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DS2P.L vs. LUK2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DS2P.L vs. LUK2.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 FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DS2P.L achieves a -11.00% return, which is significantly lower than LUK2.L's 12.85% return. Over the past 10 years, DS2P.L has underperformed LUK2.L with an annualized return of -23.39%, while LUK2.L has yielded a comparatively higher 10.51% annualized return.


DS2P.L

1D
0.56%
1M
-1.79%
6M
-1.11%
YTD
-11.00%
1Y
-7.47%
3Y*
-24.32%
5Y*
-20.16%
10Y*
-23.39%

LUK2.L

1D
0.67%
1M
1.34%
6M
6.53%
YTD
12.85%
1Y
36.06%
3Y*
24.04%
5Y*
17.31%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DS2P.L vs. LUK2.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DS2P.L
L&G DAX Daily 2x Short UCITS ETF EUR (Acc)
-11.00%-29.68%-28.35%-29.73%13.75%-35.96%-31.61%-42.13%34.26%-24.13%
LUK2.L
L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc)
12.85%43.73%9.81%6.59%3.75%34.76%-30.43%32.52%-20.70%22.28%

Correlation

The correlation between DS2P.L and LUK2.L is -0.59, 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

-0.59

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

-0.60

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

-0.66

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

-0.65

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

-0.70

The correlation between DS2P.L and LUK2.L shifts across timeframes, from -0.70 (all time) to -0.59 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DS2P.L vs. LUK2.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: 88
Overall Rank
DS2P.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DS2P.L Sortino Ratio Rank: 88
Sortino Ratio Rank
DS2P.L Omega Ratio Rank: 88
Omega Ratio Rank
DS2P.L Calmar Ratio Rank: 77
Calmar Ratio Rank
DS2P.L Martin Ratio Rank: 77
Martin Ratio Rank

LUK2.L
LUK2.L Risk / Return Rank: 5757
Overall Rank
LUK2.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LUK2.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
LUK2.L Omega Ratio Rank: 6464
Omega Ratio Rank
LUK2.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
LUK2.L Martin Ratio Rank: 4646
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.

DS2P.L vs. LUK2.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 FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.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.LLUK2.LDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

0.99

1.29

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.27

1.94

-2.21

Martin ratioReturn relative to average drawdown

-0.58

5.67

-6.25

DS2P.L vs. LUK2.L - Sharpe Ratio Comparison

The current DS2P.L Sharpe Ratio is -0.22, which is lower than the LUK2.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of DS2P.L and LUK2.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

DS2P.L vs. LUK2.L - Drawdown Comparison

The maximum DS2P.L drawdown since its inception was -99.62%, which is greater than LUK2.L's maximum drawdown of -58.84%. Use the drawdown chart below to compare losses from any high point for DS2P.L and LUK2.L.


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Drawdown Indicators


DS2P.LLUK2.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.62%

-58.84%

-40.78%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-18.55%

-8.71%

Max Drawdown (3Y)

Largest decline over 3 years

-67.63%

-25.42%

-42.21%

Max Drawdown (5Y)

Largest decline over 5 years

-78.85%

-25.42%

-53.43%

Max Drawdown (10Y)

Largest decline over 10 years

-93.76%

-58.84%

-34.92%

Current Drawdown

Current decline from peak

-99.59%

-6.16%

-93.43%

Average Drawdown

Average peak-to-trough decline

-89.22%

-10.67%

-78.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.82%

6.34%

+6.48%

Volatility

DS2P.L vs. LUK2.L - Volatility Comparison

L&G DAX Daily 2x Short UCITS ETF EUR (Acc) (DS2P.L) has a higher volatility of 9.45% compared to L&G FTSE 100 Leveraged (Daily 2x) UCITS ETF GBP (Acc) (LUK2.L) at 5.83%. This indicates that DS2P.L's price experiences larger fluctuations and is considered to be riskier than LUK2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DS2P.LLUK2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.45%

5.83%

+3.62%

Volatility (6M)

Calculated over the trailing 6-month period

28.11%

19.66%

+8.45%

Volatility (1Y)

Calculated over the trailing 1-year period

34.11%

22.62%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.73%

25.60%

+11.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.73%

29.65%

+9.08%

DS2P.L vs. LUK2.L - Expense Ratio Comparison

Both DS2P.L and LUK2.L have an expense ratio of 0.50%.


Dividends

DS2P.L vs. LUK2.L - Dividend Comparison

Neither DS2P.L nor LUK2.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DS2P.L and LUK2.L have a correlation of -0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DS2P.L and LUK2.L have the same expense ratio: 0.50% per year.

DS2P.L tracks ShortDAX x2 Index Gross TR EUR, while LUK2.L tracks FTSE 100 Daily Leveraged Index.

Portfolio Optimizer

Find the right allocation for DS2P.L and LUK2.L

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