DBPG.DE vs. LVWC.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C (DBPG.DE) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE).

DBPG.DE and LVWC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBPG.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 Index. It was launched on Mar 18, 2010. LVWC.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World Leveraged 2x Daily Net Index. It was launched on Sep 30, 2025. Both DBPG.DE and LVWC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DBPG.DE vs. LVWC.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 Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE). The values are adjusted to include any dividend payments, if applicable.

DBPG.DE vs. LVWC.DE - Yearly Performance Comparison

	2026 (YTD)	2025
DBPG.DE Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C	-8.58%	2.42%
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	-5.88%	2.68%

Returns By Period

In the year-to-date period, DBPG.DE achieves a -8.58% return, which is significantly lower than LVWC.DE's -5.88% return.

DBPG.DE

• 1D: 0.02%
• 1M: -5.78%
• YTD: -8.58%
• 6M: -4.55%
• 1Y: 19.76%
• 3Y*: 27.14%
• 5Y*: 16.83%
• 10Y*: 21.23%

LVWC.DE

• 1D: -0.34%
• 1M: -4.92%
• YTD: -5.88%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DBPG.DE vs. LVWC.DE - Expense Ratio Comparison

Both DBPG.DE and LVWC.DE have an expense ratio of 0.60%.

DBPG.DE

Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C

LVWC.DE

Amundi MSCI World 2x Leveraged UCITS ETF

Return for Risk

DBPG.DE vs. LVWC.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: 32
DBPG.DE Sharpe Ratio Rank: 26
DBPG.DE Sortino Ratio Rank: 31
DBPG.DE Omega Ratio Rank: 34
DBPG.DE Calmar Ratio Rank: 40
DBPG.DE Martin Ratio Rank: 29

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. LVWC.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 Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.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.DE	LVWC.DE	Difference
Sharpe ratio Return per unit of total volatility	0.51	—	—
Sortino ratio Return per unit of downside risk	0.99	—	—
Omega ratio Gain probability vs. loss probability	1.15	—	—
Calmar ratio Return relative to maximum drawdown	1.34	—	—
Martin ratio Return relative to average drawdown	3.24	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DBPG.DE	LVWC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	—	—
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	-0.29	+1.00

Correlation

The correlation between DBPG.DE and LVWC.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DBPG.DE vs. LVWC.DE - Dividend Comparison

Neither DBPG.DE nor LVWC.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DBPG.DE vs. LVWC.DE - Drawdown Comparison

The maximum DBPG.DE drawdown since its inception was -59.28%, which is greater than LVWC.DE's maximum drawdown of -14.47%. Use the drawdown chart below to compare losses from any high point for DBPG.DE and LVWC.DE.

Drawdown Indicators

	DBPG.DE	LVWC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-59.28%	-14.47%	-44.81%
Max Drawdown (1Y) Largest decline over 1 year	-23.87%	—	—
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	-20.27%	-9.72%	-10.55%
Average Drawdown Average peak-to-trough decline	-9.21%	-3.50%	-5.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.90%	—	—

Volatility

Volatility by Period

	DBPG.DE	LVWC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	27.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	38.78%	24.04%	+14.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.67%	24.04%	+7.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.24%	24.04%	+8.20%