DEL2.DE's Sortino Ratio of 0.18 indicates that for each unit of downside volatility, it generates 0.18 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
DEL2.DE Sortino Ratio Rank
DEL2.DE ranks above 9.4% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
DEL2.DE Sortino Ratio Market Positioning
The chart shows DEL2.DE's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.18 or lower
- Yellow zone (middle 50%): 1.18 to 2.69
- Green zone (top 25%): 2.69 or higher
- Top 1%: 13.70+
- Median: 2.04 — half of all investments score higher
How it compares to other similar ETFs
The table compares L&G DAX Daily 2x Long UCITS ETF's Sortino Ratio with other ETFs in the Leveraged Equities category across multiple time periods, showing how DEL2.DE's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| TAI3.DE | Leverage Shares 3x Long Taiwan ETP Securities | 3.32 | |||
| 18MF.DE | Amundi ETF Leveraged MSCI USA Daily UCITS ETF | 2.47 | |||
| DBPG.DE | Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C | 2.44 | |||
| 3JPN.DE | Leverage Shares 3x Long Japan ETP Securities | 2.13 | |||
| LYMZ.DE | Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF | 1.73 | |||
| DBPE.DE | Xtrackers LevDAX Daily Swap UCITS ETF (Acc) | 0.30 | |||
| LYY8.DE | Amundi LevDax Daily (2x) leveraged UCITS ETF Acc | 0.29 | |||
| DEL2.DE | L&G DAX Daily 2x Long UCITS ETF | 0.18 | |||
| 3DAX.DE | Leverage Shares 3x Long Germany 40 ETP Securities | 0.06 | |||
| MBZ3.DE | Leverage Shares 3x Long Mercedes Benz (MBG) ETP Securities | -0.60 |
Historical Sortino Ratio
The chart shows DEL2.DE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when DEL2.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does DEL2.DE fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio