LYY8.DE vs. TDAX

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) and TDAQ Lift ETF (TDAX).

LYY8.DE and TDAX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYY8.DE is a passively managed fund by Amundi that tracks the performance of the LevDAX Index. It was launched on Jun 1, 2006. TDAX is an actively managed fund by TappAlpha. It was launched on Jan 7, 2026.

Performance

LYY8.DE vs. TDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.DE) and TDAQ Lift ETF (TDAX). The values are adjusted to include any dividend payments, if applicable.

LYY8.DE vs. TDAX - Yearly Performance Comparison

	2026 (YTD)
LYY8.DE Amundi LevDax Daily (2x) leveraged UCITS ETF Acc	-15.22%
TDAX TDAQ Lift ETF	-7.81%

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: 5.56%
• 1M: -11.15%
• YTD: -11.21%
• 6M: -9.30%
• 1Y: -0.15%
• 3Y*: 21.82%
• 5Y*: 11.87%
• 10Y*: 12.26%

TDAX

• 1D: 2.41%
• 1M: -3.45%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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.

TDAX

TDAQ Lift ETF

LYY8.DE

Amundi LevDax Daily (2x) leveraged UCITS ETF Acc

Return for Risk

LYY8.DE vs. TDAX — Risk / Return Rank

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

LYY8.DE

LYY8.DE Risk / Return Rank: 12
LYY8.DE Sharpe Ratio Rank: 11
LYY8.DE Sortino Ratio Rank: 13
LYY8.DE Omega Ratio Rank: 13
LYY8.DE Calmar Ratio Rank: 12
LYY8.DE Martin Ratio Rank: 12

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.

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 ratio Return per unit of total volatility	-0.00	—	—
Sortino ratio Return per unit of downside risk	0.23	—	—
Omega ratio Gain probability vs. loss probability	1.03	—	—
Calmar ratio Return relative to maximum drawdown	0.04	—	—
Martin ratio Return relative to average drawdown	0.14	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LYY8.DE	TDAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.00	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	-1.25	+1.44

Correlation

The correlation between LYY8.DE and TDAX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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 5.53%.

	TTM
LYY8.DE Amundi LevDax Daily (2x) leveraged UCITS ETF Acc	0.00%
TDAX TDAQ Lift ETF	5.53%

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.

Drawdown Indicators

	LYY8.DE	TDAX	Difference
Max Drawdown Largest peak-to-trough decline	-84.92%	-14.69%	-70.23%
Max Drawdown (1Y) Largest decline over 1 year	-24.12%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-48.78%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-65.35%	—	—
Current Drawdown Current decline from peak	-17.30%	-9.43%	-7.87%
Average Drawdown Average peak-to-trough decline	-28.77%	-5.19%	-23.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.55%	—	—

Volatility

Volatility by Period

	LYY8.DE	TDAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	35.22%	24.01%	+11.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.80%	24.01%	+9.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.48%	24.01%	+12.47%