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NADQ.DE vs. LYPG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NADQ.DE vs. LYPG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NADQ.DE achieves a 20.63% return, which is significantly lower than LYPG.DE's 25.00% return. Over the past 10 years, NADQ.DE has underperformed LYPG.DE with an annualized return of 21.45%, while LYPG.DE has yielded a comparatively higher 23.74% annualized return.


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%

LYPG.DE

1D
-2.08%
1M
12.62%
YTD
25.00%
6M
23.20%
1Y
47.39%
3Y*
28.91%
5Y*
22.18%
10Y*
23.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NADQ.DE vs. LYPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
25.00%9.20%41.03%49.19%-28.32%41.72%30.66%51.20%0.61%20.65%

Correlation

The correlation between NADQ.DE and LYPG.DE is 0.95, 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.93

The correlation between NADQ.DE and LYPG.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

NADQ.DE vs. LYPG.DE — Risk / Return Rank

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

NADQ.DE
NADQ.DE Risk / Return Rank: 7272
Overall Rank
NADQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NADQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
NADQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
NADQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
NADQ.DE Martin Ratio Rank: 6464
Martin Ratio Rank

LYPG.DE
LYPG.DE Risk / Return Rank: 6464
Overall Rank
LYPG.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 6464
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4949
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.

NADQ.DE vs. LYPG.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 MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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.DELYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

3.79

3.09

+0.70

Martin ratioReturn relative to average drawdown

11.32

8.18

+3.14

NADQ.DE vs. LYPG.DE - Sharpe Ratio Comparison

The current NADQ.DE Sharpe Ratio is 2.40, which is comparable to the LYPG.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of NADQ.DE and LYPG.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.


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Sharpe Ratios by Period


NADQ.DELYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.35

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.97

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

1.10

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.02

-0.05

Drawdowns

NADQ.DE vs. LYPG.DE - Drawdown Comparison

The maximum NADQ.DE drawdown since its inception was -33.44%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for NADQ.DE and LYPG.DE.


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Drawdown Indicators


NADQ.DELYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.44%

-31.83%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-15.58%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-29.64%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-31.16%

-29.64%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-31.16%

-31.83%

+0.67%

Current Drawdown

Current decline from peak

-0.86%

-2.70%

+1.84%

Average Drawdown

Average peak-to-trough decline

-5.93%

-5.69%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

5.91%

-2.56%

Volatility

NADQ.DE vs. LYPG.DE - Volatility Comparison

The current volatility for Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) is 4.26%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.17%. This indicates that NADQ.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NADQ.DELYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

7.17%

-2.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

15.06%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.74%

20.52%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

22.56%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

21.45%

-1.91%

NADQ.DE vs. LYPG.DE - Expense Ratio Comparison

NADQ.DE has a 0.22% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.


Dividends

NADQ.DE vs. LYPG.DE - Dividend Comparison

NADQ.DE's dividend yield for the trailing twelve months is around 0.33%, while LYPG.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


With a correlation of 0.95, NADQ.DE and LYPG.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.

On fees, NADQ.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NADQ.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for LYPG.DE.

NADQ.DE is categorized as Nasdaq-100, while LYPG.DE is Technology Equities. NADQ.DE tracks Nasdaq 100®, while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.22% for NADQ.DE and 0.30% for LYPG.DE.

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