UNHG vs. DBPE.DE
UNHG (Leverage Shares 2x Long UNH Daily ETF) and DBPE.DE (Xtrackers LevDAX Daily Swap UCITS ETF (Acc)) are both Leveraged Equities funds. UNHG is actively managed, while DBPE.DE is passively managed. At a 0.14 correlation, their price movements are largely independent. UNHG charges 0.75%/yr vs 0.35%/yr for DBPE.DE.
Performance
UNHG vs. DBPE.DE - Performance Comparison
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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%
UNHG vs. DBPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UNHG Leverage Shares 2x Long UNH Daily ETF | 44.30% | 23.87% |
DBPE.DE Xtrackers LevDAX Daily Swap UCITS ETF (Acc) | -2.28% | -0.15% |
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
UNHG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DBPE.DE
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.
| UNHG | DBPE.DE | Difference | |
|---|---|---|---|
| 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 | — |
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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
| UNHG | DBPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.31% | -8.27% | +6.96% |
Average DrawdownAverage peak-to-trough decline | -20.43% | -18.90% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.55% | — |
Volatility
UNHG vs. DBPE.DE - Volatility Comparison
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Volatility by Period
| UNHG | DBPE.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
DBPE.DE Xtrackers LevDAX Daily Swap UCITS ETF (Acc) | 0.00% | 0.00% |
UNHG Leverage Shares 2x Long UNH Daily ETF | 7.83% | 11.30% |
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.
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