DEL2.DE vs. LVWC.DE
DEL2.DE (L&G DAX Daily 2x Long UCITS ETF) and LVWC.DE (Amundi MSCI World 2x Leveraged UCITS ETF) are both Leveraged Equities funds - DEL2.DE tracks the LevDAX x2 Index while LVWC.DE tracks the MSCI World Leveraged 2x Daily Net Index. Both are passively managed. A 0.80 correlation means they provide meaningful diversification when combined. DEL2.DE charges 0.40%/yr vs 0.60%/yr for LVWC.DE.
Performance
DEL2.DE vs. LVWC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DEL2.DE achieves a -2.20% return, which is significantly lower than LVWC.DE's 19.52% return.
DEL2.DE
- 1D
- -1.36%
- 1M
- -1.11%
- 6M
- -7.79%
- YTD
- -2.20%
- 1Y
- -1.66%
- 3Y*
- 23.05%
- 5Y*
- 12.01%
- 10Y*
- 12.68%
LVWC.DE
- 1D
- 0.28%
- 1M
- 1.22%
- 6M
- 16.91%
- YTD
- 19.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEL2.DE vs. LVWC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DEL2.DE L&G DAX Daily 2x Long UCITS ETF | -2.20% | -2.26% |
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF | 19.52% | 2.33% |
Correlation
The correlation between DEL2.DE and LVWC.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025 | 0.80 |
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Return for Risk
DEL2.DE vs. LVWC.DE — Risk / Return Rank
DEL2.DE
LVWC.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DEL2.DE vs. LVWC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G DAX Daily 2x Long UCITS ETF (DEL2.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.
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.
| DEL2.DE | LVWC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.02 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | — | — |
| Martin ratioReturn relative to average drawdown | -0.14 | — | — |
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Drawdowns
DEL2.DE vs. LVWC.DE - Drawdown Comparison
The maximum DEL2.DE drawdown since its inception was -65.30%, 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 DEL2.DE and LVWC.DE.
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Drawdown Indicators
| DEL2.DE | LVWC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.30% | -14.47% | -50.83% |
Max Drawdown (1Y)Largest decline over 1 year | -24.33% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -29.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -48.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -65.30% | — | — |
Current DrawdownCurrent decline from peak | -8.86% | -0.17% | -8.69% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -2.83% | -13.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.67% | — | — |
Volatility
DEL2.DE vs. LVWC.DE - Volatility Comparison
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Volatility by Period
| DEL2.DE | LVWC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 27.00% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.40% | 23.80% | +8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.27% | 23.80% | +10.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.07% | 23.80% | +12.27% |
DEL2.DE vs. LVWC.DE - Expense Ratio Comparison
DEL2.DE has a 0.40% expense ratio, which is lower than LVWC.DE's 0.60% expense ratio.
Dividends
DEL2.DE vs. LVWC.DE - Dividend Comparison
Neither DEL2.DE nor LVWC.DE has paid dividends to shareholders.
Frequently Asked Questions
DEL2.DE and LVWC.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DEL2.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DEL2.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for LVWC.DE.
DEL2.DE tracks LevDAX x2 Index, while LVWC.DE tracks MSCI World Leveraged 2x Daily Net Index. They also come from different issuers: L&G and Amundi. Their fees differ too: 0.40% for DEL2.DE and 0.60% for LVWC.DE.
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