WGES.DE vs. LYMS.DE

Last updated Jul 22, 2026

WGES.DE (Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - WGES.DE is a Global Equities fund tracking the MSCI World SRI Filtered PAB Index, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past year, WGES.DE returned 22.30% vs 29.07% for LYMS.DE. Their correlation of 0.81 suggests significant overlap in exposure. WGES.DE charges 0.18%/yr vs 0.22%/yr for LYMS.DE.

Performance

WGES.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WGES.DE achieves a 14.97% return, which is significantly lower than LYMS.DE's 17.86% return.

WGES.DE

• 1D: 0.00%
• 1M: -1.54%
• 6M: 11.96%
• YTD: 14.97%
• 1Y: 22.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.01%

LYMS.DE

• 1D: 0.97%
• 1M: -3.62%
• 6M: 18.72%
• YTD: 17.86%
• 1Y: 29.07%
• 3Y*: 22.93%
• 5Y*: 15.66%
• 10Y*: 20.34%
• ALL TIME*: 14.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WGES.DE vs. LYMS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist	14.97%	2.20%	12.55%
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc	17.86%	7.15%	28.98%

Correlation

The correlation between WGES.DE and LYMS.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (All Time) Calculated using the full available price history since Feb 2, 2024	0.81

The correlation between WGES.DE and LYMS.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

Return for Risk

WGES.DE vs. LYMS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WGES.DE

WGES.DE Risk / Return Rank: 69
WGES.DE Sharpe Ratio Rank: 67
WGES.DE Sortino Ratio Rank: 68
WGES.DE Omega Ratio Rank: 65
WGES.DE Calmar Ratio Rank: 72
WGES.DE Martin Ratio Rank: 74

LYMS.DE

LYMS.DE Risk / Return Rank: 69
LYMS.DE Sharpe Ratio Rank: 71
LYMS.DE Sortino Ratio Rank: 67
LYMS.DE Omega Ratio Rank: 67
LYMS.DE Calmar Ratio Rank: 76
LYMS.DE Martin Ratio Rank: 63

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WGES.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WGES.DE	LYMS.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.70	-0.05
Sortino ratio: Return per unit of downside risk	2.39	2.33	+0.07
Omega ratio: Gain probability vs. loss probability	1.30	1.30	0.00
Calmar ratio: Return relative to maximum drawdown	2.76	2.89	-0.13
Martin ratio: Return relative to average drawdown	10.09	8.24	+1.86

WGES.DE vs. LYMS.DE - Sharpe Ratio Comparison

The current WGES.DE Sharpe Ratio is 1.65, which is comparable to the LYMS.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of WGES.DE and LYMS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WGES.DE vs. LYMS.DE - Drawdown Comparison

The maximum WGES.DE drawdown since its inception was -22.15%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for WGES.DE and LYMS.DE.

Drawdown Indicators

	WGES.DE	LYMS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.15%	-50.00%	+27.85%
Max Drawdown (1Y) Largest decline over 1 year	-8.04%	-10.02%	+1.98%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.11%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.11%	—
Current Drawdown Current decline from peak	-3.40%	-3.64%	+0.24%
Average Drawdown Average peak-to-trough decline	-3.80%	-8.69%	+4.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	3.52%	-1.32%

Volatility

WGES.DE vs. LYMS.DE - Volatility Comparison

The current volatility for Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.DE) is 4.50%, while Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a volatility of 6.17%. This indicates that WGES.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.

Volatility by Period

	WGES.DE	LYMS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.50%	6.17%	-1.67%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	12.61%	-2.24%
Volatility (1Y) Calculated over the trailing 1-year period	13.44%	16.99%	-3.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.04%	20.12%	-5.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.04%	19.78%	-4.74%

WGES.DE vs. LYMS.DE - Expense Ratio Comparison

WGES.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

WGES.DE vs. LYMS.DE - Dividend Comparison

WGES.DE's dividend yield for the trailing twelve months is around 1.17%, 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%
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist	1.17%	1.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WGES.DE and LYMS.DE in my portfolio?

WGES.DE and LYMS.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WGES.DE or LYMS.DE?

On fees, WGES.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WGES.DE or LYMS.DE?

WGES.DE is cheaper with a 0.18% expense ratio, compared with 0.22% for LYMS.DE.

What is the main difference between WGES.DE and LYMS.DE?

WGES.DE is categorized as Global Equities, while LYMS.DE is Nasdaq-100. WGES.DE tracks MSCI World SRI Filtered PAB Index, while LYMS.DE tracks Nasdaq 100®. Their fees differ too: 0.18% for WGES.DE and 0.22% for LYMS.DE.