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LSK8.DE vs. LYPG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSK8.DE vs. LYPG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 Daily (-2x) Inverse UCITS ETF (Acc) (LSK8.DE) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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, LSK8.DE achieves a -23.31% return, which is significantly lower than LYPG.DE's 20.93% return. Over the past 10 years, LSK8.DE has underperformed LYPG.DE with an annualized return of -26.27%, while LYPG.DE has yielded a comparatively higher 23.46% annualized return.


LSK8.DE

1D
-1.56%
1M
-11.03%
6M
-21.93%
YTD
-23.31%
1Y
-34.93%
3Y*
-25.33%
5Y*
-23.92%
10Y*
-26.27%

LYPG.DE

1D
0.55%
1M
-5.27%
6M
21.91%
YTD
20.93%
1Y
36.79%
3Y*
26.69%
5Y*
19.14%
10Y*
23.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSK8.DE vs. LYPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSK8.DE
Amundi EURO STOXX 50 Daily (-2x) Inverse UCITS ETF (Acc)
-23.31%-33.73%-14.37%-31.29%0.76%-40.00%-24.40%-45.71%18.85%-22.51%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
20.93%9.20%41.03%49.19%-28.32%41.72%30.66%51.20%0.61%20.65%

Correlation

The correlation between LSK8.DE and LYPG.DE is -0.52, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.52

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

-0.51

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

-0.60

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

-0.63

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2010

-0.60

The correlation between LSK8.DE and LYPG.DE shifts across timeframes, from -0.63 (10 years) to -0.51 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

LSK8.DE vs. LYPG.DE — Risk / Return Rank

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

LSK8.DE
LSK8.DE Risk / Return Rank: 11
Overall Rank
LSK8.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LSK8.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
LSK8.DE Omega Ratio Rank: 11
Omega Ratio Rank
LSK8.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
LSK8.DE Martin Ratio Rank: 00
Martin Ratio Rank

LYPG.DE
LYPG.DE Risk / Return Rank: 5555
Overall Rank
LYPG.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 5454
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4444
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.

LSK8.DE vs. LYPG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 Daily (-2x) Inverse UCITS ETF (Acc) (LSK8.DE) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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.


LSK8.DELYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.78

Sortino ratioReturn per unit of downside risk

-3.80

Omega ratioGain probability vs. loss probability

0.82

1.28

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.89

2.35

-3.24

Martin ratioReturn relative to average drawdown

-1.64

5.97

-7.62

LSK8.DE vs. LYPG.DE - Sharpe Ratio Comparison

The current LSK8.DE Sharpe Ratio is -1.09, which is lower than the LYPG.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of LSK8.DE and LYPG.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

LSK8.DE vs. LYPG.DE - Drawdown Comparison

The maximum LSK8.DE drawdown since its inception was -99.69%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for LSK8.DE and LYPG.DE.


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Drawdown Indicators


LSK8.DELYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.69%

-31.83%

-67.86%

Max Drawdown (1Y)

Largest decline over 1 year

-38.94%

-15.58%

-23.36%

Max Drawdown (3Y)

Largest decline over 3 years

-65.42%

-29.64%

-35.78%

Max Drawdown (5Y)

Largest decline over 5 years

-79.07%

-29.64%

-49.43%

Max Drawdown (10Y)

Largest decline over 10 years

-95.40%

-31.83%

-63.57%

Current Drawdown

Current decline from peak

-99.69%

-5.87%

-93.82%

Average Drawdown

Average peak-to-trough decline

-87.91%

-5.65%

-82.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.21%

6.14%

+15.07%

Volatility

LSK8.DE vs. LYPG.DE - Volatility Comparison

Amundi EURO STOXX 50 Daily (-2x) Inverse UCITS ETF (Acc) (LSK8.DE) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) have volatilities of 7.85% and 8.14%, 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


LSK8.DELYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

8.14%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

26.87%

16.53%

+10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

31.93%

21.74%

+10.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.09%

22.77%

+12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.82%

21.52%

+14.30%

LSK8.DE vs. LYPG.DE - Expense Ratio Comparison

LSK8.DE has a 0.60% expense ratio, which is higher than LYPG.DE's 0.30% expense ratio.


Dividends

LSK8.DE vs. LYPG.DE - Dividend Comparison

Neither LSK8.DE nor LYPG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LSK8.DE and LYPG.DE have a correlation of -0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYPG.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYPG.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for LSK8.DE.

LSK8.DE is categorized as Inverse Equities, while LYPG.DE is Technology Equities. LSK8.DE tracks EURO STOXX 50 Daily Leverage (-2x) Index, while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.60% for LSK8.DE and 0.30% for LYPG.DE.

Portfolio Optimizer

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