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DBPE.DE vs. TAI3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBPE.DE vs. TAI3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE) and Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBPE.DE achieves a 6.63% return, which is significantly lower than TAI3.DE's 267.48% return.


DBPE.DE

1D
1.50%
1M
7.49%
6M
6.44%
YTD
6.63%
1Y
8.95%
3Y*
28.07%
5Y*
14.53%
10Y*
15.53%

TAI3.DE

1D
0.00%
1M
-6.45%
6M
258.65%
YTD
267.48%
1Y
339.09%
3Y*
82.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBPE.DE vs. TAI3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DBPE.DE
Xtrackers LevDAX Daily Swap UCITS ETF (Acc)
6.63%41.17%32.06%35.78%6.16%
TAI3.DE
Leverage Shares 3x Long Taiwan ETP Securities
267.48%23.95%21.86%34.00%-14.96%

Correlation

The correlation between DBPE.DE and TAI3.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2022

0.49

The correlation between DBPE.DE and TAI3.DE has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.

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Return for Risk

DBPE.DE vs. TAI3.DE — Risk / Return Rank

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

DBPE.DE
DBPE.DE Risk / Return Rank: 1414
Overall Rank
DBPE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DBPE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
DBPE.DE Omega Ratio Rank: 1414
Omega Ratio Rank
DBPE.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
DBPE.DE Martin Ratio Rank: 1414
Martin Ratio Rank

TAI3.DE
TAI3.DE Risk / Return Rank: 9595
Overall Rank
TAI3.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TAI3.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
TAI3.DE Omega Ratio Rank: 9191
Omega Ratio Rank
TAI3.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
TAI3.DE Martin Ratio Rank: 9696
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.

DBPE.DE vs. TAI3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE) and Leverage Shares 3x Long Taiwan ETP Securities (TAI3.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.


DBPE.DETAI3.DEDifference
Sharpe ratioReturn per unit of total volatility

-4.17

Sortino ratioReturn per unit of downside risk

-3.02

Omega ratioGain probability vs. loss probability

1.07

1.49

-0.41

Calmar ratioReturn relative to maximum drawdown

0.37

11.35

-10.98

Martin ratioReturn relative to average drawdown

1.03

30.23

-29.20

DBPE.DE vs. TAI3.DE - Sharpe Ratio Comparison

The current DBPE.DE Sharpe Ratio is 0.28, which is lower than the TAI3.DE Sharpe Ratio of 4.45. The chart below compares the historical Sharpe Ratios of DBPE.DE and TAI3.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

DBPE.DE vs. TAI3.DE - Drawdown Comparison

The maximum DBPE.DE drawdown since its inception was -64.87%, smaller than the maximum TAI3.DE drawdown of -73.14%. Use the drawdown chart below to compare losses from any high point for DBPE.DE and TAI3.DE.


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Drawdown Indicators


DBPE.DETAI3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.87%

-73.14%

+8.27%

Max Drawdown (1Y)

Largest decline over 1 year

-24.16%

-30.10%

+5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-29.95%

-73.14%

+43.19%

Max Drawdown (5Y)

Largest decline over 5 years

-48.69%

Max Drawdown (10Y)

Largest decline over 10 years

-64.87%

Current Drawdown

Current decline from peak

-0.61%

-16.11%

+15.50%

Average Drawdown

Average peak-to-trough decline

-16.48%

-18.01%

+1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

11.37%

-2.69%

Volatility

DBPE.DE vs. TAI3.DE - Volatility Comparison

The current volatility for Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE) is 8.63%, while Leverage Shares 3x Long Taiwan ETP Securities (TAI3.DE) has a volatility of 33.76%. This indicates that DBPE.DE experiences smaller price fluctuations and is considered to be less risky than TAI3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBPE.DETAI3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

33.76%

-25.13%

Volatility (6M)

Calculated over the trailing 6-month period

26.57%

65.40%

-38.83%

Volatility (1Y)

Calculated over the trailing 1-year period

32.14%

76.97%

-44.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.31%

70.15%

-35.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.19%

70.15%

-33.96%

DBPE.DE vs. TAI3.DE - Expense Ratio Comparison

DBPE.DE has a 0.35% expense ratio, which is lower than TAI3.DE's 0.75% expense ratio.


Dividends

DBPE.DE vs. TAI3.DE - Dividend Comparison

Neither DBPE.DE nor TAI3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBPE.DE and TAI3.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBPE.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBPE.DE is cheaper with a 0.35% expense ratio, compared with 0.75% for TAI3.DE.

They also come from different issuers: Xtrackers and Leverage Shares. Their fees differ too: 0.35% for DBPE.DE and 0.75% for TAI3.DE.

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