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

Performance

DXSP.DE vs. DXSN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Euro Stoxx 50 Short Daily Swap UCITS ETF (Acc) (DXSP.DE) and Xtrackers ShortDAX Daily Swap UCITS ETF (Acc) (DXSN.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, DXSP.DE achieves a -10.98% return, which is significantly lower than DXSN.DE's -4.46% return. Over the past 10 years, DXSP.DE has underperformed DXSN.DE with an annualized return of -12.36%, while DXSN.DE has yielded a comparatively higher -11.19% annualized return.


DXSP.DE

1D
-0.78%
1M
-5.37%
6M
-10.19%
YTD
-10.98%
1Y
-17.31%
3Y*
-11.17%
5Y*
-10.52%
10Y*
-12.36%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DXSP.DE
Xtrackers Euro Stoxx 50 Short Daily Swap UCITS ETF (Acc)
-10.98%-16.45%-4.98%-15.04%3.40%-21.77%-8.52%-25.52%9.97%-11.86%
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%

Correlation

The correlation between DXSP.DE and DXSN.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.92

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2007

0.94

The correlation between DXSP.DE and DXSN.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

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

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

DXSP.DE
DXSP.DE Risk / Return Rank: 11
Overall Rank
DXSP.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DXSP.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
DXSP.DE Omega Ratio Rank: 22
Omega Ratio Rank
DXSP.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
DXSP.DE Martin Ratio Rank: 00
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Euro Stoxx 50 Short Daily Swap UCITS ETF (Acc) (DXSP.DE) and Xtrackers ShortDAX Daily Swap UCITS ETF (Acc) (DXSN.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.


DXSP.DEDXSN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

0.83

0.96

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.40

-0.46

Martin ratioReturn relative to average drawdown

-1.64

-0.92

-0.72

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

The current DXSP.DE Sharpe Ratio is -1.07, which is lower than the DXSN.DE Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of DXSP.DE and DXSN.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

DXSP.DE vs. DXSN.DE - Drawdown Comparison

The maximum DXSP.DE drawdown since its inception was -91.81%, roughly equal to the maximum DXSN.DE drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for DXSP.DE and DXSN.DE.


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Drawdown Indicators


DXSP.DEDXSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-91.81%

-92.04%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-20.03%

-13.39%

-6.64%

Max Drawdown (3Y)

Largest decline over 3 years

-36.76%

-37.00%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-48.59%

-46.93%

-1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-73.71%

-69.91%

-3.80%

Current Drawdown

Current decline from peak

-91.81%

-92.04%

+0.23%

Average Drawdown

Average peak-to-trough decline

-65.04%

-67.57%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.51%

5.80%

+4.71%

Volatility

DXSP.DE vs. DXSN.DE - Volatility Comparison

The current volatility for Xtrackers Euro Stoxx 50 Short Daily Swap UCITS ETF (Acc) (DXSP.DE) is 3.80%, while Xtrackers ShortDAX Daily Swap UCITS ETF (Acc) (DXSN.DE) has a volatility of 4.41%. This indicates that DXSP.DE experiences smaller price fluctuations and is considered to be less risky than DXSN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSP.DEDXSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

4.41%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

13.54%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.08%

16.23%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

17.22%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

18.10%

-0.14%

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

Both DXSP.DE and DXSN.DE have an expense ratio of 0.40%.


Dividends

DXSP.DE vs. DXSN.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, DXSP.DE and DXSN.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.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DXSP.DE and DXSN.DE have the same expense ratio: 0.40% per year.

DXSP.DE tracks EURO STOXX 50 Short Index, while DXSN.DE tracks ShortDAX Index.

Portfolio Optimizer

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