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DEL2.L vs. AUCO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEL2.L vs. AUCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DEL2.L) and L&G Gold Mining UCITS ETF (AUCO.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DEL2.L is traded in EUR, while AUCO.L is traded in USD. To make them comparable, the AUCO.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DEL2.L achieves a -1.16% return, which is significantly higher than AUCO.L's -12.66% return. Over the past 10 years, DEL2.L has outperformed AUCO.L with an annualized return of 12.72%, while AUCO.L has yielded a comparatively lower 11.56% annualized return.


DEL2.L

1D
-0.71%
1M
-0.49%
6M
-7.41%
YTD
-1.16%
1Y
-1.14%
3Y*
23.36%
5Y*
12.22%
10Y*
12.72%

AUCO.L

1D
-3.44%
1M
-13.60%
6M
-22.26%
YTD
-12.66%
1Y
49.70%
3Y*
40.27%
5Y*
22.77%
10Y*
11.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEL2.L vs. AUCO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEL2.L
L&G DAX Daily 2x Long UCITS ETF EUR (Acc)
-1.16%37.26%31.65%34.68%-27.71%30.03%-4.00%46.12%-35.64%27.78%
AUCO.L
L&G Gold Mining UCITS ETF
-12.66%148.38%25.74%11.57%-8.99%-3.40%11.69%47.39%-6.21%-3.52%

Correlation

The correlation between DEL2.L and AUCO.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.31

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

0.27

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

0.17

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

0.15

Over the past year, DEL2.L and AUCO.L have become more correlated (0.43) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

DEL2.L vs. AUCO.L — Risk / Return Rank

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

DEL2.L
DEL2.L Risk / Return Rank: 99
Overall Rank
DEL2.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DEL2.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
DEL2.L Omega Ratio Rank: 99
Omega Ratio Rank
DEL2.L Calmar Ratio Rank: 99
Calmar Ratio Rank
DEL2.L Martin Ratio Rank: 99
Martin Ratio Rank

AUCO.L
AUCO.L Risk / Return Rank: 3030
Overall Rank
AUCO.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AUCO.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
AUCO.L Omega Ratio Rank: 3131
Omega Ratio Rank
AUCO.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
AUCO.L Martin Ratio Rank: 2727
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.L vs. AUCO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DEL2.L) and L&G Gold Mining UCITS ETF (AUCO.L). 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.LAUCO.LDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.02

1.19

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.04

1.40

-1.44

Martin ratioReturn relative to average drawdown

-0.13

3.28

-3.41

DEL2.L vs. AUCO.L - Sharpe Ratio Comparison

The current DEL2.L Sharpe Ratio is -0.03, which is lower than the AUCO.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DEL2.L and AUCO.L, 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.L vs. AUCO.L - Drawdown Comparison

The maximum DEL2.L drawdown since its inception was -64.67%, smaller than the maximum AUCO.L drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for DEL2.L and AUCO.L.


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Drawdown Indicators


DEL2.LAUCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.67%

-73.63%

+8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-35.39%

+8.62%

Max Drawdown (3Y)

Largest decline over 3 years

-30.23%

-35.39%

+5.16%

Max Drawdown (5Y)

Largest decline over 5 years

-49.13%

-41.98%

-7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-64.67%

-47.20%

-17.47%

Current Drawdown

Current decline from peak

-8.15%

-34.44%

+26.29%

Average Drawdown

Average peak-to-trough decline

-16.34%

-33.80%

+17.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

15.12%

-6.44%

Volatility

DEL2.L vs. AUCO.L - Volatility Comparison

The current volatility for L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DEL2.L) is 9.31%, while L&G Gold Mining UCITS ETF (AUCO.L) has a volatility of 16.13%. This indicates that DEL2.L experiences smaller price fluctuations and is considered to be less risky than AUCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEL2.LAUCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.31%

16.13%

-6.82%

Volatility (6M)

Calculated over the trailing 6-month period

27.88%

38.35%

-10.47%

Volatility (1Y)

Calculated over the trailing 1-year period

33.04%

47.52%

-14.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.41%

36.94%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.20%

34.05%

+2.15%

DEL2.L vs. AUCO.L - Expense Ratio Comparison

DEL2.L has a 0.40% expense ratio, which is lower than AUCO.L's 0.55% expense ratio.


Dividends

DEL2.L vs. AUCO.L - Dividend Comparison

Neither DEL2.L nor AUCO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DEL2.L and AUCO.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DEL2.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEL2.L is cheaper with a 0.40% expense ratio, compared with 0.55% for AUCO.L.

DEL2.L is categorized as Leveraged Equities, while AUCO.L is Gold. DEL2.L tracks LevDAX x2 Index Gross TR EUR, while AUCO.L tracks STOXX Global Gold Miners Index. Their fees differ too: 0.40% for DEL2.L and 0.55% for AUCO.L.

Portfolio Optimizer

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