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LDME.L vs. DEL2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDME.L vs. DEL2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.L) and L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DEL2.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LDME.L is traded in GBp, while DEL2.L is traded in EUR. To make them comparable, the DEL2.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LDME.L achieves a 11.94% return, which is significantly higher than DEL2.L's -3.16% return.


LDME.L

1D
-0.95%
1M
-4.00%
6M
8.40%
YTD
11.94%
1Y
21.67%
3Y*
16.11%
5Y*
9.82%
10Y*

DEL2.L

1D
0.00%
1M
-1.65%
6M
-8.69%
YTD
-3.16%
1Y
-2.59%
3Y*
23.12%
5Y*
12.14%
10Y*
12.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDME.L vs. DEL2.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LDME.L
L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis
11.94%16.54%11.33%10.64%-2.34%7,358.59%
DEL2.L
L&G DAX Daily 2x Long UCITS ETF EUR (Acc)
-3.16%44.60%25.67%31.99%-23.97%-2.75%

Correlation

The correlation between LDME.L and DEL2.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.43

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.41

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Return for Risk

LDME.L vs. DEL2.L — Risk / Return Rank

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

LDME.L
LDME.L Risk / Return Rank: 7373
Overall Rank
LDME.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LDME.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
LDME.L Omega Ratio Rank: 7171
Omega Ratio Rank
LDME.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LDME.L Martin Ratio Rank: 6565
Martin Ratio Rank

DEL2.L
DEL2.L Risk / Return Rank: 99
Overall Rank
DEL2.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DEL2.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
DEL2.L Omega Ratio Rank: 99
Omega Ratio Rank
DEL2.L Calmar Ratio Rank: 99
Calmar Ratio Rank
DEL2.L Martin Ratio Rank: 99
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.

LDME.L vs. DEL2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.L) and L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DEL2.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.


LDME.LDEL2.LDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.33

1.01

+0.32

Calmar ratioReturn relative to maximum drawdown

3.53

-0.10

+3.62

Martin ratioReturn relative to average drawdown

9.38

-0.31

+9.69

LDME.L vs. DEL2.L - Sharpe Ratio Comparison

The current LDME.L Sharpe Ratio is 1.88, which is higher than the DEL2.L Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of LDME.L and DEL2.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

LDME.L vs. DEL2.L - Drawdown Comparison

The maximum LDME.L drawdown since its inception was -14.82%, smaller than the maximum DEL2.L drawdown of -62.23%. Use the drawdown chart below to compare losses from any high point for LDME.L and DEL2.L.


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Drawdown Indicators


LDME.LDEL2.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.82%

-62.23%

+47.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.44%

-27.04%

+20.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

-28.87%

+14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-14.82%

-46.74%

+31.92%

Max Drawdown (10Y)

Largest decline over 10 years

-62.23%

Current Drawdown

Current decline from peak

-5.29%

-9.58%

+4.29%

Average Drawdown

Average peak-to-trough decline

-3.24%

-16.01%

+12.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

8.63%

-6.21%

Volatility

LDME.L vs. DEL2.L - Volatility Comparison

The current volatility for L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.L) is 3.97%, while L&G DAX Daily 2x Long UCITS ETF EUR (Acc) (DEL2.L) has a volatility of 9.31%. This indicates that LDME.L experiences smaller price fluctuations and is considered to be less risky than DEL2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDME.LDEL2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

9.31%

-5.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

27.90%

-18.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

32.70%

-20.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

34.12%

-21.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,216.41%

35.70%

+3,180.71%

LDME.L vs. DEL2.L - Expense Ratio Comparison

LDME.L has a 0.45% expense ratio, which is higher than DEL2.L's 0.40% expense ratio.


Dividends

LDME.L vs. DEL2.L - Dividend Comparison

LDME.L's dividend yield for the trailing twelve months is around 2.85%, while DEL2.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
DEL2.L
L&G DAX Daily 2x Long UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
LDME.L
L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis
2.85%3.04%3.67%3.56%4.57%1.55%

Frequently Asked Questions


LDME.L and DEL2.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DEL2.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEL2.L is cheaper with a 0.40% expense ratio, compared with 0.45% for LDME.L.

LDME.L is categorized as Emerging Markets Equities, while DEL2.L is Leveraged Equities. LDME.L tracks L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis, while DEL2.L tracks LevDAX x2 Index Gross TR EUR. Their fees differ too: 0.45% for LDME.L and 0.40% for DEL2.L.

Portfolio Optimizer

Find the right allocation for LDME.L and DEL2.L

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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