Lyxor UCITS NASDAQ-100 Daily Leverage

10-Year Study

L8I7.XETRA · · DE · ETF

Executive Summary: Lyxor UCITS NASDAQ-100 Daily Leverage has compounded at 21.1% annually over the last 10 years, with a maximum drawdown of 59.6% and an annualized volatility of 32.8%.

1Y CAGR
+42.7%
3Y CAGR
+35.0%
5Y CAGR
+20.5%
10Y CAGR
+21.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
59.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +115.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -59.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.1-5.8-10.924.1————————4.1%
20254.8-10.9-19.1-4.520.38.69.5-2.99.212.2-5.2-0.715.5%
20245.17.93.2-6.45.119.1-7.1-2.54.41.612.53.653.6%
202320.02.213.6-0.920.210.36.0-1.8-7.4-7.218.511.3115.8%
2022-20.3-7.011.2-19.4-12.2-15.425.7-6.3-15.50.7-3.2-15.7-59.6%
20212.4-2.87.59.2-5.016.95.19.4-8.213.37.83.572.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 32.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 86.6% of variance. Idiosyncratic stock-specific factors contribute 2.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-12-0110000
2021-01-0110240.531322922276
2021-02-019958.71477293125
2021-03-0110701.848860168733
2021-04-0111681.924250583377
2021-05-0111098.54604200323
2021-06-0112972.53634894992
2021-07-0113627.71495243224
2021-08-0114902.17196194579
2021-09-0113677.97522886376
2021-10-0115490.9352001436
2021-11-0116700.7718542452
2021-12-0117285.945072697898
2022-01-0113778.495781726799
2022-02-0112818.16549991025
2022-03-0114250.58337820858
2022-04-0111488.063184347515
2022-05-0110080.775444264944
2022-06-018526.29689463292
2022-07-0110719.798958894273
2022-08-0110041.285227068747
2022-09-018487.704182373003
2022-10-018544.246993358463
2022-11-018274.995512475318
2022-12-016975.408364746007
2023-01-018372.823550529527
2023-02-018559.504577275175
2023-03-019721.773469754084
2023-04-019635.612995871477
2023-05-0111581.403697720338
2023-06-0112769.700233351283
2023-07-0113534.374439059413
2023-08-0113286.663076646922
2023-09-0112297.612636869504
2023-10-0111414.467779572788
2023-11-0113527.194399569198
2023-12-0115052.952791240352
2024-01-0115824.807036438699
2024-02-0117081.313947226707
2024-03-0117635.971997845987
2024-04-0116499.730748519116
2024-05-0117341.59037874708
2024-06-0120653.38359360976
2024-07-0119185.06551786035
2024-08-0118707.592891760905
2024-09-0119533.297433135882
2024-10-0119849.219170705437
2024-11-0122322.742775085262
2024-12-0123123.31717824448
2025-01-0124221.863220247713
2025-02-0121583.198707592892
2025-03-0117458.26602046311
2025-04-0116666.666666666664
2025-05-0120057.440315921736
2025-06-0121787.82983306408
2025-07-0123852.091186501526
2025-08-0123152.03733620535
2025-09-0125288.099084544963
2025-10-0128368.336025848144
2025-11-0126885.657871118292
2025-12-0126698.976844372643
2026-01-0126673.84670615688
2026-02-0125133.728235505296
2026-03-0122383.773110752107
2026-04-0127783.162807395438
Annual Return Matrix
YearAnnual Return
20210.7285945072697899
2022-0.5964693665628245
20231.1580030880082348
20240.5361316479847364
20250.15463437354448062
20260.04060777195105536
Total Factor Risk
0.3276851098806566
VTI.US Exposure
0.0901234040994774
VEA.US Exposure
0.004686055762291119
VWO.US Exposure
0.0010694424077254444
QQQ.US Exposure
0.8662023945529342
VTV.US Exposure
-0.012635571615753821
IJR.US Exposure
0.01869032922062802
QUAL.US Exposure
-0.04385777454855159
SHV.US Exposure
0.008169830573634773
TLT.US Exposure
0.0291736683467255
LQD.US Exposure
-0.022391562064191385
HYG.US Exposure
-0.0340704473309549
GLD.US Exposure
0.00004448040329857307
USO.US Exposure
-0.0037649714468438733
VNQ.US Exposure
0.011540041442508569
BTC-USD.CC Exposure
-0.0009690337924070026
CPER.US Exposure
0.004213574866919491
VIX.INDX Exposure
-0.0064014773650809195
UUP.US Exposure
0.04681660278367451
TIP.US Exposure
0.014533387278616163
Idiosyncratic Exposure
0.02882762642534974
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Lyxor UCITS NASDAQ-100 Daily Leverage a high-risk investment?

Lyxor UCITS NASDAQ-100 Daily Leverage (L8I7.XETRA) has an annualized volatility of 32.8% and experienced a maximum drawdown of 59.6% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of L8I7.XETRA?

Over the past 10 years, L8I7.XETRA has generated a Compound Annual Growth Rate (CAGR) of 21.1%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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