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TDAX vs. DBPE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDAX vs. DBPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDAQ Lift ETF (TDAX) and Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TDAX is traded in USD, while DBPE.DE is traded in EUR. To make them comparable, the DBPE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period


TDAX

1D
-1.67%
1M
-3.90%
6M
13.29%
YTD
1Y
3Y*
5Y*
10Y*

DBPE.DE

1D
-0.98%
1M
-1.90%
6M
-8.20%
YTD
-3.25%
1Y
-0.63%
3Y*
25.77%
5Y*
12.55%
10Y*
13.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDAX vs. DBPE.DE - Yearly Performance Comparison


Correlation

The correlation between TDAX and DBPE.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 7, 2026

0.52

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Return for Risk

TDAX vs. DBPE.DE — Risk / Return Rank

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

TDAX

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


DBPE.DE
DBPE.DE Risk / Return Rank: 1111
Overall Rank
DBPE.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DBPE.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
DBPE.DE Omega Ratio Rank: 1111
Omega Ratio Rank
DBPE.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
DBPE.DE Martin Ratio Rank: 1010
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.

TDAX vs. DBPE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.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.


TDAXDBPE.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

-0.02

Martin ratioReturn relative to average drawdown

-0.07

TDAX vs. DBPE.DE - Sharpe Ratio Comparison


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Drawdowns

TDAX vs. DBPE.DE - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum DBPE.DE drawdown of -68.84%. Use the drawdown chart below to compare losses from any high point for TDAX and DBPE.DE.


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Drawdown Indicators


TDAXDBPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-68.84%

+54.15%

Max Drawdown (1Y)

Largest decline over 1 year

-25.16%

Max Drawdown (3Y)

Largest decline over 3 years

-29.95%

Max Drawdown (5Y)

Largest decline over 5 years

-56.11%

Max Drawdown (10Y)

Largest decline over 10 years

-68.84%

Current Drawdown

Current decline from peak

-7.47%

-9.18%

+1.71%

Average Drawdown

Average peak-to-trough decline

-3.99%

-18.90%

+14.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.60%

Volatility

TDAX vs. DBPE.DE - Volatility Comparison


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Volatility by Period


TDAXDBPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

Volatility (6M)

Calculated over the trailing 6-month period

28.34%

Volatility (1Y)

Calculated over the trailing 1-year period

27.54%

33.37%

-5.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.54%

36.96%

-9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.54%

37.60%

-10.06%

TDAX vs. DBPE.DE - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is higher than DBPE.DE's 0.35% expense ratio.


Dividends

TDAX vs. DBPE.DE - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 10.98%, while DBPE.DE has not paid dividends to shareholders.


Frequently Asked Questions


TDAX and DBPE.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBPE.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBPE.DE is cheaper with a 0.35% expense ratio, compared with 0.98% for TDAX.

They also come from different issuers: TappAlpha and Xtrackers. Their fees differ too: 0.98% for TDAX and 0.35% for DBPE.DE.

Portfolio Optimizer

Find the right allocation for TDAX and DBPE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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