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2MU.L vs. DS2P.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2MU.L vs. DS2P.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 2x Micron Technology ETC GBP (2MU.L) and L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DS2P.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2MU.L achieves a 620.93% return, which is significantly higher than DS2P.L's -11.43% return.


2MU.L

1D
0.00%
1M
-24.57%
6M
461.59%
YTD
620.93%
1Y
3,375.34%
3Y*
286.17%
5Y*
94.59%
10Y*

DS2P.L

1D
1.26%
1M
-1.25%
6M
-1.25%
YTD
-11.43%
1Y
-10.34%
3Y*
-24.61%
5Y*
-20.24%
10Y*
-23.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2MU.L vs. DS2P.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
2MU.L
Leverage Shares 2x Micron Technology ETC GBP
620.93%550.25%-30.59%142.95%-76.42%45.29%65.67%
DS2P.L
L&G DAX Daily 2x Short UCITS ETF EUR (Acc)
-11.43%-29.68%-28.35%-29.73%13.75%-35.96%-24.21%

Correlation

The correlation between 2MU.L and DS2P.L is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.35

Correlation (3Y)
Calculated over the trailing 3-year period

-0.35

Correlation (5Y)
Calculated over the trailing 5-year period

-0.39

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

-0.39

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Return for Risk

2MU.L vs. DS2P.L — Risk / Return Rank

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

2MU.L
2MU.L Risk / Return Rank: 9898
Overall Rank
2MU.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
2MU.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
2MU.L Omega Ratio Rank: 9696
Omega Ratio Rank
2MU.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
2MU.L Martin Ratio Rank: 9999
Martin Ratio Rank

DS2P.L
DS2P.L Risk / Return Rank: 66
Overall Rank
DS2P.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DS2P.L Sortino Ratio Rank: 77
Sortino Ratio Rank
DS2P.L Omega Ratio Rank: 77
Omega Ratio Rank
DS2P.L Calmar Ratio Rank: 66
Calmar Ratio Rank
DS2P.L Martin Ratio Rank: 55
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.

2MU.L vs. DS2P.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Micron Technology ETC GBP (2MU.L) and L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DS2P.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


2MU.LDS2P.LDifference
Sharpe ratioReturn per unit of total volatility

+22.28

Sortino ratioReturn per unit of downside risk

+5.90

Omega ratioGain probability vs. loss probability

1.70

0.97

+0.72

Calmar ratioReturn relative to maximum drawdown

63.45

-0.38

+63.83

Martin ratioReturn relative to average drawdown

202.07

-0.82

+202.89

2MU.L vs. DS2P.L - Sharpe Ratio Comparison

The current 2MU.L Sharpe Ratio is 21.98, which is higher than the DS2P.L Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of 2MU.L and DS2P.L, 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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Drawdowns

2MU.L vs. DS2P.L - Drawdown Comparison

The maximum 2MU.L drawdown since its inception was -89.16%, smaller than the maximum DS2P.L drawdown of -99.62%. Use the drawdown chart below to compare losses from any high point for 2MU.L and DS2P.L.


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Drawdown Indicators


2MU.LDS2P.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.16%

-99.62%

+10.46%

Max Drawdown (1Y)

Largest decline over 1 year

-53.20%

-27.26%

-25.94%

Max Drawdown (3Y)

Largest decline over 3 years

-89.16%

-67.63%

-21.53%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

-78.85%

-10.31%

Max Drawdown (10Y)

Largest decline over 10 years

-93.76%

Current Drawdown

Current decline from peak

-37.25%

-99.60%

+62.35%

Average Drawdown

Average peak-to-trough decline

-44.30%

-89.22%

+44.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.70%

12.75%

+3.95%

Volatility

2MU.L vs. DS2P.L - Volatility Comparison

Leverage Shares 2x Micron Technology ETC GBP (2MU.L) has a higher volatility of 57.95% compared to L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DS2P.L) at 9.55%. This indicates that 2MU.L's price experiences larger fluctuations and is considered to be riskier than DS2P.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2MU.LDS2P.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

57.95%

9.55%

+48.40%

Volatility (6M)

Calculated over the trailing 6-month period

111.41%

28.12%

+83.29%

Volatility (1Y)

Calculated over the trailing 1-year period

153.58%

34.11%

+119.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.50%

36.75%

+74.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

105.70%

38.73%

+66.97%

2MU.L vs. DS2P.L - Expense Ratio Comparison

2MU.L has a 0.75% expense ratio, which is higher than DS2P.L's 0.50% expense ratio.


Dividends

2MU.L vs. DS2P.L - Dividend Comparison

Neither 2MU.L nor DS2P.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2MU.L and DS2P.L have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DS2P.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DS2P.L is cheaper with a 0.50% expense ratio, compared with 0.75% for 2MU.L.

2MU.L tracks iSTOXX Leveraged 2X MU Index, while DS2P.L tracks ShortDAX x2 Index Gross TR EUR. They also come from different issuers: Leverage Shares and L&G. Their fees differ too: 0.75% for 2MU.L and 0.50% for DS2P.L.

Portfolio Optimizer

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