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DES2.L vs. HTWG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DES2.L vs. HTWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DES2.L) and L&G Hydrogen Economy UCITS ETF (HTWG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DES2.L is traded in EUR, while HTWG.L is traded in GBp. To make them comparable, the HTWG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DES2.L achieves a -5.68% return, which is significantly lower than HTWG.L's 34.19% return.


DES2.L

1D
0.93%
1M
-0.95%
6M
-0.56%
YTD
-5.68%
1Y
-9.69%
3Y*
-24.55%
5Y*
-20.32%
10Y*
-23.54%

HTWG.L

1D
-1.92%
1M
-8.28%
6M
20.51%
YTD
34.19%
1Y
63.54%
3Y*
13.80%
5Y*
0.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DES2.L vs. HTWG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DES2.L
L&G DAX Daily 2x Short UCITS ETF EUR (Acc)
-5.68%-36.17%-25.21%-28.29%7.83%-27.40%
HTWG.L
L&G Hydrogen Economy UCITS ETF
34.19%23.87%-2.22%-6.56%-33.17%-27.05%

Correlation

The correlation between DES2.L and HTWG.L is -0.51, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.51

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

-0.55

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

-0.61

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2021

-0.60

The correlation between DES2.L and HTWG.L has been stable across timeframes, ranging from -0.61 to -0.51 - a consistent structural relationship.

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Return for Risk

DES2.L vs. HTWG.L — Risk / Return Rank

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

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

HTWG.L
HTWG.L Risk / Return Rank: 6868
Overall Rank
HTWG.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HTWG.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
HTWG.L Omega Ratio Rank: 6565
Omega Ratio Rank
HTWG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
HTWG.L Martin Ratio Rank: 5757
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.L vs. HTWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DES2.L) and L&G Hydrogen Economy UCITS ETF (HTWG.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.


DES2.LHTWG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

0.97

1.33

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.37

3.33

-3.70

Martin ratioReturn relative to average drawdown

-0.80

9.00

-9.80

DES2.L vs. HTWG.L - Sharpe Ratio Comparison

The current DES2.L Sharpe Ratio is -0.30, which is lower than the HTWG.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of DES2.L and HTWG.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

DES2.L vs. HTWG.L - Drawdown Comparison

The maximum DES2.L drawdown since its inception was -99.57%, which is greater than HTWG.L's maximum drawdown of -64.30%. Use the drawdown chart below to compare losses from any high point for DES2.L and HTWG.L.


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Drawdown Indicators


DES2.LHTWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.57%

-64.30%

-35.27%

Max Drawdown (1Y)

Largest decline over 1 year

-25.84%

-19.00%

-6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-66.96%

-31.14%

-35.82%

Max Drawdown (5Y)

Largest decline over 5 years

-78.04%

-57.04%

-21.00%

Max Drawdown (10Y)

Largest decline over 10 years

-93.66%

Current Drawdown

Current decline from peak

-99.55%

-25.96%

-73.59%

Average Drawdown

Average peak-to-trough decline

-87.79%

-43.53%

-44.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.11%

7.04%

+5.07%

Volatility

DES2.L vs. HTWG.L - Volatility Comparison

The current volatility for L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DES2.L) is 9.28%, while L&G Hydrogen Economy UCITS ETF (HTWG.L) has a volatility of 11.02%. This indicates that DES2.L experiences smaller price fluctuations and is considered to be less risky than HTWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DES2.LHTWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

11.02%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

26.99%

21.97%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

32.03%

31.36%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.22%

27.14%

+7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.12%

27.25%

+8.87%

DES2.L vs. HTWG.L - Expense Ratio Comparison

DES2.L has a 0.60% expense ratio, which is higher than HTWG.L's 0.49% expense ratio.


Dividends

DES2.L vs. HTWG.L - Dividend Comparison

Neither DES2.L nor HTWG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DES2.L and HTWG.L have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HTWG.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HTWG.L is cheaper with a 0.49% expense ratio, compared with 0.60% for DES2.L.

DES2.L is categorized as Inverse Equities, while HTWG.L is Alternative Energy Equities. DES2.L tracks ShortDAX x2 Index Gross TR EUR, while HTWG.L tracks Solactive Hydrogen Economy Index NTR. Their fees differ too: 0.60% for DES2.L and 0.49% for HTWG.L.

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