QDVE.DE vs. LYMS.DE
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, QDVE.DE returned 26.04%/yr vs 21.41%/yr for LYMS.DE. With a 0.96 correlation, they move nearly in lockstep. QDVE.DE charges 0.15%/yr vs 0.22%/yr for LYMS.DE.
Performance
QDVE.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVE.DE achieves a 24.06% return, which is significantly higher than LYMS.DE's 20.63% return. Over the past 10 years, QDVE.DE has outperformed LYMS.DE with an annualized return of 26.04%, while LYMS.DE has yielded a comparatively lower 21.41% annualized return.
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
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%
QDVE.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.04% | 21.00% |
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 QDVE.DE and LYMS.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.96 |
The correlation between QDVE.DE and LYMS.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
QDVE.DE vs. LYMS.DE — Risk / Return Rank
QDVE.DE
LYMS.DE
QDVE.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.
| QDVE.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.77 | -0.62 |
| Martin ratioReturn relative to average drawdown | 8.31 | 11.23 | -2.92 |
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
| QDVE.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 | 1.10 | 0.94 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.19 | 1.08 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.77 | +0.30 |
Drawdowns
QDVE.DE vs. LYMS.DE - Drawdown Comparison
The maximum QDVE.DE drawdown since its inception was -31.45%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and LYMS.DE.
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Drawdown Indicators
| QDVE.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.45% | -50.00% | +18.55% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -10.02% | -5.57% |
Max Drawdown (3Y)Largest decline over 3 years | -29.83% | -26.74% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -29.83% | -31.12% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -31.45% | -31.12% | -0.33% |
Current DrawdownCurrent decline from peak | -3.08% | -0.86% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -8.78% | +2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.91% | 3.37% | +2.54% |
Volatility
QDVE.DE vs. LYMS.DE - Volatility Comparison
iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a higher volatility of 7.12% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that QDVE.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.
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Volatility by Period
| QDVE.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 4.37% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 14.85% | 10.99% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.42% | 15.73% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 19.91% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 19.68% | +2.05% |
QDVE.DE vs. LYMS.DE - Expense Ratio Comparison
QDVE.DE has a 0.15% 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%.
Dividends
QDVE.DE vs. LYMS.DE - Dividend Comparison
Neither QDVE.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% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 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
With a correlation of 0.94, QDVE.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.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.22% for LYMS.DE.
QDVE.DE is categorized as Technology Equities, while LYMS.DE is Nasdaq-100. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while LYMS.DE tracks Nasdaq 100®. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for QDVE.DE and 0.22% for LYMS.DE.
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