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Dow Jones Germany Titans 30 Index (^DE30)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Dow Jones Germany Titans 30 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2025FebruaryMarch
105.07%
348.14%
^DE30 (Dow Jones Germany Titans 30 Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones Germany Titans 30 Index had a return of 15.36% year-to-date (YTD) and 23.15% in the last 12 months. Over the past 10 years, Dow Jones Germany Titans 30 Index had an annualized return of 3.05%, while the S&P 500 had an annualized return of 10.89%, indicating that Dow Jones Germany Titans 30 Index did not perform as well as the benchmark.


^DE30

YTD

15.36%

1M

2.94%

6M

19.84%

1Y

23.15%

5Y*

14.05%

10Y*

3.05%

^GSPC (Benchmark)

YTD

-1.78%

1M

-3.93%

6M

0.76%

1Y

10.70%

5Y*

17.12%

10Y*

10.89%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^DE30, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.65%4.59%15.36%
20240.06%4.22%4.24%-2.95%1.95%-0.93%0.75%2.55%2.55%-2.24%2.31%0.90%13.94%
202310.38%-0.11%1.89%1.20%-4.11%3.34%2.12%-3.67%-3.11%-3.79%9.53%3.18%16.76%
2022-1.06%-7.74%-1.33%-3.37%-0.24%-11.69%4.81%-4.72%-5.93%8.90%9.76%-3.91%-17.29%
2021-1.62%2.46%8.64%-0.26%0.82%1.15%-0.71%1.67%-3.51%2.27%-4.42%4.88%11.23%
2020-2.30%-8.64%-17.75%9.87%5.57%6.82%-1.10%5.34%-0.93%-9.68%14.59%3.49%0.55%
20195.69%2.99%-0.35%6.71%-8.07%4.85%-1.56%-2.39%4.26%4.55%2.49%0.00%19.77%
20182.30%-6.02%-2.46%3.66%-2.24%-2.45%3.84%-3.21%-1.04%-5.87%-1.28%-6.69%-20.06%
20170.49%2.10%3.62%0.92%-0.28%-2.65%-1.52%-0.59%6.35%3.11%-1.68%-0.91%8.95%
2016-9.28%-3.19%5.03%0.32%0.46%-5.84%6.87%2.37%-0.71%1.46%-0.36%7.97%3.79%
20158.67%6.79%5.06%-4.78%-2.20%-4.09%3.22%-9.32%-6.39%12.53%5.13%-5.71%6.44%
2014-3.09%4.27%-1.42%-0.04%1.61%-1.03%-4.25%0.66%0.04%-1.50%6.91%-1.76%-0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, ^DE30 is among the top 3% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DE30 is 9797
Overall Rank
The Sharpe Ratio Rank of ^DE30 is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DE30 is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ^DE30 is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ^DE30 is 9898
Calmar Ratio Rank
The Martin Ratio Rank of ^DE30 is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dow Jones Germany Titans 30 Index (^DE30) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^DE30, currently valued at 1.63, compared to the broader market-0.500.000.501.001.502.001.630.74
The chart of Sortino ratio for ^DE30, currently valued at 2.28, compared to the broader market-1.000.001.002.002.281.06
The chart of Omega ratio for ^DE30, currently valued at 1.28, compared to the broader market0.901.001.101.201.301.281.14
The chart of Calmar ratio for ^DE30, currently valued at 2.62, compared to the broader market-0.500.000.501.001.502.002.502.621.01
The chart of Martin ratio for ^DE30, currently valued at 9.14, compared to the broader market0.002.004.006.008.0010.009.143.53
^DE30
^GSPC

The current Dow Jones Germany Titans 30 Index Sharpe ratio is 1.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dow Jones Germany Titans 30 Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
1.63
0.79
^DE30 (Dow Jones Germany Titans 30 Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-2.68%
-9.42%
^DE30 (Dow Jones Germany Titans 30 Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones Germany Titans 30 Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dow Jones Germany Titans 30 Index was 43.71%, occurring on Mar 18, 2020. Recovery took 261 trading sessions.

The current Dow Jones Germany Titans 30 Index drawdown is 2.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.71%Jan 24, 2018541Mar 18, 2020261Mar 30, 2021802
-31.51%Apr 13, 2015213Feb 11, 2016440Nov 3, 2017653
-30.87%Nov 18, 2021222Sep 29, 2022379Mar 22, 2024601
-14.47%Jul 4, 201473Oct 15, 201437Dec 5, 2014110
-10.33%May 23, 201323Jun 24, 201360Sep 16, 201383

Volatility

Volatility Chart

The current Dow Jones Germany Titans 30 Index volatility is 7.07%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025FebruaryMarch
7.07%
6.71%
^DE30 (Dow Jones Germany Titans 30 Index)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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