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DEL2.DE vs. LYMZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEL2.DE vs. LYMZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G DAX Daily 2x Long UCITS ETF (DEL2.DE) and Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.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, DEL2.DE achieves a -2.20% return, which is significantly lower than LYMZ.DE's 17.27% return. Over the past 10 years, DEL2.DE has underperformed LYMZ.DE with an annualized return of 12.68%, while LYMZ.DE has yielded a comparatively higher 16.88% annualized 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%

LYMZ.DE

1D
-0.44%
1M
0.90%
6M
9.37%
YTD
17.27%
1Y
35.89%
3Y*
25.25%
5Y*
18.94%
10Y*
16.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEL2.DE vs. LYMZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEL2.DE
L&G DAX Daily 2x Long UCITS ETF
-2.20%38.93%30.47%34.91%-28.24%29.94%-5.25%52.22%-35.31%23.94%
LYMZ.DE
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF
17.27%39.84%15.20%41.50%-21.86%49.30%-15.91%65.03%-24.80%18.73%

Correlation

The correlation between DEL2.DE and LYMZ.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.92

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2009

0.94

The correlation between DEL2.DE and LYMZ.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

DEL2.DE vs. LYMZ.DE — Risk / Return Rank

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

DEL2.DE
DEL2.DE Risk / Return Rank: 99
Overall Rank
DEL2.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DEL2.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
DEL2.DE Omega Ratio Rank: 99
Omega Ratio Rank
DEL2.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
DEL2.DE Martin Ratio Rank: 99
Martin Ratio Rank

LYMZ.DE
LYMZ.DE Risk / Return Rank: 3939
Overall Rank
LYMZ.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LYMZ.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
LYMZ.DE Omega Ratio Rank: 3636
Omega Ratio Rank
LYMZ.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
LYMZ.DE Martin Ratio Rank: 4242
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.

DEL2.DE vs. LYMZ.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 EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.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.DELYMZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.02

1.21

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.05

1.69

-1.74

Martin ratioReturn relative to average drawdown

-0.14

5.57

-5.71

DEL2.DE vs. LYMZ.DE - Sharpe Ratio Comparison

The current DEL2.DE Sharpe Ratio is -0.04, which is lower than the LYMZ.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of DEL2.DE and LYMZ.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

DEL2.DE vs. LYMZ.DE - Drawdown Comparison

The maximum DEL2.DE drawdown since its inception was -65.30%, smaller than the maximum LYMZ.DE drawdown of -86.87%. Use the drawdown chart below to compare losses from any high point for DEL2.DE and LYMZ.DE.


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Drawdown Indicators


DEL2.DELYMZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.30%

-86.87%

+21.57%

Max Drawdown (1Y)

Largest decline over 1 year

-24.33%

-21.17%

-3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-29.92%

-31.42%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-48.89%

-44.27%

-4.62%

Max Drawdown (10Y)

Largest decline over 10 years

-65.30%

-63.87%

-1.43%

Current Drawdown

Current decline from peak

-8.86%

-4.70%

-4.16%

Average Drawdown

Average peak-to-trough decline

-16.56%

-50.93%

+34.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.67%

6.43%

+2.24%

Volatility

DEL2.DE vs. LYMZ.DE - Volatility Comparison

L&G DAX Daily 2x Long UCITS ETF (DEL2.DE) has a higher volatility of 9.27% compared to Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) at 8.05%. This indicates that DEL2.DE's price experiences larger fluctuations and is considered to be riskier than LYMZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEL2.DELYMZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

8.05%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

27.00%

26.65%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

32.40%

32.00%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.27%

35.00%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.07%

35.60%

+0.47%

DEL2.DE vs. LYMZ.DE - Expense Ratio Comparison

Both DEL2.DE and LYMZ.DE have an expense ratio of 0.40%.


Dividends

DEL2.DE vs. LYMZ.DE - Dividend Comparison

Neither DEL2.DE nor LYMZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DEL2.DE and LYMZ.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DEL2.DE and LYMZ.DE have the same expense ratio: 0.40% per year.

DEL2.DE tracks LevDAX x2 Index, while LYMZ.DE tracks EURO STOXX 50 Daily Leverage Index. They also come from different issuers: L&G and Amundi.

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