PRAC.DE vs. LYMS.DE

Last updated Jun 5, 2026

PRAC.DE (Invesco Preferred Shares UCITS ETF A) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - PRAC.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corp TR EUR, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, PRAC.DE returned -0.04%/yr vs 18.88%/yr for LYMS.DE. At a 0.24 correlation, their price movements are largely independent. PRAC.DE charges 0.50%/yr vs 0.22%/yr for LYMS.DE.

Performance

PRAC.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Preferred Shares UCITS ETF A (PRAC.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

In the year-to-date period, PRAC.DE achieves a 0.60% return, which is significantly lower than LYMS.DE's 20.63% return.

PRAC.DE

• 1D: 0.12%
• 1M: 0.31%
• YTD: 0.60%
• 6M: 0.63%
• 1Y: 2.36%
• 3Y*: 4.57%
• 5Y*: -0.04%
• 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)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PRAC.DE Invesco Preferred Shares UCITS ETF A	0.60%	3.03%	4.31%	7.53%	-13.95%	-1.04%	1.51%
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	20.63%	7.15%	33.72%	51.52%	-29.87%	39.59%	27.82%

Correlation

The correlation between PRAC.DE and LYMS.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Jan 29, 2020	0.24

Return for Risk

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

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

PRAC.DE

PRAC.DE Risk / Return Rank: 20
PRAC.DE Sharpe Ratio Rank: 20
PRAC.DE Sortino Ratio Rank: 19
PRAC.DE Omega Ratio Rank: 19
PRAC.DE Calmar Ratio Rank: 19
PRAC.DE Martin Ratio Rank: 22

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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Preferred Shares UCITS ETF A (PRAC.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.

	PRAC.DE	LYMS.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.63	2.40	-1.77
Sortino ratio: Return per unit of downside risk	0.95	3.19	-2.23
Omega ratio: Gain probability vs. loss probability	1.12	1.42	-0.30
Calmar ratio: Return relative to maximum drawdown	0.76	3.77	-3.01
Martin ratio: Return relative to average drawdown	2.65	11.23	-8.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current PRAC.DE Sharpe Ratio is 0.63, which is lower than the LYMS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of PRAC.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

	PRAC.DE	LYMS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	2.40	-1.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.94	-0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.77	-0.75

Drawdowns

PRAC.DE vs. LYMS.DE - Drawdown Comparison

The maximum PRAC.DE drawdown since its inception was -17.86%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for PRAC.DE and LYMS.DE.

Drawdown Indicators

	PRAC.DE	LYMS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-17.86%	-50.00%	+32.14%
Max Drawdown (1Y) Largest decline over 1 year	-2.70%	-10.02%	+7.32%
Max Drawdown (3Y) Largest decline over 3 years	-2.70%	-26.74%	+24.04%
Max Drawdown (5Y) Largest decline over 5 years	-17.86%	-31.12%	+13.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.12%	—
Current Drawdown Current decline from peak	-1.69%	-0.86%	-0.83%
Average Drawdown Average peak-to-trough decline	-6.27%	-8.78%	+2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.78%	3.37%	-2.59%

Volatility

PRAC.DE vs. LYMS.DE - Volatility Comparison

The current volatility for Invesco Preferred Shares UCITS ETF A (PRAC.DE) is 0.99%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that PRAC.DE experiences smaller price fluctuations and is considered to be less risky than LYMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRAC.DE	LYMS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.99%	4.37%	-3.38%
Volatility (6M) Calculated over the trailing 6-month period	2.77%	10.99%	-8.22%
Volatility (1Y) Calculated over the trailing 1-year period	3.26%	15.73%	-12.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.55%	19.91%	-15.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.73%	19.68%	-14.95%

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

PRAC.DE has a 0.50% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.

Dividends

PRAC.DE vs. LYMS.DE - Dividend Comparison

Neither PRAC.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%
PRAC.DE Invesco Preferred Shares UCITS ETF A	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 PRAC.DE and LYMS.DE in my portfolio?

PRAC.DE and LYMS.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.50% for PRAC.DE.

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

PRAC.DE is categorized as European Corporate Bonds, while LYMS.DE is Nasdaq-100. PRAC.DE tracks Bloomberg Euro Corp TR EUR, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.50% for PRAC.DE and 0.22% for LYMS.DE.