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DBPG.DE vs. 3DAX.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBPG.DE vs. 3DAX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) and Leverage Shares 3x Long Germany 40 ETP Securities (3DAX.DE). The values are adjusted to include any dividend payments, if applicable.

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DBPG.DE vs. 3DAX.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DBPG.DE
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C
-8.60%13.51%53.27%44.01%-15.49%
3DAX.DE
Leverage Shares 3x Long Germany 40 ETP Securities
-19.02%42.11%35.80%43.45%10.85%

Returns By Period

In the year-to-date period, DBPG.DE achieves a -8.60% return, which is significantly higher than 3DAX.DE's -19.02% return.


DBPG.DE

1D
4.05%
1M
-7.31%
YTD
-8.60%
6M
-4.02%
1Y
20.36%
3Y*
27.52%
5Y*
16.83%
10Y*
21.28%

3DAX.DE

1D
8.10%
1M
-17.91%
YTD
-19.02%
6M
-19.46%
1Y
-14.61%
3Y*
18.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBPG.DE vs. 3DAX.DE - Expense Ratio Comparison

DBPG.DE has a 0.60% expense ratio, which is lower than 3DAX.DE's 0.75% expense ratio.


Return for Risk

DBPG.DE vs. 3DAX.DE — Risk / Return Rank

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

DBPG.DE
DBPG.DE Risk / Return Rank: 2929
Overall Rank
DBPG.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DBPG.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
DBPG.DE Omega Ratio Rank: 3535
Omega Ratio Rank
DBPG.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
DBPG.DE Martin Ratio Rank: 2424
Martin Ratio Rank

3DAX.DE
3DAX.DE Risk / Return Rank: 77
Overall Rank
3DAX.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
3DAX.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
3DAX.DE Omega Ratio Rank: 99
Omega Ratio Rank
3DAX.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
3DAX.DE Martin Ratio Rank: 44
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.

DBPG.DE vs. 3DAX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) and Leverage Shares 3x Long Germany 40 ETP Securities (3DAX.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.


DBPG.DE3DAX.DEDifference

Sharpe ratio

Return per unit of total volatility

0.52

-0.27

+0.79

Sortino ratio

Return per unit of downside risk

1.01

-0.02

+1.03

Omega ratio

Gain probability vs. loss probability

1.15

1.00

+0.16

Calmar ratio

Return relative to maximum drawdown

0.83

-0.37

+1.19

Martin ratio

Return relative to average drawdown

1.97

-1.03

+3.01

DBPG.DE vs. 3DAX.DE - Sharpe Ratio Comparison

The current DBPG.DE Sharpe Ratio is 0.52, which is higher than the 3DAX.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of DBPG.DE and 3DAX.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBPG.DE3DAX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

-0.27

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.63

+0.07

Correlation

The correlation between DBPG.DE and 3DAX.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DBPG.DE vs. 3DAX.DE - Dividend Comparison

Neither DBPG.DE nor 3DAX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DBPG.DE vs. 3DAX.DE - Drawdown Comparison

The maximum DBPG.DE drawdown since its inception was -59.28%, which is greater than 3DAX.DE's maximum drawdown of -42.58%. Use the drawdown chart below to compare losses from any high point for DBPG.DE and 3DAX.DE.


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Drawdown Indicators


DBPG.DE3DAX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.28%

-42.58%

-16.70%

Max Drawdown (1Y)

Largest decline over 1 year

-24.02%

-35.67%

+11.65%

Max Drawdown (5Y)

Largest decline over 5 years

-38.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.28%

Current Drawdown

Current decline from peak

-20.29%

-27.26%

+6.97%

Average Drawdown

Average peak-to-trough decline

-9.21%

-8.86%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.01%

12.66%

-2.65%

Volatility

DBPG.DE vs. 3DAX.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) is 8.38%, while Leverage Shares 3x Long Germany 40 ETP Securities (3DAX.DE) has a volatility of 20.49%. This indicates that DBPG.DE experiences smaller price fluctuations and is considered to be less risky than 3DAX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBPG.DE3DAX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

20.49%

-12.11%

Volatility (6M)

Calculated over the trailing 6-month period

27.26%

33.90%

-6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

38.85%

54.78%

-15.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.68%

46.02%

-14.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.25%

46.02%

-13.77%