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DXSN.DE vs. DBPD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSN.DE vs. DBPD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ShortDAX Daily Swap UCITS ETF (Acc) (DXSN.DE) and Xtrackers ShortDAX x2 Daily Swap UCITS ETF (Acc) (DBPD.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, DXSN.DE achieves a -4.46% return, which is significantly higher than DBPD.DE's -11.42% return. Over the past 10 years, DXSN.DE has outperformed DBPD.DE with an annualized return of -11.19%, while DBPD.DE has yielded a comparatively lower -24.22% annualized return.


DXSN.DE

1D
-0.77%
1M
-3.54%
6M
-4.36%
YTD
-4.46%
1Y
-5.37%
3Y*
-11.18%
5Y*
-8.40%
10Y*
-11.19%

DBPD.DE

1D
-1.45%
1M
-7.46%
6M
-11.30%
YTD
-11.42%
1Y
-14.87%
3Y*
-25.37%
5Y*
-20.25%
10Y*
-24.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSN.DE vs. DBPD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSN.DE
Xtrackers ShortDAX Daily Swap UCITS ETF (Acc)
-4.46%-17.17%-10.34%-12.80%7.55%-16.40%-14.50%-22.67%17.84%-13.51%
DBPD.DE
Xtrackers ShortDAX x2 Daily Swap UCITS ETF (Acc)
-11.42%-35.14%-23.51%-28.08%9.77%-31.09%-33.90%-40.89%36.84%-25.87%

Correlation

The correlation between DXSN.DE and DBPD.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.99

The correlation between DXSN.DE and DBPD.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

DXSN.DE vs. DBPD.DE — Risk / Return Rank

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

DXSN.DE
DXSN.DE Risk / Return Rank: 66
Overall Rank
DXSN.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DXSN.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
DXSN.DE Omega Ratio Rank: 66
Omega Ratio Rank
DXSN.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DXSN.DE Martin Ratio Rank: 55
Martin Ratio Rank

DBPD.DE
DBPD.DE Risk / Return Rank: 55
Overall Rank
DBPD.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DBPD.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
DBPD.DE Omega Ratio Rank: 55
Omega Ratio Rank
DBPD.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
DBPD.DE Martin Ratio Rank: 33
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.

DXSN.DE vs. DBPD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ShortDAX Daily Swap UCITS ETF (Acc) (DXSN.DE) and Xtrackers ShortDAX x2 Daily Swap UCITS ETF (Acc) (DBPD.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.


DXSN.DEDBPD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

0.96

0.94

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.40

-0.57

+0.17

Martin ratioReturn relative to average drawdown

-0.92

-1.28

+0.35

DXSN.DE vs. DBPD.DE - Sharpe Ratio Comparison

The current DXSN.DE Sharpe Ratio is -0.33, which is comparable to the DBPD.DE Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of DXSN.DE and DBPD.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

DXSN.DE vs. DBPD.DE - Drawdown Comparison

The maximum DXSN.DE drawdown since its inception was -92.04%, smaller than the maximum DBPD.DE drawdown of -99.15%. Use the drawdown chart below to compare losses from any high point for DXSN.DE and DBPD.DE.


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Drawdown Indicators


DXSN.DEDBPD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.04%

-99.15%

+7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-26.16%

+12.77%

Max Drawdown (3Y)

Largest decline over 3 years

-37.00%

-65.57%

+28.57%

Max Drawdown (5Y)

Largest decline over 5 years

-46.93%

-76.93%

+30.00%

Max Drawdown (10Y)

Largest decline over 10 years

-69.91%

-93.94%

+24.03%

Current Drawdown

Current decline from peak

-92.04%

-99.15%

+7.11%

Average Drawdown

Average peak-to-trough decline

-67.57%

-82.62%

+15.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

11.61%

-5.81%

Volatility

DXSN.DE vs. DBPD.DE - Volatility Comparison

The current volatility for Xtrackers ShortDAX Daily Swap UCITS ETF (Acc) (DXSN.DE) is 4.41%, while Xtrackers ShortDAX x2 Daily Swap UCITS ETF (Acc) (DBPD.DE) has a volatility of 8.90%. This indicates that DXSN.DE experiences smaller price fluctuations and is considered to be less risky than DBPD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSN.DEDBPD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

8.90%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.54%

27.00%

-13.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.23%

32.27%

-16.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

34.36%

-17.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

36.24%

-18.14%

DXSN.DE vs. DBPD.DE - Expense Ratio Comparison

DXSN.DE has a 0.40% expense ratio, which is lower than DBPD.DE's 0.60% expense ratio.


Dividends

DXSN.DE vs. DBPD.DE - Dividend Comparison

Neither DXSN.DE nor DBPD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, DXSN.DE and DBPD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

DXSN.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for DBPD.DE.

DXSN.DE tracks ShortDAX Index, while DBPD.DE tracks ShortDAX Leverage (2x) Index. Their fees differ too: 0.40% for DXSN.DE and 0.60% for DBPD.DE.

Portfolio Optimizer

Find the right allocation for DXSN.DE and DBPD.DE

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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