS.DE.