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DAXX.L vs. XIACY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Different Trading Currencies

DAXX.L is traded in GBp, while XIACY is traded in USD. To make them comparable, the XIACY values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DAXX.L achieves a 0.50% return, which is significantly higher than XIACY's -30.23% return.


DAXX.L

1D
0.65%
1M
-0.09%
YTD
0.50%
6M
2.40%
1Y
4.76%
3Y*
15.60%
5Y*
9.26%
10Y*
9.91%

XIACY

1D
-3.21%
1M
-11.57%
YTD
-30.23%
6M
-36.38%
1Y
-48.86%
3Y*
32.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAXX.L vs. XIACY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DAXX.L
Lyxor DAX (DR) UCITS ETF - Acc
0.50%28.48%13.18%17.11%-7.69%-1.25%
XIACY
Xiaomi Corporation
-30.23%7.02%121.97%38.46%-35.57%-31.42%

Correlation

The correlation between DAXX.L and XIACY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2021

0.22

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Return for Risk

DAXX.L vs. XIACY — Risk / Return Rank

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

DAXX.L
DAXX.L Risk / Return Rank: 1414
Overall Rank
DAXX.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DAXX.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
DAXX.L Omega Ratio Rank: 1414
Omega Ratio Rank
DAXX.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
DAXX.L Martin Ratio Rank: 1515
Martin Ratio Rank

XIACY
XIACY Risk / Return Rank: 44
Overall Rank
XIACY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
XIACY Sortino Ratio Rank: 22
Sortino Ratio Rank
XIACY Omega Ratio Rank: 44
Omega Ratio Rank
XIACY Calmar Ratio Rank: 77
Calmar Ratio Rank
XIACY Martin Ratio Rank: 77
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.

DAXX.L vs. XIACY - Risk-Adjusted Trends 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.


DAXX.LXIACYDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+2.67

Omega ratioGain probability vs. loss probability

1.07

0.77

+0.30

Calmar ratioReturn relative to maximum drawdown

0.39

-0.90

+1.29

Martin ratioReturn relative to average drawdown

1.26

-1.48

+2.74

DAXX.L vs. XIACY - Sharpe Ratio Comparison

The current DAXX.L Sharpe Ratio is 0.34, which is higher than the XIACY Sharpe Ratio of -1.29. The chart below compares the historical Sharpe Ratios of DAXX.L and XIACY, 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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Sharpe Ratios by Period


DAXX.LXIACYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

-1.29

+1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.01

+0.47

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 -64.23%. Use the drawdown chart below to compare losses from any high point for DAXX.L and XIACY.


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Drawdown Indicators


DAXX.LXIACYDifference

Max Drawdown

Largest peak-to-trough decline

-35.41%

-64.23%

+28.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-54.64%

+41.72%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-55.78%

+41.89%

Max Drawdown (5Y)

Largest decline over 5 years

-23.43%

Max Drawdown (10Y)

Largest decline over 10 years

-35.41%

Current Drawdown

Current decline from peak

-3.20%

-55.78%

+52.58%

Average Drawdown

Average peak-to-trough decline

-6.82%

-36.25%

+29.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

32.97%

-28.91%

Volatility

DAXX.L vs. XIACY - Volatility Comparison

The current volatility for Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) is 4.74%, while Xiaomi Corporation (XIACY) has a volatility of 10.97%. 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.


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Volatility by Period


DAXX.LXIACYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

10.97%

-6.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

26.31%

-13.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

38.09%

-22.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

45.41%

-28.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

45.41%

-27.39%

Dividends

DAXX.L vs. XIACY - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DAXX.L and XIACY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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