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

LYQL.DE vs. WEBG.DE

Last updated Jul 4, 2026
See Documentation

LYQL.DE (Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc)) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both exchange-traded funds - LYQL.DE is a Inverse Equities fund tracking the ShortDAX Leverage (2x) Index, while WEBG.DE is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, LYQL.DE returned -14.67% vs 25.99% for WEBG.DE. At a correlation of -0.67, they often move in opposite directions. LYQL.DE charges 0.60%/yr vs 0.07%/yr for WEBG.DE.

Performance

LYQL.DE vs. WEBG.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 Prime All Country World UCITS ETF Dist (WEBG.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 lower than WEBG.DE's 13.52% 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%

WEBG.DE

1D
0.00%
1M
0.41%
6M
13.58%
YTD
13.52%
1Y
25.99%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
LYQL.DE
Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc)		-11.31%-35.38%-15.62%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist		13.52%9.19%6.71%

Correlation

The correlation between LYQL.DE and WEBG.DE is -0.69, 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

-0.69

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2024

-0.67

The correlation between LYQL.DE and WEBG.DE has been stable across timeframes, ranging from -0.69 to -0.67 - a consistent structural relationship.

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Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc)

Amundi Prime All Country World UCITS ETF Dist

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Return for Risk

LYQL.DE vs. WEBG.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
WEBG.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. WEBG.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 Prime All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.45
1.07

-1.52

Sortino ratioReturn per unit of downside risk
-0.45
1.71

-2.16

Omega ratioGain probability vs. loss probability

0.95

1.36

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.56

1.65

-2.21

Martin ratioReturn relative to average drawdown

-1.26

2.93

-4.19

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

The current LYQL.DE Sharpe Ratio is -0.45, which is lower than the WEBG.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of LYQL.DE and WEBG.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. WEBG.DE - Drawdown Comparison

The maximum LYQL.DE drawdown since its inception was -99.14%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for LYQL.DE and WEBG.DE.

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Drawdown Indicators

LYQL.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.14%

-21.31%

-77.83%

Max Drawdown (1Y)

Largest decline over 1 year

-26.22%

-15.74%

-10.48%

Max Drawdown (3Y)

Largest decline over 3 years

-66.11%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-77.13%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-94.10%

—

—

Current Drawdown

Current decline from peak

-99.14%

-1.30%

-97.84%

Average Drawdown

Average peak-to-trough decline

-83.00%

-5.93%

-77.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.60%

8.88%

+2.72%

Volatility

LYQL.DE vs. WEBG.DE - Volatility Comparison

Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.DE) has a higher volatility of 8.89% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.76%. This indicates that LYQL.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.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.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

3.76%

+5.13%

Volatility (6M)

Calculated over the trailing 6-month period

26.96%

8.89%

+18.07%

Volatility (1Y)

Calculated over the trailing 1-year period

32.22%

24.40%

+7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.39%

20.64%

+13.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.22%

20.64%

+15.58%

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

LYQL.DE has a 0.60% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio.

Dividends

LYQL.DE vs. WEBG.DE - Dividend Comparison

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

PositionTTM2025
LYQL.DE
Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc)		0.00%0.00%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist		1.22%1.32%

Frequently Asked Questions

LYQL.DE and WEBG.DE have a correlation of -0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.60% for LYQL.DE.

LYQL.DE is categorized as Inverse Equities, while WEBG.DE is Global Equities. LYQL.DE tracks ShortDAX Leverage (2x) Index, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.60% for LYQL.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

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