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DAXX.L vs. XIACY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DAXX.L and XIACY is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

DAXX.L vs. XIACY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and Xiaomi Corporation (XIACY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
16.71%
154.04%
DAXX.L
XIACY

Key characteristics

Sharpe Ratio

DAXX.L:

2.23

XIACY:

5.30

Sortino Ratio

DAXX.L:

3.05

XIACY:

5.06

Omega Ratio

DAXX.L:

1.38

XIACY:

1.65

Calmar Ratio

DAXX.L:

3.27

XIACY:

4.32

Martin Ratio

DAXX.L:

9.44

XIACY:

28.18

Ulcer Index

DAXX.L:

2.88%

XIACY:

8.72%

Daily Std Dev

DAXX.L:

12.27%

XIACY:

46.44%

Max Drawdown

DAXX.L:

-35.41%

XIACY:

-70.71%

Current Drawdown

DAXX.L:

0.00%

XIACY:

-3.03%

Returns By Period

In the year-to-date period, DAXX.L achieves a 10.79% return, which is significantly lower than XIACY's 26.08% return.


DAXX.L

YTD

10.79%

1M

8.23%

6M

20.60%

1Y

25.69%

5Y*

9.37%

10Y*

7.92%

XIACY

YTD

26.08%

1M

29.88%

6M

154.03%

1Y

243.21%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DAXX.L vs. XIACY — Risk-Adjusted Performance Rank

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

DAXX.L
The Risk-Adjusted Performance Rank of DAXX.L is 8484
Overall Rank
The Sharpe Ratio Rank of DAXX.L is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DAXX.L is 8787
Sortino Ratio Rank
The Omega Ratio Rank of DAXX.L is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DAXX.L is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DAXX.L is 7373
Martin Ratio Rank

XIACY
The Risk-Adjusted Performance Rank of XIACY is 9898
Overall Rank
The Sharpe Ratio Rank of XIACY is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XIACY is 9898
Sortino Ratio Rank
The Omega Ratio Rank of XIACY is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XIACY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of XIACY is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DAXX.L vs. XIACY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and Xiaomi Corporation (XIACY). 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.


Sharpe ratio
The chart of Sharpe ratio for DAXX.L, currently valued at 1.59, compared to the broader market0.002.004.001.594.83
The chart of Sortino ratio for DAXX.L, currently valued at 2.19, compared to the broader market0.005.0010.002.194.80
The chart of Omega ratio for DAXX.L, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.62
The chart of Calmar ratio for DAXX.L, currently valued at 2.88, compared to the broader market0.005.0010.0015.0020.002.883.99
The chart of Martin ratio for DAXX.L, currently valued at 6.89, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.8925.14
DAXX.L
XIACY

The current DAXX.L Sharpe Ratio is 2.23, which is lower than the XIACY Sharpe Ratio of 5.30. The chart below compares the historical Sharpe Ratios of DAXX.L and XIACY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
1.59
4.83
DAXX.L
XIACY

Dividends

DAXX.L vs. XIACY - Dividend Comparison

Neither DAXX.L nor XIACY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DAXX.L vs. XIACY - Drawdown Comparison

The maximum DAXX.L drawdown since its inception was -35.41%, smaller than the maximum XIACY drawdown of -70.71%. Use the drawdown chart below to compare losses from any high point for DAXX.L and XIACY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February0
-3.03%
DAXX.L
XIACY

Volatility

DAXX.L vs. XIACY - Volatility Comparison

The current volatility for Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) is 4.04%, while Xiaomi Corporation (XIACY) has a volatility of 13.42%. This indicates that DAXX.L experiences smaller price fluctuations and is considered to be less risky than XIACY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.04%
13.42%
DAXX.L
XIACY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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