NADQ.DE vs. LYMS.DE
NADQ.DE (Amundi Nasdaq-100 II UCITS ETF Dist) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both Nasdaq-100 funds from Amundi tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, NADQ.DE returned 21.45%/yr vs 21.41%/yr for LYMS.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.22% expense ratio.
Performance
NADQ.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with NADQ.DE at 20.63% and LYMS.DE at 20.63%. Both investments have delivered pretty close results over the past 10 years, with NADQ.DE having a 21.45% annualized return and LYMS.DE not far behind at 21.41%.
NADQ.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.75%
- 1Y
- 37.21%
- 3Y*
- 24.74%
- 5Y*
- 18.92%
- 10Y*
- 21.45%
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%
NADQ.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 20.63% | 7.04% | 34.07% | 51.46% | -29.91% | 39.75% | 34.72% | 43.03% | 3.29% | 15.73% |
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 NADQ.DE and LYMS.DE is 1.00 - 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 | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2008 | 0.94 |
The correlation between NADQ.DE and LYMS.DE has been stable across timeframes, ranging from 0.94 to 1.00 - a consistent structural relationship.
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Return for Risk
NADQ.DE vs. LYMS.DE — Risk / Return Rank
NADQ.DE
LYMS.DE
NADQ.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.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.
| NADQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 3.77 | +0.03 |
| Martin ratioReturn relative to average drawdown | 11.32 | 11.23 | +0.09 |
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
| NADQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.40 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.94 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 1.08 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.77 | +0.20 |
Drawdowns
NADQ.DE vs. LYMS.DE - Drawdown Comparison
The maximum NADQ.DE drawdown since its inception was -33.44%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for NADQ.DE and LYMS.DE.
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Drawdown Indicators
| NADQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.44% | -50.00% | +16.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -10.02% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -26.74% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -31.16% | -31.12% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -31.16% | -31.12% | -0.04% |
Current DrawdownCurrent decline from peak | -0.86% | -0.86% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -8.78% | +2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.37% | -0.02% |
Volatility
NADQ.DE vs. LYMS.DE - Volatility Comparison
Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) have volatilities of 4.26% and 4.37%, 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
| NADQ.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.37% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 10.99% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 15.73% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 19.91% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 19.68% | -0.14% |
NADQ.DE vs. LYMS.DE - Expense Ratio Comparison
Both NADQ.DE and LYMS.DE have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
NADQ.DE vs. LYMS.DE - Dividend Comparison
NADQ.DE's dividend yield for the trailing twelve months is around 0.33%, 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% |
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 0.33% | 0.40% | 0.55% | 0.40% | 0.79% | 0.51% | 0.40% | 0.54% | 0.63% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, NADQ.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.
Both ETFs have the same 0.22% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
NADQ.DE and LYMS.DE have the same expense ratio: 0.22% per year.
Both ETFs track Nasdaq 100®.
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