Multi Units Luxembourg - Lyxor Daily LevDAX UCITS ETF

10-Year Study

LYY8.XETRA · · DE · ETF

Executive Summary: Multi Units Luxembourg - Lyxor Daily LevDAX UCITS ETF has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 50.9% and an annualized volatility of 30.4%.

1Y CAGR
-4.0%
3Y CAGR
+25.9%
5Y CAGR
+12.8%
10Y CAGR
+12.2%

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 →
50.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +52.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -35.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.15.5-20.312.9————————-5.1%
202518.67.2-4.21.113.0-1.00.7-1.6-1.00.7-1.45.241.1%
20241.38.99.0-6.65.3-3.32.43.64.0-3.05.22.632.1%
202317.62.72.93.2-4.35.93.3-6.5-7.4-8.019.56.335.8%
2022-5.5-13.1-2.1-4.63.1-21.510.7-9.5-11.719.617.6-7.1-28.2%
2021-4.25.218.11.53.31.4-0.13.7-7.25.4-7.210.131.1%
2020-4.2-16.7-33.817.812.811.1-0.610.8-3.2-18.631.76.1-5.4%
201911.26.10.114.2-10.411.5-3.5-4.38.17.05.70.152.2%
20184.1-11.5-5.67.9-0.8-4.58.0-7.2-1.9-12.8-3.6-12.4-35.7%
20171.05.07.81.82.4-4.6-3.6-1.112.86.2-3.0-2.023.6%
2016———0.73.8-12.113.74.6-1.62.7-1.016.027.1%

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 30.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 86.6% of variance. Idiosyncratic stock-specific factors contribute 13.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110074.193983542427
2016-05-0110457.304734925132
2016-06-019196.0070147039
2016-07-0110454.606771887225
2016-08-0110940.240118710373
2016-09-0110766.221502765415
2016-10-0111061.648455416162
2016-11-0110956.427896937812
2016-12-0112708.754890058008
2017-01-0112840.95507891542
2017-02-0113481.721300418185
2017-03-0114537.973829758532
2017-04-0114806.421152030218
2017-05-0115166.599217590721
2017-06-0114463.779846216106
2017-07-0113941.723998381221
2017-08-0113783.8931606637
2017-09-0115552.407932011334
2017-10-0116523.67462565763
2017-11-0116027.249426682854
2017-12-0115707.54080669095
2018-01-0116352.353972750576
2018-02-0114463.779846216106
2018-03-0113648.995008768381
2018-04-0114730.87818696884
2018-05-0114606.771887225144
2018-06-0113951.166869013896
2018-07-0115062.727640631323
2018-08-0113978.14649939296
2018-09-0113708.350195602321
2018-10-0111949.27829488736
2018-11-0111521.6511533792
2018-12-0110095.777687845677
2019-01-0111223.526237690545
2019-02-0111910.15783083772
2019-03-0111916.902738432484
2019-04-0113611.223526237693
2019-05-0112197.490894374747
2019-06-0113595.035748010254
2019-07-0113113.449345743964
2019-08-0112553.622015378389
2019-09-0113573.452043707002
2019-10-0114520.437070012142
2019-11-0115354.107648725212
2019-12-0115364.899500876842
2020-01-0114725.482260893026
2020-02-0112270.33589639822
2020-03-018120.868744098207
2020-04-019568.325913934981
2020-05-0110790.503170106569
2020-06-0111988.398758937004
2020-07-0111912.855793875626
2020-08-0113201.13314447592
2020-09-0112774.854984486714
2020-10-0110403.345474167005
2020-11-0113700.256306488604
2020-12-0114539.322811277487
2021-01-0113932.28112774855
2021-02-0114660.731147983275
2021-03-0117315.526777283154
2021-04-0117579.927154997975
2021-05-0118159.98920814785
2021-06-0118408.20180763524
2021-07-0118392.0140294078
2021-08-0119069.2027519223
2021-09-0117695.939565627952
2021-10-0118651.01848104681
2021-11-0117302.036962093618
2021-12-0119057.68244975044
2022-01-0118008.903278025093
2022-02-0115653.581545932822
2022-03-0115329.825981384056
2022-04-0114625.657628490491
2022-05-0115076.217455820857
2022-06-0111840.010791852152
2022-07-0113105.355456630245
2022-08-0111857.547551598544
2022-09-0110469.44556859571
2022-10-0112518.548495885607
2022-11-0114722.78429785512
2022-12-0113684.068528261165
2023-01-0116087.95359503575
2023-02-0116516.929718062864
2023-03-0116997.167138810197
2023-04-0117539.45770942938
2023-05-0116778.63213273978
2023-06-0117774.180493727235
2023-07-0118365.034399028733
2023-08-0117164.440847160393
2023-09-0115899.096182382302
2023-10-0114622.959665452583
2023-11-0117474.706596519627
2023-12-0118578.17347902334
2024-01-0118823.688115472818
2024-02-0120507.2170511264
2024-03-0122347.22784297855
2024-04-0120876.837987319574
2024-05-0121980.304869823285
2024-06-0121262.64670174019
2024-07-0121780.655605018215
2024-08-0122554.970996897344
2024-09-0123461.486577633885
2024-10-0122749.2243356266
2024-11-0123922.83825711588
2024-12-0124535.27586672063
2025-01-0129090.78645622555
2025-02-0131174.96290300823
2025-03-0129873.1957372184
2025-04-0130196.951301767167
2025-05-0134108.99770673142
2025-06-0133765.00741939836
2025-07-0134007.82409280993
2025-08-0133447.99676244436
2025-09-0133117.49629030083
2025-10-0133353.568056117634
2025-11-0132888.16943207878
2025-12-0134608.1208687441
2026-01-0134628.355591528394
2026-02-0136516.929718062864
2026-03-0129111.02117900985
2026-04-0132854.444894104956
Annual Return Matrix
YearAnnual Return
20170.23596221207939716
2018-0.3572655444864308
20190.5219134152859433
2020-0.05373134328358209
20210.31076823158285394
2022-0.2819657602994452
20230.3576498422712935
20240.32065059541097884
20250.4105454145590499
2026-0.050672383550964706
Total Factor Risk
0.3036555934344097
VTI.US Exposure
-0.05500468581882656
VEA.US Exposure
0.8660881570352623
VWO.US Exposure
-0.05851164090264565
QQQ.US Exposure
0.01836125561507202
VTV.US Exposure
0.006975962990335696
IJR.US Exposure
-0.01030449536484702
QUAL.US Exposure
0.03878655364278029
SHV.US Exposure
0.038331241986526376
TLT.US Exposure
-0.030526241137559623
LQD.US Exposure
0.08097187511145199
HYG.US Exposure
0.0290166781757302
GLD.US Exposure
-0.022152062645857944
USO.US Exposure
-0.0008054624293460709
VNQ.US Exposure
-0.03804939421993886
BTC-USD.CC Exposure
0.011332840377014161
CPER.US Exposure
0.059570994673760126
VIX.INDX Exposure
-0.026939975551559837
UUP.US Exposure
-0.03401161155469592
TIP.US Exposure
-0.004845493484608145
Idiosyncratic Exposure
0.13171550350195246
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
30.4%

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 →
-0.4%
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 →
-2.3%
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 →
11.6% 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 Multi Units Luxembourg - Lyxor Daily LevDAX UCITS ETF a high-risk investment?

Multi Units Luxembourg - Lyxor Daily LevDAX UCITS ETF (LYY8.XETRA) has an annualized volatility of 30.4% and experienced a maximum drawdown of 50.9% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of LYY8.XETRA?

Over the past 10 years, LYY8.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 60% 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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