XCMC.DE vs. LYMS.DE
XCMC.DE (Xtrackers Bloomberg Commodity Swap UCITS ETF 1C) and LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) are both exchange-traded funds - XCMC.DE is a Commodities fund tracking the Bloomberg Commodity 3 Month Forward, while LYMS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, XCMC.DE returned 11.29%/yr vs 24.71%/yr for LYMS.DE. At a 0.11 correlation, their price movements are largely independent. XCMC.DE charges 0.19%/yr vs 0.22%/yr for LYMS.DE.
Performance
XCMC.DE vs. LYMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCMC.DE achieves a 28.51% return, which is significantly higher than LYMS.DE's 20.63% return.
XCMC.DE
- 1D
- -1.20%
- 1M
- -1.31%
- YTD
- 28.51%
- 6M
- 19.96%
- 1Y
- 29.14%
- 3Y*
- 11.29%
- 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%
XCMC.DE vs. LYMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XCMC.DE Xtrackers Bloomberg Commodity Swap UCITS ETF 1C | 28.51% | -2.66% | 11.92% | -9.34% | 24.84% | -11.32% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 20.63% | 7.15% | 33.72% | 51.52% | -29.87% | 3.90% |
Correlation
The correlation between XCMC.DE and LYMS.DE is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.11 |
The correlation between XCMC.DE and LYMS.DE shifts across timeframes, from 0.03 (1 year) to 0.14 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XCMC.DE vs. LYMS.DE — Risk / Return Rank
XCMC.DE
LYMS.DE
XCMC.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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.
| XCMC.DE | LYMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 3.77 | -0.05 |
| Martin ratioReturn relative to average drawdown | 8.44 | 11.23 | -2.80 |
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
| XCMC.DE | LYMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.40 | -0.74 |
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 | 0.44 | 0.77 | -0.33 |
Drawdowns
XCMC.DE vs. LYMS.DE - Drawdown Comparison
The maximum XCMC.DE drawdown since its inception was -22.91%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for XCMC.DE and LYMS.DE.
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Drawdown Indicators
| XCMC.DE | LYMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -50.00% | +27.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -10.02% | +2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -14.82% | -26.74% | +11.92% |
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 | -3.42% | -0.86% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -12.68% | -8.78% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.37% | +0.08% |
Volatility
XCMC.DE vs. LYMS.DE - Volatility Comparison
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) has a higher volatility of 4.94% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.37%. This indicates that XCMC.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
| XCMC.DE | LYMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.37% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 10.99% | +4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.48% | 15.73% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 19.91% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 19.68% | -2.35% |
XCMC.DE vs. LYMS.DE - Expense Ratio Comparison
XCMC.DE has a 0.19% 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
XCMC.DE vs. LYMS.DE - Dividend Comparison
Neither XCMC.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% |
XCMC.DE Xtrackers Bloomberg Commodity Swap UCITS ETF 1C | 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
XCMC.DE and LYMS.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCMC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCMC.DE is cheaper with a 0.19% expense ratio, compared with 0.22% for LYMS.DE.
XCMC.DE is categorized as Commodities, while LYMS.DE is Nasdaq-100. XCMC.DE tracks Bloomberg Commodity 3 Month Forward, while LYMS.DE tracks Nasdaq 100®. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.19% for XCMC.DE and 0.22% for LYMS.DE.
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