WELM.DE vs. LYMS.DE
WELM.DE (Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - WELM.DE is a Consumer Staples Equities fund tracking the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, WELM.DE returned 0.41%/yr vs 24.71%/yr for LYMS.DE. At a 0.07 correlation, their price movements are largely independent. WELM.DE charges 0.18%/yr vs 0.22%/yr for LYMS.DE.
Performance
WELM.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WELM.DE achieves a 2.90% return, which is significantly lower than LYMS.DE's 20.63% return.
WELM.DE
- 1D
- -0.22%
- 1M
- -2.14%
- YTD
- 2.90%
- 6M
- 2.13%
- 1Y
- -3.32%
- 3Y*
- 0.41%
- 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%
WELM.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WELM.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist | 2.90% | -6.92% | 9.50% | -2.21% | 2.15% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | 33.72% | 51.52% | -8.58% |
Correlation
The correlation between WELM.DE and LYMS.DE is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022 | 0.07 |
The correlation between WELM.DE and LYMS.DE shifts across timeframes, from -0.10 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WELM.DE vs. LYMS.DE — Risk / Return Rank
WELM.DE
LYMS.DE
WELM.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.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.
| WELM.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.48 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.42 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.77 | -4.14 |
| Martin ratioReturn relative to average drawdown | -0.70 | 11.23 | -11.93 |
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
| WELM.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 2.40 | -2.67 |
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 | 0.13 | 0.77 | -0.65 |
Drawdowns
WELM.DE vs. LYMS.DE - Drawdown Comparison
The maximum WELM.DE drawdown since its inception was -13.66%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for WELM.DE and LYMS.DE.
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Drawdown Indicators
| WELM.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.66% | -50.00% | +36.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -10.02% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -13.66% | -26.74% | +13.08% |
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 | -8.92% | -0.86% | -8.06% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -8.78% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 3.37% | +2.26% |
Volatility
WELM.DE vs. LYMS.DE - Volatility Comparison
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) has a higher volatility of 5.09% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that WELM.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
| WELM.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.37% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 10.99% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 15.73% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.50% | 19.91% | -7.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.50% | 19.68% | -7.18% |
WELM.DE vs. LYMS.DE - Expense Ratio Comparison
WELM.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
WELM.DE vs. LYMS.DE - Dividend Comparison
WELM.DE's dividend yield for the trailing twelve months is around 2.27%, 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% |
WELM.DE Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist | 2.27% | 2.18% | 2.02% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WELM.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, WELM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WELM.DE is cheaper with a 0.18% expense ratio, compared with 0.22% for LYMS.DE.
WELM.DE is categorized as Consumer Staples Equities, while LYMS.DE is Nasdaq-100. WELM.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.18% for WELM.DE and 0.22% for LYMS.DE.
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