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DS2P.L vs. LDGL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DS2P.L vs. LDGL.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) (DS2P.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DS2P.L is traded in GBp, while LDGL.L is traded in USD. To make them comparable, the LDGL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


DS2P.L

1D
1.26%
1M
-1.25%
6M
-1.25%
YTD
-11.43%
1Y
-10.34%
3Y*
-24.61%
5Y*
-20.24%
10Y*
-23.26%

LDGL.L

1D
0.00%
1M
0.70%
6M
11.58%
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DS2P.L vs. LDGL.L - Yearly Performance Comparison


Correlation

The correlation between DS2P.L and LDGL.L is -0.65, 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 (All Time)
Calculated using the full available price history since Jan 12, 2026

-0.65

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Return for Risk

DS2P.L vs. LDGL.L — Risk / Return Rank

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

DS2P.L
DS2P.L Risk / Return Rank: 66
Overall Rank
DS2P.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DS2P.L Sortino Ratio Rank: 77
Sortino Ratio Rank
DS2P.L Omega Ratio Rank: 77
Omega Ratio Rank
DS2P.L Calmar Ratio Rank: 66
Calmar Ratio Rank
DS2P.L Martin Ratio Rank: 55
Martin Ratio Rank

LDGL.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DS2P.L vs. LDGL.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) (DS2P.L) and L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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.


DS2P.LLDGL.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.97

Calmar ratioReturn relative to maximum drawdown

-0.38

Martin ratioReturn relative to average drawdown

-0.82

DS2P.L vs. LDGL.L - Sharpe Ratio Comparison


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Drawdowns

DS2P.L vs. LDGL.L - Drawdown Comparison

The maximum DS2P.L drawdown since its inception was -99.62%, which is greater than LDGL.L's maximum drawdown of -8.76%. Use the drawdown chart below to compare losses from any high point for DS2P.L and LDGL.L.


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Drawdown Indicators


DS2P.LLDGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.62%

-8.76%

-90.86%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

Max Drawdown (3Y)

Largest decline over 3 years

-67.63%

Max Drawdown (5Y)

Largest decline over 5 years

-78.85%

Max Drawdown (10Y)

Largest decline over 10 years

-93.76%

Current Drawdown

Current decline from peak

-99.60%

-0.40%

-99.20%

Average Drawdown

Average peak-to-trough decline

-89.22%

-2.20%

-87.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.75%

Volatility

DS2P.L vs. LDGL.L - Volatility Comparison


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Volatility by Period


DS2P.LLDGL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.55%

Volatility (6M)

Calculated over the trailing 6-month period

28.12%

Volatility (1Y)

Calculated over the trailing 1-year period

34.11%

13.76%

+20.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.75%

13.76%

+22.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.73%

13.76%

+24.97%

DS2P.L vs. LDGL.L - Expense Ratio Comparison

DS2P.L has a 0.50% expense ratio, which is higher than LDGL.L's 0.29% expense ratio.


Dividends

DS2P.L vs. LDGL.L - Dividend Comparison

DS2P.L has not paid dividends to shareholders, while LDGL.L's dividend yield for the trailing twelve months is around 1.60%.


Frequently Asked Questions


DS2P.L and LDGL.L 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, LDGL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDGL.L is cheaper with a 0.29% expense ratio, compared with 0.50% for DS2P.L.

DS2P.L is categorized as Leveraged Equities, while LDGL.L is Global Equity Income. DS2P.L tracks ShortDAX x2 Index Gross TR EUR, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. Their fees differ too: 0.50% for DS2P.L and 0.29% for LDGL.L.

Portfolio Optimizer

Find the right allocation for DS2P.L and LDGL.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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