QYLE.DE vs. LYMS.DE

Last updated Jun 5, 2026

QYLE.DE (Global X Nasdaq 100 Covered Call UCITS ETF D) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both Nasdaq-100 funds - QYLE.DE tracks the Cboe Nasdaq-100 BuyWrite while LYMS.DE tracks the Nasdaq 100®. Both are passively managed. Over the past 3 years, QYLE.DE returned 12.74%/yr vs 24.71%/yr for LYMS.DE. A 0.68 correlation means they provide meaningful diversification when combined. QYLE.DE charges 0.45%/yr vs 0.22%/yr for LYMS.DE.

Performance

QYLE.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.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, QYLE.DE achieves a 6.53% return, which is significantly lower than LYMS.DE's 20.63% return.

QYLE.DE

• 1D: -1.00%
• 1M: 2.37%
• YTD: 6.53%
• 6M: 7.35%
• 1Y: 16.23%
• 3Y*: 12.74%
• 5Y*: —
• 10Y*: —

LYMS.DE

• 1D: -0.86%
• 1M: 9.25%
• YTD: 20.63%
• 6M: 19.42%
• 1Y: 37.94%
• 3Y*: 24.71%
• 5Y*: 18.88%
• 10Y*: 21.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D	6.53%	-7.62%	37.36%	30.02%	-5.59%
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	20.63%	7.15%	33.72%	51.52%	-10.95%

Correlation

The correlation between QYLE.DE and LYMS.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (All Time) Calculated using the full available price history since Nov 24, 2022	0.68

The correlation between QYLE.DE and LYMS.DE has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

Return for Risk

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

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

QYLE.DE

QYLE.DE Risk / Return Rank: 57
QYLE.DE Sharpe Ratio Rank: 50
QYLE.DE Sortino Ratio Rank: 49
QYLE.DE Omega Ratio Rank: 49
QYLE.DE Calmar Ratio Rank: 78
QYLE.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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.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.

	QYLE.DE	LYMS.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.68	2.40	-0.72
Sortino ratio: Return per unit of downside risk	2.35	3.19	-0.83
Omega ratio: Gain probability vs. loss probability	1.30	1.42	-0.12
Calmar ratio: Return relative to maximum drawdown	3.87	3.77	+0.10
Martin ratio: Return relative to average drawdown	10.46	11.23	-0.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current QYLE.DE Sharpe Ratio is 1.68, which is lower than the LYMS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of QYLE.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

	QYLE.DE	LYMS.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	2.40	-0.72
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	1.16	0.77	+0.39

Drawdowns

QYLE.DE vs. LYMS.DE - Drawdown Comparison

The maximum QYLE.DE drawdown since its inception was -24.06%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for QYLE.DE and LYMS.DE.

Drawdown Indicators

	QYLE.DE	LYMS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-24.06%	-50.00%	+25.94%
Max Drawdown (1Y) Largest decline over 1 year	-4.17%	-10.02%	+5.85%
Max Drawdown (3Y) Largest decline over 3 years	-24.06%	-26.74%	+2.68%
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	-5.04%	-0.86%	-4.18%
Average Drawdown Average peak-to-trough decline	-5.68%	-8.78%	+3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.55%	3.37%	-1.82%

Volatility

QYLE.DE vs. LYMS.DE - Volatility Comparison

The current volatility for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) is 2.32%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that QYLE.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

	QYLE.DE	LYMS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.32%	4.37%	-2.05%
Volatility (6M) Calculated over the trailing 6-month period	6.14%	10.99%	-4.85%
Volatility (1Y) Calculated over the trailing 1-year period	9.63%	15.73%	-6.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.25%	19.91%	-6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.25%	19.68%	-6.43%

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

QYLE.DE has a 0.45% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.

Dividends

QYLE.DE vs. LYMS.DE - Dividend Comparison

QYLE.DE's dividend yield for the trailing twelve months is around 8.84%, 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%
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D	8.84%	10.67%	15.00%	20.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

QYLE.DE and LYMS.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.45% for QYLE.DE.

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

QYLE.DE tracks Cboe Nasdaq-100 BuyWrite, while LYMS.DE tracks Nasdaq 100®. They also come from different issuers: Global X and Amundi. Their fees differ too: 0.45% for QYLE.DE and 0.22% for LYMS.DE.