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LSK7.DE vs. DXSP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSK7.DE vs. DXSP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 Daily (-1x) Inverse UCITS ETF (Acc) (LSK7.DE) and Xtrackers Euro Stoxx 50 Short Daily Swap UCITS ETF (Acc) (DXSP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LSK7.DE having a -11.26% return and DXSP.DE slightly higher at -10.98%. Both investments have delivered pretty close results over the past 10 years, with LSK7.DE having a -12.51% annualized return and DXSP.DE not far ahead at -12.36%.


LSK7.DE

1D
-0.76%
1M
-5.49%
6M
-10.41%
YTD
-11.26%
1Y
-17.53%
3Y*
-11.33%
5Y*
-10.63%
10Y*
-12.51%

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

LSK7.DE vs. DXSP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSK7.DE
Amundi EURO STOXX 50 Daily (-1x) Inverse UCITS ETF (Acc)
-11.26%-16.53%-5.05%-15.07%3.40%-21.96%-8.93%-25.83%9.60%-11.79%
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%

Correlation

The correlation between LSK7.DE and DXSP.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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2009

0.97

The correlation between LSK7.DE and DXSP.DE has been stable across timeframes, ranging from 0.97 to 1.00 - a consistent structural relationship.

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Return for Risk

LSK7.DE vs. DXSP.DE — Risk / Return Rank

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

LSK7.DE
LSK7.DE Risk / Return Rank: 11
Overall Rank
LSK7.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LSK7.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
LSK7.DE Omega Ratio Rank: 22
Omega Ratio Rank
LSK7.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
LSK7.DE Martin Ratio Rank: 00
Martin Ratio Rank

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
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.

LSK7.DE vs. DXSP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 Daily (-1x) Inverse UCITS ETF (Acc) (LSK7.DE) and Xtrackers Euro Stoxx 50 Short Daily Swap UCITS ETF (Acc) (DXSP.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.


LSK7.DEDXSP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

0.83

0.83

0.00

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.86

0.00

Martin ratioReturn relative to average drawdown

-1.65

-1.64

-0.01

LSK7.DE vs. DXSP.DE - Sharpe Ratio Comparison

The current LSK7.DE Sharpe Ratio is -1.09, which is comparable to the DXSP.DE Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of LSK7.DE and DXSP.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

LSK7.DE vs. DXSP.DE - Drawdown Comparison

The maximum LSK7.DE drawdown since its inception was -87.99%, roughly equal to the maximum DXSP.DE drawdown of -91.81%. Use the drawdown chart below to compare losses from any high point for LSK7.DE and DXSP.DE.


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Drawdown Indicators


LSK7.DEDXSP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.99%

-91.81%

+3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-20.24%

-20.03%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-37.05%

-36.76%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-48.91%

-48.59%

-0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-74.14%

-73.71%

-0.43%

Current Drawdown

Current decline from peak

-87.99%

-91.81%

+3.82%

Average Drawdown

Average peak-to-trough decline

-58.90%

-65.04%

+6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.57%

10.51%

+0.06%

Volatility

LSK7.DE vs. DXSP.DE - Volatility Comparison

Amundi EURO STOXX 50 Daily (-1x) Inverse UCITS ETF (Acc) (LSK7.DE) and Xtrackers Euro Stoxx 50 Short Daily Swap UCITS ETF (Acc) (DXSP.DE) have volatilities of 3.90% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSK7.DEDXSP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

3.80%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

13.48%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

16.08%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

17.59%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

17.96%

-0.04%

LSK7.DE vs. DXSP.DE - Expense Ratio Comparison

Both LSK7.DE and DXSP.DE have an expense ratio of 0.40%.


Dividends

LSK7.DE vs. DXSP.DE - Dividend Comparison

Neither LSK7.DE nor DXSP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, LSK7.DE and DXSP.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.

LSK7.DE and DXSP.DE have the same expense ratio: 0.40% per year.

LSK7.DE tracks EURO STOXX 50 Daily Inverse Index, while DXSP.DE tracks EURO STOXX 50 Short Index. They also come from different issuers: Amundi and Xtrackers.

Portfolio Optimizer

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