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Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ET...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
LU0411078552
Issuer
Xtrackers
Inception Date
Mar 18, 2010
Leveraged
2x
Index Tracked
S&P 500 2x Leveraged Daily Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) has returned -13.55% so far this year and 26.93% over the past 12 months. Looking at the last ten years, XS2D.L has achieved an annualized return of 21.00%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C

1D
1.56%
1M
-12.47%
YTD
-13.55%
6M
-8.15%
1Y
26.93%
3Y*
28.37%
5Y*
15.43%
10Y*
21.00%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 14, 2010, XS2D.L's average daily return is +0.11%, while the average monthly return is +1.93%. At this rate, your investment would double in approximately 3.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2011 with a return of +22.6%, while the worst month was Mar 2020 at -23.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, XS2D.L closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +17.7%, while the worst single day was Mar 12, 2020 at -19.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.89%-2.09%-12.47%-13.55%
20255.60%-7.54%-11.70%-3.43%13.96%9.95%6.26%1.70%5.68%5.40%-0.43%1.24%26.58%
20243.79%7.65%6.56%-6.82%4.56%11.19%0.44%1.87%4.46%-0.67%10.51%-3.74%45.65%
202310.98%-3.21%4.42%2.89%0.50%13.26%6.14%-3.04%-9.38%-7.06%18.45%10.36%48.87%
2022-13.02%-3.34%9.36%-15.83%-5.42%-16.12%16.56%-5.84%-15.56%11.14%3.33%-6.78%-39.09%
20210.20%4.65%8.20%10.50%1.40%3.97%4.93%6.02%-7.18%10.78%-0.23%8.08%63.03%

Benchmark Metrics

Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C has an annualized alpha of 16.85%, beta of 1.04, and R² of 0.28 versus S&P 500 Index. Calculated based on daily prices since May 17, 2010.

  • This ETF captured 218.20% of S&P 500 Index gains and 148.87% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.28 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
16.85%
Beta
1.04
0.28
Upside Capture
218.20%
Downside Capture
148.87%

Expense Ratio

XS2D.L has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XS2D.L ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


XS2D.L Risk / Return Rank: 4444
Overall Rank
XS2D.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XS2D.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
XS2D.L Omega Ratio Rank: 4646
Omega Ratio Rank
XS2D.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XS2D.L Martin Ratio Rank: 4545
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (XS2D.L) and compare them to a chosen benchmark (S&P 500 Index).


XS2D.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.90

-0.04

Sortino ratio

Return per unit of downside risk

1.32

1.39

-0.07

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.01

1.40

-0.39

Martin ratio

Return relative to average drawdown

4.46

6.61

-2.15

Explore XS2D.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C was 59.31%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.

The current Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C drawdown is 15.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.31%Feb 20, 202023Mar 23, 2020160Nov 9, 2020183
-46.01%Dec 31, 2021196Oct 12, 2022345Feb 23, 2024541
-34.83%Jan 27, 202551Apr 7, 202559Jul 3, 2025110
-33.86%Sep 24, 201866Dec 24, 2018130Jul 3, 2019196
-33.34%May 16, 201133Sep 22, 201144Mar 14, 201277

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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