PortfoliosLab logoPortfoliosLab logo
XMLH.DE vs. DES2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMLH.DE vs. DES2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Healthcare Technology & Innovation UCITS ETF USD Acc (XMLH.DE) and L&G DAX Daily 2x Short UCITS ETF (DES2.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XMLH.DE achieves a 8.53% return, which is significantly higher than DES2.DE's -6.55% return.


XMLH.DE

1D
-0.63%
1M
9.04%
6M
3.67%
YTD
8.53%
1Y
37.82%
3Y*
7.32%
5Y*
-2.65%
10Y*

DES2.DE

1D
-0.04%
1M
-0.78%
6M
-0.76%
YTD
-6.55%
1Y
-9.77%
3Y*
-24.72%
5Y*
-20.23%
10Y*
-23.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMLH.DE vs. DES2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XMLH.DE
L&G Healthcare Technology & Innovation UCITS ETF USD Acc
8.53%11.69%8.01%-4.50%-29.19%7.76%49.95%-0.52%
DES2.DE
L&G DAX Daily 2x Short UCITS ETF
-6.55%-35.92%-24.73%-28.32%8.81%-31.47%-34.46%-18.43%

Correlation

The correlation between XMLH.DE and DES2.DE is -0.47, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.47

Correlation (3Y)
Calculated over the trailing 3-year period

-0.49

Correlation (5Y)
Calculated over the trailing 5-year period

-0.52

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

-0.52

The correlation between XMLH.DE and DES2.DE has been stable across timeframes, ranging from -0.52 to -0.47 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XMLH.DE vs. DES2.DE — Risk / Return Rank

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

XMLH.DE
XMLH.DE Risk / Return Rank: 6767
Overall Rank
XMLH.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XMLH.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
XMLH.DE Omega Ratio Rank: 6969
Omega Ratio Rank
XMLH.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
XMLH.DE Martin Ratio Rank: 4444
Martin Ratio Rank

DES2.DE
DES2.DE Risk / Return Rank: 66
Overall Rank
DES2.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DES2.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DES2.DE Omega Ratio Rank: 66
Omega Ratio Rank
DES2.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DES2.DE Martin Ratio Rank: 55
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.

XMLH.DE vs. DES2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Healthcare Technology & Innovation UCITS ETF USD Acc (XMLH.DE) and L&G DAX Daily 2x Short UCITS ETF (DES2.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.


XMLH.DEDES2.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

1.33

0.97

+0.36

Calmar ratioReturn relative to maximum drawdown

2.64

-0.39

+3.03

Martin ratioReturn relative to average drawdown

5.92

-0.82

+6.74

XMLH.DE vs. DES2.DE - Sharpe Ratio Comparison

The current XMLH.DE Sharpe Ratio is 1.96, which is higher than the DES2.DE Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of XMLH.DE and DES2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XMLH.DE vs. DES2.DE - Drawdown Comparison

The maximum XMLH.DE drawdown since its inception was -51.48%, smaller than the maximum DES2.DE drawdown of -99.34%. Use the drawdown chart below to compare losses from any high point for XMLH.DE and DES2.DE.


Loading charts...

Drawdown Indicators


XMLH.DEDES2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.48%

-99.34%

+47.86%

Max Drawdown (1Y)

Largest decline over 1 year

-15.46%

-26.29%

+10.83%

Max Drawdown (3Y)

Largest decline over 3 years

-28.40%

-66.97%

+38.57%

Max Drawdown (5Y)

Largest decline over 5 years

-50.58%

-77.94%

+27.36%

Max Drawdown (10Y)

Largest decline over 10 years

-93.68%

Current Drawdown

Current decline from peak

-21.16%

-99.30%

+78.14%

Average Drawdown

Average peak-to-trough decline

-25.17%

-83.29%

+58.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.91%

12.43%

-5.52%

Volatility

XMLH.DE vs. DES2.DE - Volatility Comparison

The current volatility for L&G Healthcare Technology & Innovation UCITS ETF USD Acc (XMLH.DE) is 6.98%, while L&G DAX Daily 2x Short UCITS ETF (DES2.DE) has a volatility of 9.14%. This indicates that XMLH.DE experiences smaller price fluctuations and is considered to be less risky than DES2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XMLH.DEDES2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

9.14%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.00%

27.38%

-11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

32.32%

-11.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.53%

34.54%

-12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

36.31%

-12.52%

XMLH.DE vs. DES2.DE - Expense Ratio Comparison

XMLH.DE has a 0.49% expense ratio, which is lower than DES2.DE's 0.50% expense ratio.


Dividends

XMLH.DE vs. DES2.DE - Dividend Comparison

Neither XMLH.DE nor DES2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XMLH.DE and DES2.DE have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMLH.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMLH.DE is cheaper with a 0.49% expense ratio, compared with 0.50% for DES2.DE.

XMLH.DE is categorized as Health & Biotech Equities, while DES2.DE is Inverse Equities. XMLH.DE tracks ROBO Global Healthcare Technology and Innovation Index, while DES2.DE tracks ShortDAX x2 Index. Their fees differ too: 0.49% for XMLH.DE and 0.50% for DES2.DE.

Portfolio Optimizer

Find the right allocation for XMLH.DE and DES2.DE

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

Open Portfolio Optimizer