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DBPD.DE vs. LYQL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBPD.DE vs. LYQL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ShortDAX x2 Daily Swap UCITS ETF (Acc) (DBPD.DE) and Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with DBPD.DE having a -11.42% return and LYQL.DE slightly higher at -11.31%. Both investments have delivered pretty close results over the past 10 years, with DBPD.DE having a -24.22% annualized return and LYQL.DE not far behind at -24.43%.


DBPD.DE

1D
-1.45%
1M
-7.46%
6M
-11.30%
YTD
-11.42%
1Y
-14.87%
3Y*
-25.37%
5Y*
-20.25%
10Y*
-24.22%

LYQL.DE

1D
-1.53%
1M
-7.52%
6M
-11.31%
YTD
-11.31%
1Y
-14.67%
3Y*
-25.51%
5Y*
-20.46%
10Y*
-24.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBPD.DE vs. LYQL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBPD.DE
Xtrackers ShortDAX x2 Daily Swap UCITS ETF (Acc)
-11.42%-35.14%-23.51%-28.08%9.77%-31.09%-33.90%-40.89%36.84%-25.87%
LYQL.DE
Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc)
-11.31%-35.38%-23.89%-28.00%9.49%-31.50%-34.43%-41.46%35.68%-25.44%

Correlation

The correlation between DBPD.DE and LYQL.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

0.99

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2010

0.98

The correlation between DBPD.DE and LYQL.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

DBPD.DE vs. LYQL.DE — Risk / Return Rank

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

DBPD.DE
DBPD.DE Risk / Return Rank: 55
Overall Rank
DBPD.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DBPD.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
DBPD.DE Omega Ratio Rank: 55
Omega Ratio Rank
DBPD.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
DBPD.DE Martin Ratio Rank: 33
Martin Ratio Rank

LYQL.DE
LYQL.DE Risk / Return Rank: 55
Overall Rank
LYQL.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
LYQL.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
LYQL.DE Omega Ratio Rank: 66
Omega Ratio Rank
LYQL.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
LYQL.DE Martin Ratio Rank: 33
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.

DBPD.DE vs. LYQL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ShortDAX x2 Daily Swap UCITS ETF (Acc) (DBPD.DE) and Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.DE). 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.


DBPD.DELYQL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

0.94

0.95

0.00

Calmar ratioReturn relative to maximum drawdown

-0.57

-0.56

-0.01

Martin ratioReturn relative to average drawdown

-1.28

-1.26

-0.02

DBPD.DE vs. LYQL.DE - Sharpe Ratio Comparison

The current DBPD.DE Sharpe Ratio is -0.46, which is comparable to the LYQL.DE Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of DBPD.DE and LYQL.DE, 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

DBPD.DE vs. LYQL.DE - Drawdown Comparison

The maximum DBPD.DE drawdown since its inception was -99.15%, roughly equal to the maximum LYQL.DE drawdown of -99.14%. Use the drawdown chart below to compare losses from any high point for DBPD.DE and LYQL.DE.


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Drawdown Indicators


DBPD.DELYQL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.15%

-99.14%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-26.16%

-26.22%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-65.57%

-66.11%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-76.93%

-77.13%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-93.94%

-94.10%

+0.16%

Current Drawdown

Current decline from peak

-99.15%

-99.14%

-0.01%

Average Drawdown

Average peak-to-trough decline

-82.62%

-83.00%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.61%

11.60%

+0.01%

Volatility

DBPD.DE vs. LYQL.DE - Volatility Comparison

Xtrackers ShortDAX x2 Daily Swap UCITS ETF (Acc) (DBPD.DE) and Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.DE) have volatilities of 8.90% and 8.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBPD.DELYQL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

8.89%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

27.00%

26.96%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

32.27%

32.22%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.36%

34.39%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.24%

36.22%

+0.02%

DBPD.DE vs. LYQL.DE - Expense Ratio Comparison

Both DBPD.DE and LYQL.DE have an expense ratio of 0.60%.


Dividends

DBPD.DE vs. LYQL.DE - Dividend Comparison

Neither DBPD.DE nor LYQL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, DBPD.DE and LYQL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DBPD.DE and LYQL.DE have the same expense ratio: 0.60% per year.

Both ETFs track ShortDAX Leverage (2x) Index. They also come from different issuers: Xtrackers and Amundi.

Portfolio Optimizer

Find the right allocation for DBPD.DE and LYQL.DE

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