PortfolioMetrics

DXSN vs. LYMZ - ETF Comparison

DXSN - Xtrackers ShortDAX Daily Swap UCITS ETF 1C

The Xtrackers ShortDAX Daily Swap UCITS ETF 1C is an exchange-traded fund that seeks to track the inverse performance of the DAX index, which comprises the 40 largest and most traded German stocks listed on the Frankfurt Stock Exchange. The fund uses a synthetic replication method with a swap and has an expense ratio of 0.4%. It is an accumulating fund, meaning that dividends are reinvested in the ETF.

LYMZ - Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF Acc

The Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF Acc is an exchange-traded fund that seeks to track the EURO STOXX 50 Leverage (2x) index, which tracks the two times leveraged performance of the EURO STOXX 50 on a daily basis. The fund provides exposure to the largest companies in the eurozone, with a focus on European equities.

DXSNLYMZ
Fund NameXtrackers ShortDAX Daily Swap UCITS ETF 1CAmundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF Acc
Fund ProviderDeutsche BankAmundi
IndexShortDAX®EURO STOXX® 50 Leverage (2x)
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.4%0.4%
Inception Date2007-06-052007-06-04
CurrencyEUREUR
Distribution PolicyAccumulatingAccumulating
RegionEuropeEurope
LeveragedLeveragedLeveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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