LYY8.DE vs. TDAX
LYY8.DE (Amundi LevDax Daily (2x) leveraged UCITS ETF Acc) and TDAX (TDAQ Lift ETF) are both Leveraged Equities funds. LYY8.DE is passively managed, while TDAX is actively managed. At a 0.47 correlation, their price movements are largely independent. LYY8.DE charges 0.35%/yr vs 0.98%/yr for TDAX.
Performance
LYY8.DE vs. TDAX - Performance Comparison
Loading charts...
Different Trading Currencies
LYY8.DE is traded in EUR, while TDAX is traded in USD. To make them comparable, the TDAX values have been converted to EUR using the latest available exchange rates.
Returns By Period
LYY8.DE
- 1D
- 1.03%
- 1M
- -0.52%
- YTD
- -0.14%
- 6M
- 3.70%
- 1Y
- -1.27%
- 3Y*
- 25.67%
- 5Y*
- 12.96%
- 10Y*
- 13.01%
TDAX
- 1D
- -5.20%
- 1M
- 3.37%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LYY8.DE vs. TDAX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
LYY8.DE Amundi LevDax Daily (2x) leveraged UCITS ETF Acc | -4.65% |
TDAX TDAQ Lift ETF | 15.08% |
Correlation
The correlation between LYY8.DE and TDAX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 8, 2026 | 0.47 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LYY8.DE vs. TDAX — Risk / Return Rank
LYY8.DE
TDAX
LYY8.DE vs. TDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) and TDAQ Lift ETF (TDAX). 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.
| LYY8.DE | TDAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.02 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | — | — |
| Martin ratioReturn relative to average drawdown | -0.10 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LYY8.DE | TDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 1.73 | -1.52 |
Drawdowns
LYY8.DE vs. TDAX - Drawdown Comparison
The maximum LYY8.DE drawdown since its inception was -84.92%, which is greater than TDAX's maximum drawdown of -12.83%. Use the drawdown chart below to compare losses from any high point for LYY8.DE and TDAX.
Loading charts...
Drawdown Indicators
| LYY8.DE | TDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.92% | -12.83% | -72.09% |
Max Drawdown (1Y)Largest decline over 1 year | -24.12% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -30.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -48.78% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -65.35% | — | — |
Current DrawdownCurrent decline from peak | -6.99% | -5.92% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -28.61% | -3.69% | -24.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.50% | — | — |
Volatility
LYY8.DE vs. TDAX - Volatility Comparison
Loading charts...
Volatility by Period
| LYY8.DE | TDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.22% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 25.68% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.01% | 23.87% | +8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.24% | 23.87% | +10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.57% | 23.87% | +12.70% |
LYY8.DE vs. TDAX - Expense Ratio Comparison
LYY8.DE has a 0.35% expense ratio, which is lower than TDAX's 0.98% expense ratio.
Dividends
LYY8.DE vs. TDAX - Dividend Comparison
LYY8.DE has not paid dividends to shareholders, while TDAX's dividend yield for the trailing twelve months is around 7.92%.
| Position | TTM |
|---|---|
LYY8.DE Amundi LevDax Daily (2x) leveraged UCITS ETF Acc | 0.00% |
TDAX TDAQ Lift ETF | 7.92% |
Frequently Asked Questions
LYY8.DE and TDAX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYY8.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYY8.DE is cheaper with a 0.35% expense ratio, compared with 0.98% for TDAX.
They also come from different issuers: Amundi and TappAlpha. Their fees differ too: 0.35% for LYY8.DE and 0.98% for TDAX.
Find the right allocation for LYY8.DE and TDAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer