DAXX.L vs. SWPPX

In the year-to-date period, DAXX.L achieves a 13.04% return, which is significantly higher than SWPPX's 4.11% return. Over the past 10 years, DAXX.L has underperformed SWPPX with an annualized return of 8.20%, while SWPPX has yielded a comparatively higher 13.04% annualized return.

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DAXX.L has a 0.15% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and Schwab S&P 500 Index Fund (SWPPX). 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.

The current DAXX.L Sharpe Ratio is 2.20, which is comparable to the SWPPX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of DAXX.L and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DAXX.L has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.18%.

The maximum DAXX.L drawdown since its inception was -35.41%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for DAXX.L and SWPPX. For additional features, visit the drawdowns tool.

Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) has a higher volatility of 4.60% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.19%. This indicates that DAXX.L's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.