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

Performance

LYQL.DE vs. LSK8.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 Amundi EURO STOXX 50 Daily (-2x) Inverse UCITS ETF (Acc) (LSK8.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, LYQL.DE achieves a -11.31% return, which is significantly higher than LSK8.DE's -23.31% return. Over the past 10 years, LYQL.DE has outperformed LSK8.DE with an annualized return of -24.43%, while LSK8.DE has yielded a comparatively lower -26.27% 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%

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

LYQL.DE vs. LSK8.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%
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%

Correlation

The correlation between LYQL.DE and LSK8.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

0.93

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

0.93

The correlation between LYQL.DE and LSK8.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

LYQL.DE vs. LSK8.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

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
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. LSK8.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 Amundi EURO STOXX 50 Daily (-2x) Inverse UCITS ETF (Acc) (LSK8.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.DELSK8.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

0.95

0.82

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.56

-0.89

+0.34

Martin ratioReturn relative to average drawdown

-1.26

-1.64

+0.38

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

The current LYQL.DE Sharpe Ratio is -0.45, which is higher than the LSK8.DE Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of LYQL.DE and LSK8.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. LSK8.DE - Drawdown Comparison

The maximum LYQL.DE drawdown since its inception was -99.14%, roughly equal to the maximum LSK8.DE drawdown of -99.69%. Use the drawdown chart below to compare losses from any high point for LYQL.DE and LSK8.DE.


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Drawdown Indicators


LYQL.DELSK8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.14%

-99.69%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-26.22%

-38.94%

+12.72%

Max Drawdown (3Y)

Largest decline over 3 years

-66.11%

-65.42%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-77.13%

-79.07%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-94.10%

-95.40%

+1.30%

Current Drawdown

Current decline from peak

-99.14%

-99.69%

+0.55%

Average Drawdown

Average peak-to-trough decline

-83.00%

-87.91%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.60%

21.21%

-9.61%

Volatility

LYQL.DE vs. LSK8.DE - Volatility Comparison

Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.DE) has a higher volatility of 8.89% compared to Amundi EURO STOXX 50 Daily (-2x) Inverse UCITS ETF (Acc) (LSK8.DE) at 7.85%. This indicates that LYQL.DE's price experiences larger fluctuations and is considered to be riskier than LSK8.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.DELSK8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

7.85%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

26.96%

26.87%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

32.22%

31.93%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.39%

35.09%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.22%

35.82%

+0.40%

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

Both LYQL.DE and LSK8.DE have an expense ratio of 0.60%.


Dividends

LYQL.DE vs. LSK8.DE - Dividend Comparison

Neither LYQL.DE nor LSK8.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 LSK8.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 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LYQL.DE and LSK8.DE have the same expense ratio: 0.60% per year.

LYQL.DE tracks ShortDAX Leverage (2x) Index, while LSK8.DE tracks EURO STOXX 50 Daily Leverage (-2x) Index.

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