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

Performance

UNHG vs. DBPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2x Long UNH Daily ETF (UNHG) 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

UNHG 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

In the year-to-date period, UNHG achieves a 44.30% return, which is significantly higher than DBPE.DE's -2.28% return.


UNHG

1D
2.19%
1M
9.63%
6M
36.65%
YTD
44.30%
1Y
3Y*
5Y*
10Y*

DBPE.DE

1D
-0.01%
1M
1.61%
6M
-8.27%
YTD
-2.28%
1Y
-2.11%
3Y*
26.04%
5Y*
12.03%
10Y*
14.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNHG vs. DBPE.DE - Yearly Performance Comparison


Correlation

The correlation between UNHG and DBPE.DE is 0.14, 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 Jul 22, 2025

0.14

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Return for Risk

UNHG vs. DBPE.DE — Risk / Return Rank

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

UNHG

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: 1010
Overall Rank
DBPE.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DBPE.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
DBPE.DE Omega Ratio Rank: 1010
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.

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

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Long UNH Daily ETF (UNHG) 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.


UNHGDBPE.DEDifference
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

-0.08

Martin ratioReturn relative to average drawdown

-0.25

UNHG vs. DBPE.DE - Sharpe Ratio Comparison


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Drawdowns

UNHG vs. DBPE.DE - Drawdown Comparison

The maximum UNHG drawdown since its inception was -57.00%, smaller than the maximum DBPE.DE drawdown of -68.84%. Use the drawdown chart below to compare losses from any high point for UNHG and DBPE.DE.


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Drawdown Indicators


UNHGDBPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.00%

-68.84%

+11.84%

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

-1.31%

-8.27%

+6.96%

Average Drawdown

Average peak-to-trough decline

-20.43%

-18.90%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.55%

Volatility

UNHG vs. DBPE.DE - Volatility Comparison


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Volatility by Period


UNHGDBPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.80%

Volatility (6M)

Calculated over the trailing 6-month period

28.34%

Volatility (1Y)

Calculated over the trailing 1-year period

79.68%

33.45%

+46.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.68%

36.97%

+42.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.68%

37.62%

+42.06%

UNHG vs. DBPE.DE - Expense Ratio Comparison

UNHG has a 0.75% expense ratio, which is higher than DBPE.DE's 0.35% expense ratio.


Dividends

UNHG vs. DBPE.DE - Dividend Comparison

UNHG's dividend yield for the trailing twelve months is around 7.83%, while DBPE.DE has not paid dividends to shareholders.


Frequently Asked Questions


UNHG and DBPE.DE have a correlation of 0.14, 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 0.75% for UNHG.

They also come from different issuers: Leverage Shares and Xtrackers. Their fees differ too: 0.75% for UNHG and 0.35% for DBPE.DE.

Portfolio Optimizer

Find the right allocation for UNHG 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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