VOOL.DE vs. LYMS.DE
VOOL.DE (Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - VOOL.DE is a Volatility fund tracking the S&P 500 VIX Futures Roll Enhanced TR, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, VOOL.DE returned -26.18%/yr vs 21.41%/yr for LYMS.DE. At a correlation of -0.49, they often move in opposite directions. VOOL.DE charges 0.60%/yr vs 0.22%/yr for LYMS.DE.
Performance
VOOL.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VOOL.DE achieves a 2.95% return, which is significantly lower than LYMS.DE's 20.63% return. Over the past 10 years, VOOL.DE has underperformed LYMS.DE with an annualized return of -26.18%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
VOOL.DE
- 1D
- -0.59%
- 1M
- -1.68%
- YTD
- 2.95%
- 6M
- -3.26%
- 1Y
- -17.45%
- 3Y*
- -28.39%
- 5Y*
- -26.95%
- 10Y*
- -26.18%
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%
VOOL.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOOL.DE Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc | 2.95% | -25.96% | -26.51% | -52.19% | -7.88% | -38.71% | 42.44% | -35.38% | 30.69% | -63.80% |
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 VOOL.DE and LYMS.DE is -0.48, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2012 | -0.49 |
The correlation between VOOL.DE and LYMS.DE has been stable across timeframes, ranging from -0.55 to -0.48 - a consistent structural relationship.
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Return for Risk
VOOL.DE vs. LYMS.DE — Risk / Return Rank
VOOL.DE
LYMS.DE
VOOL.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.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.
| VOOL.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.06 | ||
| Sortino ratioReturn per unit of downside risk | -4.00 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.42 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 3.77 | -4.47 |
| Martin ratioReturn relative to average drawdown | -1.14 | 11.23 | -12.37 |
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
| VOOL.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 2.40 | -3.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.67 | 0.94 | -1.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.59 | 1.08 | -1.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | 0.77 | -1.41 |
Drawdowns
VOOL.DE vs. LYMS.DE - Drawdown Comparison
The maximum VOOL.DE drawdown since its inception was -98.72%, which is greater than LYMS.DE's maximum drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and LYMS.DE.
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Drawdown Indicators
| VOOL.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.72% | -50.00% | -48.72% |
Max Drawdown (1Y)Largest decline over 1 year | -25.83% | -10.02% | -15.81% |
Max Drawdown (3Y)Largest decline over 3 years | -64.28% | -26.74% | -37.54% |
Max Drawdown (5Y)Largest decline over 5 years | -82.72% | -31.12% | -51.60% |
Max Drawdown (10Y)Largest decline over 10 years | -96.48% | -31.12% | -65.36% |
Current DrawdownCurrent decline from peak | -98.63% | -0.86% | -97.77% |
Average DrawdownAverage peak-to-trough decline | -83.36% | -8.78% | -74.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 3.37% | +12.44% |
Volatility
VOOL.DE vs. LYMS.DE - Volatility Comparison
The current volatility for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) is 3.79%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 4.37%. This indicates that VOOL.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
| VOOL.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 4.37% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 20.77% | 10.99% | +9.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.21% | 15.73% | +11.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 19.91% | +20.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.00% | 19.68% | +24.32% |
VOOL.DE vs. LYMS.DE - Expense Ratio Comparison
VOOL.DE has a 0.60% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
VOOL.DE vs. LYMS.DE - Dividend Comparison
Neither VOOL.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% |
VOOL.DE Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc | 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
VOOL.DE and LYMS.DE have a correlation of -0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
LYMS.DE is cheaper with a 0.22% expense ratio, compared with 0.60% for VOOL.DE.
VOOL.DE is categorized as Volatility, while LYMS.DE is Nasdaq-100. VOOL.DE tracks S&P 500 VIX Futures Roll Enhanced TR, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.60% for VOOL.DE and 0.22% for LYMS.DE.
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