DX2D.DE vs. F50A.DE
DX2D.DE (Xtrackers LPX Private Equity Swap UCITS ETF (Acc)) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - DX2D.DE tracks the LPX Major Market Index while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, DX2D.DE returned -17.90% vs 24.10% for F50A.DE. A 0.71 correlation means they provide meaningful diversification when combined. DX2D.DE charges 0.70%/yr vs 0.05%/yr for F50A.DE.
Performance
DX2D.DE vs. F50A.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2D.DE achieves a -15.03% return, which is significantly lower than F50A.DE's 12.09% return.
DX2D.DE
- 1D
- -0.28%
- 1M
- 2.67%
- 6M
- -14.96%
- YTD
- -15.03%
- 1Y
- -17.90%
- 3Y*
- 7.36%
- 5Y*
- 3.27%
- 10Y*
- 10.70%
F50A.DE
- 1D
- 0.00%
- 1M
- 1.12%
- 6M
- 12.69%
- YTD
- 12.09%
- 1Y
- 24.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DX2D.DE vs. F50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DX2D.DE Xtrackers LPX Private Equity Swap UCITS ETF (Acc) | -15.03% | -10.95% | -2.00% |
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 12.09% | 8.58% | -1.22% |
Correlation
The correlation between DX2D.DE and F50A.DE is 0.62, 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 | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2024 | 0.71 |
The correlation between DX2D.DE and F50A.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
DX2D.DE vs. F50A.DE — Risk / Return Rank
DX2D.DE
F50A.DE
DX2D.DE vs. F50A.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers LPX Private Equity Swap UCITS ETF (Acc) (DX2D.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.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.
| DX2D.DE | F50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.35 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 1.47 | -2.12 |
| Martin ratioReturn relative to average drawdown | -1.16 | 2.61 | -3.77 |
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Drawdowns
DX2D.DE vs. F50A.DE - Drawdown Comparison
The maximum DX2D.DE drawdown since its inception was -76.50%, which is greater than F50A.DE's maximum drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for DX2D.DE and F50A.DE.
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Drawdown Indicators
| DX2D.DE | F50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.50% | -21.49% | -55.01% |
Max Drawdown (1Y)Largest decline over 1 year | -27.39% | -16.39% | -11.00% |
Max Drawdown (3Y)Largest decline over 3 years | -35.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.24% | — | — |
Current DrawdownCurrent decline from peak | -30.56% | -2.28% | -28.28% |
Average DrawdownAverage peak-to-trough decline | -15.75% | -7.44% | -8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.43% | 9.23% | +6.20% |
Volatility
DX2D.DE vs. F50A.DE - Volatility Comparison
Xtrackers LPX Private Equity Swap UCITS ETF (Acc) (DX2D.DE) has a higher volatility of 5.46% compared to Amundi Prime Global UCITS ETF Accumulating (F50A.DE) at 3.24%. This indicates that DX2D.DE's price experiences larger fluctuations and is considered to be riskier than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2D.DE | F50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 3.24% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 8.31% | +8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.70% | 24.40% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.49% | 22.54% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.02% | 22.54% | +0.48% |
DX2D.DE vs. F50A.DE - Expense Ratio Comparison
DX2D.DE has a 0.70% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.
Dividends
DX2D.DE vs. F50A.DE - Dividend Comparison
Neither DX2D.DE nor F50A.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2D.DE and F50A.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.70% for DX2D.DE.
DX2D.DE tracks LPX Major Market Index, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.70% for DX2D.DE and 0.05% for F50A.DE.
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