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XCMC.DE vs. LYMS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCMC.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

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

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


2026 (YTD)20252024202320222021
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

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

XCMC.DE
XCMC.DE Risk / Return Rank: 5454
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 5151
Martin Ratio Rank

LYMS.DE
LYMS.DE Risk / Return Rank: 7171
Overall Rank
LYMS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6363
Martin Ratio Rank
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.

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.DELYMS.DEDifference
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

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

The current XCMC.DE Sharpe Ratio is 1.66, which is lower than the LYMS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of XCMC.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.


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Sharpe Ratios by Period


XCMC.DELYMS.DEDifference

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.DELYMS.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.42%

-0.86%

-2.56%

Average Drawdown

Average peak-to-trough decline

-12.68%

-8.78%

-3.90%

Ulcer Index

Depth 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.DELYMS.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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