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

Performance

XNDX.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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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XNDX.DE vs. LYMS.DE - Yearly Performance Comparison


2026 (YTD)2025
XNDX.DE
Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD
-4.23%-4.86%
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
-4.21%11.38%

Returns By Period

The year-to-date returns for both investments are quite close, with XNDX.DE having a -4.23% return and LYMS.DE slightly higher at -4.21%.


XNDX.DE

1D
2.54%
1M
-2.46%
YTD
-4.23%
6M
-1.18%
1Y
3Y*
5Y*
10Y*

LYMS.DE

1D
2.56%
1M
-2.43%
YTD
-4.21%
6M
-1.24%
1Y
16.33%
3Y*
20.56%
5Y*
13.55%
10Y*
18.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XNDX.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%.


Return for Risk

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

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

XNDX.DE

LYMS.DE
LYMS.DE Risk / Return Rank: 4545
Overall Rank
LYMS.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 4040
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 4646
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


XNDX.DELYMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

0.71

-1.06

Correlation

The correlation between XNDX.DE and LYMS.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XNDX.DE vs. LYMS.DE - Dividend Comparison

XNDX.DE's dividend yield for the trailing twelve months is around 0.12%, while LYMS.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XNDX.DE
Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD
0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

XNDX.DE vs. LYMS.DE - Drawdown Comparison

The maximum XNDX.DE drawdown since its inception was -20.11%, smaller than the maximum LYMS.DE drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for XNDX.DE and LYMS.DE.


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Drawdown Indicators


XNDX.DELYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-50.00%

+29.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

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

-17.95%

-7.56%

-10.39%

Average Drawdown

Average peak-to-trough decline

-11.71%

-8.85%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

Volatility

XNDX.DE vs. LYMS.DE - Volatility Comparison


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Volatility by Period


XNDX.DELYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

20.80%

+13.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.49%

19.92%

+14.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.49%

19.70%

+14.79%