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SUK2.L vs. DRGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUK2.L vs. DRGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc) (SUK2.L) and L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUK2.L achieves a -12.71% return, which is significantly lower than DRGG.L's 3.07% return.


SUK2.L

1D
-0.43%
1M
-1.24%
6M
-7.72%
YTD
-12.71%
1Y
-27.94%
3Y*
-19.62%
5Y*
-17.69%
10Y*
-17.07%

DRGG.L

1D
0.25%
1M
-1.39%
6M
3.02%
YTD
3.07%
1Y
5.96%
3Y*
3.65%
5Y*
2.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUK2.L vs. DRGG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SUK2.L
L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc)
-12.71%-32.13%-6.81%-6.41%-13.97%-32.73%0.06%
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
3.07%-1.73%4.79%-5.00%5.94%8.52%-25.93%

Correlation

The correlation between SUK2.L and DRGG.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

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

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.12

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Return for Risk

SUK2.L vs. DRGG.L — Risk / Return Rank

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

SUK2.L
SUK2.L Risk / Return Rank: 11
Overall Rank
SUK2.L Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SUK2.L Sortino Ratio Rank: 11
Sortino Ratio Rank
SUK2.L Omega Ratio Rank: 11
Omega Ratio Rank
SUK2.L Calmar Ratio Rank: 11
Calmar Ratio Rank
SUK2.L Martin Ratio Rank: 11
Martin Ratio Rank

DRGG.L
DRGG.L Risk / Return Rank: 3939
Overall Rank
DRGG.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DRGG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
DRGG.L Omega Ratio Rank: 3535
Omega Ratio Rank
DRGG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
DRGG.L Martin Ratio Rank: 4343
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.

SUK2.L vs. DRGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc) (SUK2.L) and L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L). 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.


SUK2.LDRGG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-3.38

Omega ratioGain probability vs. loss probability

0.80

1.19

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.91

1.74

-2.66

Martin ratioReturn relative to average drawdown

-1.45

5.19

-6.65

SUK2.L vs. DRGG.L - Sharpe Ratio Comparison

The current SUK2.L Sharpe Ratio is -1.24, which is lower than the DRGG.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SUK2.L and DRGG.L, 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

SUK2.L vs. DRGG.L - Drawdown Comparison

The maximum SUK2.L drawdown since its inception was -98.38%, which is greater than DRGG.L's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for SUK2.L and DRGG.L.


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Drawdown Indicators


SUK2.LDRGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.38%

-27.90%

-70.48%

Max Drawdown (1Y)

Largest decline over 1 year

-30.53%

-3.40%

-27.13%

Max Drawdown (3Y)

Largest decline over 3 years

-52.62%

-9.04%

-43.58%

Max Drawdown (5Y)

Largest decline over 5 years

-65.37%

-15.77%

-49.60%

Max Drawdown (10Y)

Largest decline over 10 years

-86.18%

Current Drawdown

Current decline from peak

-98.31%

-14.51%

-83.80%

Average Drawdown

Average peak-to-trough decline

-84.98%

-18.79%

-66.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.90%

1.14%

+17.76%

Volatility

SUK2.L vs. DRGG.L - Volatility Comparison

L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc) (SUK2.L) has a higher volatility of 5.69% compared to L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) at 1.03%. This indicates that SUK2.L's price experiences larger fluctuations and is considered to be riskier than DRGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUK2.LDRGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

1.03%

+4.66%

Volatility (6M)

Calculated over the trailing 6-month period

19.48%

4.49%

+14.99%

Volatility (1Y)

Calculated over the trailing 1-year period

22.53%

5.85%

+16.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.52%

7.33%

+18.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.98%

12.95%

+17.03%

SUK2.L vs. DRGG.L - Expense Ratio Comparison

SUK2.L has a 0.60% expense ratio, which is higher than DRGG.L's 0.30% expense ratio.


Dividends

SUK2.L vs. DRGG.L - Dividend Comparison

SUK2.L has not paid dividends to shareholders, while DRGG.L's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM20252024202320222021
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
0.01%2.04%2.27%2.48%2.61%1.40%
SUK2.L
L&G FTSE 100 Super Short Strategy (Daily 2x) UCITS ETF GBP (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SUK2.L and DRGG.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DRGG.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DRGG.L is cheaper with a 0.30% expense ratio, compared with 0.60% for SUK2.L.

SUK2.L is categorized as Inverse Equities, while DRGG.L is Government Bonds. SUK2.L tracks FTSE 100 Daily Super Short Strategy Index, while DRGG.L tracks J.P. Morgan China Custom Liquid ESG Capped Index. Their fees differ too: 0.60% for SUK2.L and 0.30% for DRGG.L.

Portfolio Optimizer

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