WELL.DE vs. LYMS.DE
WELL.DE (Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - WELL.DE is a Technology Equities fund tracking the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, WELL.DE returned 27.36%/yr vs 24.71%/yr for LYMS.DE. Their correlation of 0.93 suggests significant overlap in exposure. WELL.DE charges 0.18%/yr vs 0.22%/yr for LYMS.DE.
Performance
WELL.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WELL.DE having a 21.22% return and LYMS.DE slightly lower at 20.63%.
WELL.DE
- 1D
- -1.85%
- 1M
- 12.90%
- YTD
- 21.22%
- 6M
- 19.95%
- 1Y
- 44.12%
- 3Y*
- 27.36%
- 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%
WELL.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELL.DE Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist | 21.22% | 9.77% | 38.81% | 57.34% | 0.14% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | 33.72% | 51.52% | -9.07% |
Correlation
The correlation between WELL.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 | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.93 |
The correlation between WELL.DE and LYMS.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
WELL.DE vs. LYMS.DE — Risk / Return Rank
WELL.DE
LYMS.DE
WELL.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.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.
| WELL.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 3.77 | -1.05 |
| Martin ratioReturn relative to average drawdown | 7.03 | 11.23 | -4.20 |
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
| WELL.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.40 | -0.23 |
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 | 1.52 | 0.77 | +0.75 |
Drawdowns
WELL.DE vs. LYMS.DE - Drawdown Comparison
The maximum WELL.DE drawdown since its inception was -28.78%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for WELL.DE and LYMS.DE.
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Drawdown Indicators
| WELL.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.78% | -50.00% | +21.22% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -10.02% | -6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -28.78% | -26.74% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.12% | — |
Current DrawdownCurrent decline from peak | -2.72% | -0.86% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -8.78% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.26% | 3.37% | +2.89% |
Volatility
WELL.DE vs. LYMS.DE - Volatility Comparison
Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) has a higher volatility of 6.79% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that WELL.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
| WELL.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 4.37% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.75% | 10.99% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.24% | 15.73% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.20% | 19.91% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 19.68% | +2.52% |
WELL.DE vs. LYMS.DE - Expense Ratio Comparison
WELL.DE has a 0.18% 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
WELL.DE vs. LYMS.DE - Dividend Comparison
WELL.DE's dividend yield for the trailing twelve months is around 0.27%, 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% |
WELL.DE Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist | 0.27% | 0.35% | 0.36% | 0.14% | 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, WELL.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, WELL.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELL.DE is cheaper with a 0.18% expense ratio, compared with 0.22% for LYMS.DE.
WELL.DE is categorized as Technology Equities, while LYMS.DE is Nasdaq-100. WELL.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.18% for WELL.DE and 0.22% for LYMS.DE.
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