TIUP.DE vs. LYMS.DE
TIUP.DE (Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - TIUP.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, TIUP.DE returned 1.79%/yr vs 18.88%/yr for LYMS.DE. At a 0.15 correlation, their price movements are largely independent. TIUP.DE charges 0.09%/yr vs 0.22%/yr for LYMS.DE.
Performance
TIUP.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TIUP.DE achieves a 2.64% return, which is significantly lower than LYMS.DE's 20.63% return.
TIUP.DE
- 1D
- -0.03%
- 1M
- 1.08%
- YTD
- 2.64%
- 6M
- 1.25%
- 1Y
- 3.07%
- 3Y*
- 0.91%
- 5Y*
- 1.79%
- 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%
TIUP.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIUP.DE Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist | 2.64% | -5.20% | 7.69% | -0.05% | -7.05% | 14.77% | 1.01% | 11.25% | 3.10% | -10.26% |
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% | 6.17% |
Correlation
The correlation between TIUP.DE and LYMS.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2017 | 0.15 |
The correlation between TIUP.DE and LYMS.DE shifts across timeframes, from 0.09 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TIUP.DE vs. LYMS.DE — Risk / Return Rank
TIUP.DE
LYMS.DE
TIUP.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.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.
| TIUP.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.42 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 3.77 | -3.12 |
| Martin ratioReturn relative to average drawdown | 1.72 | 11.23 | -9.51 |
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
| TIUP.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 2.40 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.94 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.77 | -0.57 |
Drawdowns
TIUP.DE vs. LYMS.DE - Drawdown Comparison
The maximum TIUP.DE drawdown since its inception was -15.80%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for TIUP.DE and LYMS.DE.
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Drawdown Indicators
| TIUP.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -50.00% | +34.20% |
Max Drawdown (1Y)Largest decline over 1 year | -4.19% | -10.02% | +5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -10.91% | -26.74% | +15.83% |
Max Drawdown (5Y)Largest decline over 5 years | -15.26% | -31.12% | +15.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.12% | — |
Current DrawdownCurrent decline from peak | -8.51% | -0.86% | -7.65% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -8.78% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.37% | -1.77% |
Volatility
TIUP.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.DE) is 0.97%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that TIUP.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.
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Volatility by Period
| TIUP.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 4.37% | -3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 10.99% | -6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 15.73% | -9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.38% | 19.91% | -11.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.07% | 19.68% | -11.61% |
TIUP.DE vs. LYMS.DE - Expense Ratio Comparison
TIUP.DE has a 0.09% 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
TIUP.DE vs. LYMS.DE - Dividend Comparison
TIUP.DE's dividend yield for the trailing twelve months is around 0.94%, 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% |
TIUP.DE Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist | 0.94% | 0.96% | 0.85% | 0.67% | 0.72% | 0.46% | 0.58% | 0.66% | 0.67% | 0.72% | 0.00% | 0.00% |
Frequently Asked Questions
TIUP.DE and LYMS.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIUP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIUP.DE is cheaper with a 0.09% expense ratio, compared with 0.22% for LYMS.DE.
TIUP.DE is categorized as Inflation-Protected Bonds, while LYMS.DE is Nasdaq-100. TIUP.DE tracks Bloomberg US Government Inflation-Linked Bond, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.09% for TIUP.DE and 0.22% for LYMS.DE.
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