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LYMZ.DE vs. DBPE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYMZ.DE vs. DBPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) and Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.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, LYMZ.DE achieves a 15.95% return, which is significantly higher than DBPE.DE's -1.40% return. Over the past 10 years, LYMZ.DE has outperformed DBPE.DE with an annualized return of 16.97%, while DBPE.DE has yielded a comparatively lower 13.59% annualized return.


LYMZ.DE

1D
-1.67%
1M
-2.47%
6M
7.42%
YTD
15.95%
1Y
33.18%
3Y*
25.35%
5Y*
18.67%
10Y*
16.97%

DBPE.DE

1D
-0.70%
1M
-1.47%
6M
-7.12%
YTD
-1.40%
1Y
-2.63%
3Y*
24.42%
5Y*
13.08%
10Y*
13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMZ.DE vs. DBPE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYMZ.DE
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF
15.95%39.84%15.20%41.50%-21.86%49.30%-15.91%65.03%-24.80%18.73%
DBPE.DE
Xtrackers LevDAX Daily Swap UCITS ETF (Acc)
-1.40%41.17%32.06%35.78%-27.99%30.22%-4.84%53.18%-35.14%23.67%

Correlation

The correlation between LYMZ.DE and DBPE.DE is 0.89, 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

0.89

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 Mar 18, 2010

0.93

The correlation between LYMZ.DE and DBPE.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

LYMZ.DE vs. DBPE.DE — Risk / Return Rank

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

LYMZ.DE
LYMZ.DE Risk / Return Rank: 3939
Overall Rank
LYMZ.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYMZ.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
LYMZ.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYMZ.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
LYMZ.DE Martin Ratio Rank: 4242
Martin Ratio Rank

DBPE.DE
DBPE.DE Risk / Return Rank: 99
Overall Rank
DBPE.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DBPE.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
DBPE.DE Omega Ratio Rank: 1010
Omega Ratio Rank
DBPE.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
DBPE.DE 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.

LYMZ.DE vs. DBPE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) and Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.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.


LYMZ.DEDBPE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.20

1.01

+0.18

Calmar ratioReturn relative to maximum drawdown

1.56

-0.11

+1.67

Martin ratioReturn relative to average drawdown

5.14

-0.31

+5.45

LYMZ.DE vs. DBPE.DE - Sharpe Ratio Comparison

The current LYMZ.DE Sharpe Ratio is 1.04, which is higher than the DBPE.DE Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of LYMZ.DE and DBPE.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

LYMZ.DE vs. DBPE.DE - Drawdown Comparison

The maximum LYMZ.DE drawdown since its inception was -86.87%, which is greater than DBPE.DE's maximum drawdown of -64.87%. Use the drawdown chart below to compare losses from any high point for LYMZ.DE and DBPE.DE.


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Drawdown Indicators


LYMZ.DEDBPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.87%

-64.87%

-22.00%

Max Drawdown (1Y)

Largest decline over 1 year

-21.17%

-24.16%

+2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-31.42%

-29.95%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-44.27%

-48.69%

+4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-63.87%

-64.87%

+1.00%

Current Drawdown

Current decline from peak

-5.77%

-8.10%

+2.33%

Average Drawdown

Average peak-to-trough decline

-50.91%

-16.46%

-34.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.44%

8.42%

-1.98%

Volatility

LYMZ.DE vs. DBPE.DE - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE) is 8.06%, while Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE) has a volatility of 9.24%. This indicates that LYMZ.DE experiences smaller price fluctuations and is considered to be less risky than DBPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYMZ.DEDBPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

9.24%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

26.47%

26.93%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

31.96%

32.30%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.00%

34.29%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.60%

36.13%

-0.53%

LYMZ.DE vs. DBPE.DE - Expense Ratio Comparison

LYMZ.DE has a 0.40% expense ratio, which is higher than DBPE.DE's 0.35% expense ratio.


Dividends

LYMZ.DE vs. DBPE.DE - Dividend Comparison

Neither LYMZ.DE nor DBPE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYMZ.DE and DBPE.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBPE.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBPE.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for LYMZ.DE.

LYMZ.DE tracks EURO STOXX 50 Daily Leverage Index, while DBPE.DE tracks LevDAX (2x) Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.40% for LYMZ.DE and 0.35% for DBPE.DE.

Portfolio Optimizer

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