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

Performance

LYQL.DE vs. DXSP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.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 LYQL.DE having a -11.31% return and DXSP.DE slightly higher at -10.98%. Over the past 10 years, LYQL.DE has underperformed DXSP.DE with an annualized return of -24.43%, while DXSP.DE has yielded a comparatively higher -12.36% annualized return.


LYQL.DE

1D
-1.53%
1M
-7.52%
6M
-11.31%
YTD
-11.31%
1Y
-14.67%
3Y*
-25.51%
5Y*
-20.46%
10Y*
-24.43%

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)

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


2026 (YTD)202520242023202220212020201920182017
LYQL.DE
Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc)
-11.31%-35.38%-23.89%-28.00%9.49%-31.50%-34.43%-41.46%35.68%-25.44%
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 LYQL.DE and DXSP.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

0.91

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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2010

0.93

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

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Return for Risk

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

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

LYQL.DE
LYQL.DE Risk / Return Rank: 55
Overall Rank
LYQL.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
LYQL.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
LYQL.DE Omega Ratio Rank: 66
Omega Ratio Rank
LYQL.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
LYQL.DE Martin Ratio Rank: 33
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.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.


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

+0.62

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

0.95

0.83

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.56

-0.86

+0.30

Martin ratioReturn relative to average drawdown

-1.26

-1.64

+0.38

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

The current LYQL.DE Sharpe Ratio is -0.45, which is higher than the DXSP.DE Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of LYQL.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

LYQL.DE vs. DXSP.DE - Drawdown Comparison

The maximum LYQL.DE drawdown since its inception was -99.14%, which is greater than DXSP.DE's maximum drawdown of -91.81%. Use the drawdown chart below to compare losses from any high point for LYQL.DE and DXSP.DE.


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Drawdown Indicators


LYQL.DEDXSP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.14%

-91.81%

-7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-26.22%

-20.03%

-6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-66.11%

-36.76%

-29.35%

Max Drawdown (5Y)

Largest decline over 5 years

-77.13%

-48.59%

-28.54%

Max Drawdown (10Y)

Largest decline over 10 years

-94.10%

-73.71%

-20.39%

Current Drawdown

Current decline from peak

-99.14%

-91.81%

-7.33%

Average Drawdown

Average peak-to-trough decline

-83.00%

-65.04%

-17.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.60%

10.51%

+1.09%

Volatility

LYQL.DE vs. DXSP.DE - Volatility Comparison

Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.DE) has a higher volatility of 8.89% compared to Xtrackers Euro Stoxx 50 Short Daily Swap UCITS ETF (Acc) (DXSP.DE) at 3.80%. This indicates that LYQL.DE's price experiences larger fluctuations and is considered to be riskier than DXSP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYQL.DEDXSP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

3.80%

+5.09%

Volatility (6M)

Calculated over the trailing 6-month period

26.96%

13.48%

+13.48%

Volatility (1Y)

Calculated over the trailing 1-year period

32.22%

16.08%

+16.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.39%

17.59%

+16.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.22%

17.96%

+18.26%

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

LYQL.DE has a 0.60% expense ratio, which is higher than DXSP.DE's 0.40% expense ratio.


Dividends

LYQL.DE vs. DXSP.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, LYQL.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.

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

DXSP.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for LYQL.DE.

LYQL.DE tracks ShortDAX Leverage (2x) Index, while DXSP.DE tracks EURO STOXX 50 Short Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.60% for LYQL.DE and 0.40% for DXSP.DE.

Portfolio Optimizer

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