WDNR.DE vs. LYMS.DE
WDNR.DE (Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - WDNR.DE is a Energy Equities fund tracking the Bloomberg BioEnergy ESG, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, WDNR.DE returned 6.68%/yr vs 21.41%/yr for LYMS.DE. At a 0.30 correlation, their price movements are largely independent. WDNR.DE charges 0.35%/yr vs 0.22%/yr for LYMS.DE.
Performance
WDNR.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WDNR.DE achieves a 32.56% return, which is significantly higher than LYMS.DE's 20.63% return. Over the past 10 years, WDNR.DE has underperformed LYMS.DE with an annualized return of 6.68%, while LYMS.DE has yielded a comparatively higher 21.41% annualized return.
WDNR.DE
- 1D
- -1.19%
- 1M
- 2.71%
- YTD
- 32.56%
- 6M
- 30.08%
- 1Y
- 52.59%
- 3Y*
- 8.76%
- 5Y*
- 15.63%
- 10Y*
- 6.68%
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%
WDNR.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDNR.DE Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc | 32.56% | 10.93% | -16.29% | -1.60% | 53.34% | 50.49% | -37.73% | 13.17% | -12.36% | -8.17% |
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 WDNR.DE and LYMS.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 7, 2010 | 0.30 |
Over the past year, the correlation between WDNR.DE and LYMS.DE has dropped to 0.10 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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Return for Risk
WDNR.DE vs. LYMS.DE — Risk / Return Rank
WDNR.DE
LYMS.DE
WDNR.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.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.
| WDNR.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.42 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.91 | 3.77 | +2.14 |
| Martin ratioReturn relative to average drawdown | 24.02 | 11.23 | +12.79 |
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
| WDNR.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.01 | 2.40 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.94 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 1.08 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.77 | -0.52 |
Drawdowns
WDNR.DE vs. LYMS.DE - Drawdown Comparison
The maximum WDNR.DE drawdown since its inception was -62.27%, 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 WDNR.DE and LYMS.DE.
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Drawdown Indicators
| WDNR.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.27% | -50.00% | -12.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -10.02% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -34.75% | -26.74% | -8.01% |
Max Drawdown (5Y)Largest decline over 5 years | -40.22% | -31.12% | -9.10% |
Max Drawdown (10Y)Largest decline over 10 years | -61.84% | -31.12% | -30.72% |
Current DrawdownCurrent decline from peak | -1.19% | -0.86% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -16.70% | -8.78% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 3.37% | -1.19% |
Volatility
WDNR.DE vs. LYMS.DE - Volatility Comparison
Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE) has a higher volatility of 4.95% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that WDNR.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
| WDNR.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.37% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 10.99% | +2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 15.73% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.68% | 19.91% | +2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.02% | 19.68% | +7.34% |
WDNR.DE vs. LYMS.DE - Expense Ratio Comparison
WDNR.DE has a 0.35% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.
Dividends
WDNR.DE vs. LYMS.DE - Dividend Comparison
Neither WDNR.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% |
WDNR.DE Amundi Global BioEnergy ESG Screened UCITS ETF EUR 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
WDNR.DE and LYMS.DE have a correlation of 0.10, 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 0.35% for WDNR.DE.
WDNR.DE is categorized as Energy Equities, while LYMS.DE is Nasdaq-100. WDNR.DE tracks Bloomberg BioEnergy ESG, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.35% for WDNR.DE and 0.22% for LYMS.DE.
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