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DXSN.DE vs. SMST.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSN.DE vs. SMST.L - 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 Leverage Shares -3x Short MicroStrategy ETP (SMST.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DXSN.DE is traded in EUR, while SMST.L is traded in GBP. To make them comparable, the SMST.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DXSN.DE achieves a -0.64% return, which is significantly higher than SMST.L's -52.37% return.


DXSN.DE

1D
0.43%
1M
0.75%
6M
2.30%
YTD
-0.64%
1Y
0.11%
3Y*
-9.89%
5Y*
-7.78%
10Y*
-10.40%

SMST.L

1D
0.00%
1M
46.30%
6M
-30.09%
YTD
-52.37%
1Y
340.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSN.DE vs. SMST.L - Yearly Performance Comparison


2026 (YTD)20252024
DXSN.DE
Xtrackers ShortDAX Daily Swap UCITS ETF (Acc)
-0.64%-17.17%-1.39%
SMST.L
Leverage Shares -3x Short MicroStrategy ETP
-52.37%8,677.32%-94.96%

Correlation

The correlation between DXSN.DE and SMST.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2024

0.32

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Return for Risk

DXSN.DE vs. SMST.L — 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: 1010
Overall Rank
DXSN.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DXSN.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
DXSN.DE Omega Ratio Rank: 1010
Omega Ratio Rank
DXSN.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
DXSN.DE Martin Ratio Rank: 1111
Martin Ratio Rank

SMST.L
SMST.L Risk / Return Rank: 7171
Overall Rank
SMST.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SMST.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
SMST.L Omega Ratio Rank: 7979
Omega Ratio Rank
SMST.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
SMST.L Martin Ratio Rank: 5050
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. SMST.L - 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 Leverage Shares -3x Short MicroStrategy ETP (SMST.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.


DXSN.DESMST.LDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

1.02

1.35

-0.34

Calmar ratioReturn relative to maximum drawdown

0.01

3.66

-3.65

Martin ratioReturn relative to average drawdown

0.02

6.48

-6.46

DXSN.DE vs. SMST.L - Sharpe Ratio Comparison

The current DXSN.DE Sharpe Ratio is 0.01, which is lower than the SMST.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of DXSN.DE and SMST.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

DXSN.DE vs. SMST.L - Drawdown Comparison

The maximum DXSN.DE drawdown since its inception was -92.05%, smaller than the maximum SMST.L drawdown of -97.97%. Use the drawdown chart below to compare losses from any high point for DXSN.DE and SMST.L.


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Drawdown Indicators


DXSN.DESMST.LDifference

Max Drawdown

Largest peak-to-trough decline

-92.05%

-97.97%

+5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-93.20%

+79.71%

Max Drawdown (3Y)

Largest decline over 3 years

-37.07%

Max Drawdown (5Y)

Largest decline over 5 years

-46.99%

Max Drawdown (10Y)

Largest decline over 10 years

-68.30%

Current Drawdown

Current decline from peak

-91.72%

-88.67%

-3.05%

Average Drawdown

Average peak-to-trough decline

-67.62%

-81.63%

+14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.21%

52.62%

-46.41%

Volatility

DXSN.DE vs. SMST.L - Volatility Comparison

The current volatility for Xtrackers ShortDAX Daily Swap UCITS ETF (Acc) (DXSN.DE) is 4.68%, while Leverage Shares -3x Short MicroStrategy ETP (SMST.L) has a volatility of 76.61%. This indicates that DXSN.DE experiences smaller price fluctuations and is considered to be less risky than SMST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSN.DESMST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

76.61%

-71.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

188.45%

-174.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

224.67%

-208.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

27,719.06%

-27,701.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

27,719.06%

-27,700.99%

DXSN.DE vs. SMST.L - Expense Ratio Comparison

DXSN.DE has a 0.40% expense ratio, which is lower than SMST.L's 0.75% expense ratio.


Dividends

DXSN.DE vs. SMST.L - Dividend Comparison

Neither DXSN.DE nor SMST.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXSN.DE and SMST.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.75% for SMST.L.

They also come from different issuers: Xtrackers and Leverage Shares. Their fees differ too: 0.40% for DXSN.DE and 0.75% for SMST.L.

Portfolio Optimizer

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