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UNHG vs. LYY8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNHG vs. LYY8.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 Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.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 LYY8.DE is traded in EUR. To make them comparable, the LYY8.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 26.38% return, which is significantly higher than LYY8.DE's -1.29% return.


UNHG

1D
1.39%
1M
16.47%
YTD
26.38%
6M
26.62%
1Y
3Y*
5Y*
10Y*

LYY8.DE

1D
1.15%
1M
-1.67%
YTD
-1.29%
6M
3.43%
1Y
0.18%
3Y*
29.10%
5Y*
11.91%
10Y*
13.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNHG vs. LYY8.DE - Yearly Performance Comparison


Correlation

The correlation between UNHG and LYY8.DE is 0.16, 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 23, 2025

0.16

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Return for Risk

UNHG vs. LYY8.DE — Risk / Return Rank

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

UNHG

LYY8.DE
LYY8.DE Risk / Return Rank: 99
Overall Rank
LYY8.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LYY8.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
LYY8.DE Omega Ratio Rank: 99
Omega Ratio Rank
LYY8.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
LYY8.DE Martin Ratio Rank: 99
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. LYY8.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 Amundi LevDax Daily (2x) leveraged UCITS ETF Acc (LYY8.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.

UNHG vs. LYY8.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UNHGLYY8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.11

+0.67

Drawdowns

UNHG vs. LYY8.DE - Drawdown Comparison

The maximum UNHG drawdown since its inception was -57.00%, smaller than the maximum LYY8.DE drawdown of -86.51%. Use the drawdown chart below to compare losses from any high point for UNHG and LYY8.DE.


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Drawdown Indicators


UNHGLYY8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.00%

-86.51%

+29.51%

Max Drawdown (1Y)

Largest decline over 1 year

-25.08%

Max Drawdown (3Y)

Largest decline over 3 years

-29.98%

Max Drawdown (5Y)

Largest decline over 5 years

-56.08%

Max Drawdown (10Y)

Largest decline over 10 years

-69.27%

Current Drawdown

Current decline from peak

-2.52%

-7.35%

+4.83%

Average Drawdown

Average peak-to-trough decline

-22.52%

-32.24%

+9.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.63%

Volatility

UNHG vs. LYY8.DE - Volatility Comparison


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Volatility by Period


UNHGLYY8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.67%

Volatility (6M)

Calculated over the trailing 6-month period

26.85%

Volatility (1Y)

Calculated over the trailing 1-year period

82.58%

33.01%

+49.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.58%

36.88%

+45.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.58%

38.16%

+44.42%

UNHG vs. LYY8.DE - Expense Ratio Comparison

UNHG has a 0.75% expense ratio, which is higher than LYY8.DE's 0.35% expense ratio.


Dividends

UNHG vs. LYY8.DE - Dividend Comparison

UNHG's dividend yield for the trailing twelve months is around 8.94%, while LYY8.DE has not paid dividends to shareholders.


Frequently Asked Questions


UNHG and LYY8.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYY8.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYY8.DE is cheaper with a 0.35% expense ratio, compared with 0.75% for UNHG.

They also come from different issuers: Leverage Shares and Amundi. Their fees differ too: 0.75% for UNHG and 0.35% for LYY8.DE.

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