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DES2.DE vs. DBPK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DES2.DE vs. DBPK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G DAX Daily 2x Short UCITS ETF (DES2.DE) and Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc) (DBPK.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, DES2.DE achieves a -6.55% return, which is significantly higher than DBPK.DE's -12.16% return. Over the past 10 years, DES2.DE has outperformed DBPK.DE with an annualized return of -23.52%, while DBPK.DE has yielded a comparatively lower -26.74% annualized return.


DES2.DE

1D
-0.04%
1M
-0.78%
6M
-0.76%
YTD
-6.55%
1Y
-9.77%
3Y*
-24.72%
5Y*
-20.23%
10Y*
-23.52%

DBPK.DE

1D
-0.36%
1M
2.20%
6M
-13.31%
YTD
-12.16%
1Y
-26.09%
3Y*
-25.38%
5Y*
-19.20%
10Y*
-26.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DES2.DE vs. DBPK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DES2.DE
L&G DAX Daily 2x Short UCITS ETF
-6.55%-35.92%-24.73%-28.32%8.81%-31.47%-34.46%-41.49%35.04%-25.95%
DBPK.DE
Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc)
-12.16%-34.12%-24.20%-33.54%42.87%-39.02%-53.09%-40.00%12.72%-40.55%

Correlation

The correlation between DES2.DE and DBPK.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.64

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

0.70

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

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.69

The correlation between DES2.DE and DBPK.DE has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.

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Return for Risk

DES2.DE vs. DBPK.DE — Risk / Return Rank

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

DES2.DE
DES2.DE Risk / Return Rank: 66
Overall Rank
DES2.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DES2.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DES2.DE Omega Ratio Rank: 66
Omega Ratio Rank
DES2.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DES2.DE Martin Ratio Rank: 55
Martin Ratio Rank

DBPK.DE
DBPK.DE Risk / Return Rank: 22
Overall Rank
DBPK.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DBPK.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
DBPK.DE Omega Ratio Rank: 33
Omega Ratio Rank
DBPK.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
DBPK.DE Martin Ratio Rank: 11
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.

DES2.DE vs. DBPK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G DAX Daily 2x Short UCITS ETF (DES2.DE) and Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc) (DBPK.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.


DES2.DEDBPK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

0.97

0.85

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.86

+0.47

Martin ratioReturn relative to average drawdown

-0.82

-1.51

+0.69

DES2.DE vs. DBPK.DE - Sharpe Ratio Comparison

The current DES2.DE Sharpe Ratio is -0.31, which is higher than the DBPK.DE Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of DES2.DE and DBPK.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

DES2.DE vs. DBPK.DE - Drawdown Comparison

The maximum DES2.DE drawdown since its inception was -99.34%, roughly equal to the maximum DBPK.DE drawdown of -99.58%. Use the drawdown chart below to compare losses from any high point for DES2.DE and DBPK.DE.


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Drawdown Indicators


DES2.DEDBPK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.34%

-99.58%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-30.27%

+3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-66.97%

-69.12%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-77.94%

-77.98%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-93.68%

-95.87%

+2.19%

Current Drawdown

Current decline from peak

-99.30%

-99.56%

+0.26%

Average Drawdown

Average peak-to-trough decline

-83.29%

-86.95%

+3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.43%

17.28%

-4.85%

Volatility

DES2.DE vs. DBPK.DE - Volatility Comparison

L&G DAX Daily 2x Short UCITS ETF (DES2.DE) has a higher volatility of 9.14% compared to Xtrackers S&P 500 2x Inverse Daily Swap UCITS ETF (Acc) (DBPK.DE) at 6.01%. This indicates that DES2.DE's price experiences larger fluctuations and is considered to be riskier than DBPK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DES2.DEDBPK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.14%

6.01%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

27.38%

21.07%

+6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

32.32%

26.69%

+5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.54%

35.46%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.31%

34.85%

+1.46%

DES2.DE vs. DBPK.DE - Expense Ratio Comparison

DES2.DE has a 0.50% expense ratio, which is lower than DBPK.DE's 0.70% expense ratio.


Dividends

DES2.DE vs. DBPK.DE - Dividend Comparison

Neither DES2.DE nor DBPK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DES2.DE and DBPK.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DES2.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DES2.DE is cheaper with a 0.50% expense ratio, compared with 0.70% for DBPK.DE.

DES2.DE tracks ShortDAX x2 Index, while DBPK.DE tracks S&P 500 Short Leverage (-2x) Index. They also come from different issuers: L&G and Xtrackers. Their fees differ too: 0.50% for DES2.DE and 0.70% for DBPK.DE.

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