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

Performance

TDAX vs. LYMZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDAQ Lift ETF (TDAX) and Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.DE). The values are adjusted to include any dividend payments, if applicable.

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TDAX vs. LYMZ.DE - Yearly Performance Comparison


Different Trading Currencies

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

Returns By Period


TDAX

1D
2.51%
1M
-5.10%
YTD
6M
1Y
3Y*
5Y*
10Y*

LYMZ.DE

1D
6.27%
1M
-1.95%
YTD
-4.48%
6M
0.35%
1Y
23.85%
3Y*
22.76%
5Y*
15.67%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDAX vs. LYMZ.DE - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is higher than LYMZ.DE's 0.40% expense ratio.


Return for Risk

TDAX vs. LYMZ.DE — Risk / Return Rank

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

TDAX

LYMZ.DE
LYMZ.DE Risk / Return Rank: 2525
Overall Rank
LYMZ.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LYMZ.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
LYMZ.DE Omega Ratio Rank: 2525
Omega Ratio Rank
LYMZ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
LYMZ.DE Martin Ratio Rank: 2727
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. LYMZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF (LYMZ.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.


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

TDAX vs. LYMZ.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAXLYMZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.34

0.06

-1.39

Correlation

The correlation between TDAX and LYMZ.DE is 0.62, 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

TDAX vs. LYMZ.DE - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.53%, while LYMZ.DE has not paid dividends to shareholders.


Drawdowns

TDAX vs. LYMZ.DE - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum LYMZ.DE drawdown of -86.48%. Use the drawdown chart below to compare losses from any high point for TDAX and LYMZ.DE.


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Drawdown Indicators


TDAXLYMZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-84.31%

+69.62%

Max Drawdown (1Y)

Largest decline over 1 year

-24.56%

Max Drawdown (5Y)

Largest decline over 5 years

-44.28%

Max Drawdown (10Y)

Largest decline over 10 years

-63.87%

Current Drawdown

Current decline from peak

-9.43%

-14.34%

+4.91%

Average Drawdown

Average peak-to-trough decline

-5.19%

-40.46%

+35.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

Volatility

TDAX vs. LYMZ.DE - Volatility Comparison


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Volatility by Period


TDAXLYMZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.43%

Volatility (6M)

Calculated over the trailing 6-month period

22.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

35.94%

-11.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

37.13%

-12.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

37.81%

-13.23%