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DES2.DE vs. LSK7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DES2.DE vs. LSK7.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 Amundi EURO STOXX 50 Daily (-1x) Inverse UCITS ETF (Acc) (LSK7.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 LSK7.DE's -9.09% return. Over the past 10 years, DES2.DE has underperformed LSK7.DE with an annualized return of -23.52%, while LSK7.DE has yielded a comparatively higher -11.83% 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%

LSK7.DE

1D
0.30%
1M
-0.45%
6M
-5.90%
YTD
-9.09%
1Y
-15.40%
3Y*
-10.55%
5Y*
-10.35%
10Y*
-11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DES2.DE vs. LSK7.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%
LSK7.DE
Amundi EURO STOXX 50 Daily (-1x) Inverse UCITS ETF (Acc)
-9.09%-16.53%-5.05%-15.07%3.40%-21.96%-8.93%-25.83%9.60%-11.79%

Correlation

The correlation between DES2.DE and LSK7.DE is 0.90, 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

0.90

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

0.91

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2009

0.91

The correlation between DES2.DE and LSK7.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

DES2.DE vs. LSK7.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

LSK7.DE
LSK7.DE Risk / Return Rank: 22
Overall Rank
LSK7.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
LSK7.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
LSK7.DE Omega Ratio Rank: 33
Omega Ratio Rank
LSK7.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
LSK7.DE Martin Ratio Rank: 22
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. LSK7.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 Amundi EURO STOXX 50 Daily (-1x) Inverse UCITS ETF (Acc) (LSK7.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.DELSK7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

0.97

0.85

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.76

+0.37

Martin ratioReturn relative to average drawdown

-0.82

-1.39

+0.57

DES2.DE vs. LSK7.DE - Sharpe Ratio Comparison

The current DES2.DE Sharpe Ratio is -0.31, which is higher than the LSK7.DE Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of DES2.DE and LSK7.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. LSK7.DE - Drawdown Comparison

The maximum DES2.DE drawdown since its inception was -99.34%, which is greater than LSK7.DE's maximum drawdown of -87.99%. Use the drawdown chart below to compare losses from any high point for DES2.DE and LSK7.DE.


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Drawdown Indicators


DES2.DELSK7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.34%

-87.99%

-11.35%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-20.24%

-6.05%

Max Drawdown (3Y)

Largest decline over 3 years

-66.97%

-37.05%

-29.92%

Max Drawdown (5Y)

Largest decline over 5 years

-77.94%

-48.91%

-29.03%

Max Drawdown (10Y)

Largest decline over 10 years

-93.68%

-72.69%

-20.99%

Current Drawdown

Current decline from peak

-99.30%

-87.70%

-11.60%

Average Drawdown

Average peak-to-trough decline

-83.29%

-58.96%

-24.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.43%

11.08%

+1.35%

Volatility

DES2.DE vs. LSK7.DE - Volatility Comparison

L&G DAX Daily 2x Short UCITS ETF (DES2.DE) has a higher volatility of 9.14% compared to Amundi EURO STOXX 50 Daily (-1x) Inverse UCITS ETF (Acc) (LSK7.DE) at 4.00%. This indicates that DES2.DE's price experiences larger fluctuations and is considered to be riskier than LSK7.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.DELSK7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.14%

4.00%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

27.38%

13.48%

+13.90%

Volatility (1Y)

Calculated over the trailing 1-year period

32.32%

16.04%

+16.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.54%

17.53%

+17.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.31%

17.89%

+18.42%

DES2.DE vs. LSK7.DE - Expense Ratio Comparison

DES2.DE has a 0.50% expense ratio, which is higher than LSK7.DE's 0.40% expense ratio.


Dividends

DES2.DE vs. LSK7.DE - Dividend Comparison

Neither DES2.DE nor LSK7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DES2.DE and LSK7.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LSK7.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LSK7.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for DES2.DE.

DES2.DE tracks ShortDAX x2 Index, while LSK7.DE tracks EURO STOXX 50 Daily Inverse Index. They also come from different issuers: L&G and Amundi. Their fees differ too: 0.50% for DES2.DE and 0.40% for LSK7.DE.

Portfolio Optimizer

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