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Performance
^GDAXI Performance Chart
DAX Performance Index (^GDAXI) is up 1.3% since the beginning of the year. ^GDAXI is currently trading at €24,796 per share. Investors who bought €1,000 worth of ^GDAXI shares 5 years ago would now be looking at an investment worth €1,580.
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Returns By Period
DAX Performance Index (^GDAXI) has returned 1.25% so far this year and 2.92% over the past 12 months. Over the last ten years, ^GDAXI has returned 9.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.42% annually.
DAX Performance Index
- 1D
- -1.31%
- 1M
- 3.35%
- YTD
- 1.25%
- 6M
- 4.65%
- 1Y
- 2.92%
- 3Y*
- 15.60%
- 5Y*
- 9.58%
- 10Y*
- 9.39%
Benchmark (S&P 500 Index)
- 1D
- -0.52%
- 1M
- 5.65%
- YTD
- 11.67%
- 6M
- 10.88%
- 1Y
- 24.00%
- 3Y*
- 17.62%
- 5Y*
- 13.35%
- 10Y*
- 13.42%
^GDAXI Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1980, ^GDAXI's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2003 with a return of +21.4%, while the worst month was Sep 2002 at -25.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^GDAXI closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Oct 16, 1989 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.20% | 3.04% | -10.30% | 7.11% | 3.34% | -1.23% | 1.25% | ||||||
| 2025 | 9.16% | 3.77% | -1.72% | 1.50% | 6.67% | -0.37% | 0.65% | -0.68% | -0.09% | 0.32% | -0.51% | 2.74% | 23.01% |
| 2024 | 0.91% | 4.58% | 4.61% | -3.03% | 3.16% | -1.42% | 1.50% | 2.15% | 2.21% | -1.28% | 2.88% | 1.44% | 18.85% |
| 2023 | 8.65% | 1.57% | 1.72% | 1.88% | -1.62% | 3.09% | 1.85% | -3.04% | -3.51% | -3.75% | 9.49% | 3.31% | 20.31% |
| 2022 | -2.60% | -6.53% | -0.32% | -2.20% | 2.06% | -11.15% | 5.48% | -4.81% | -5.61% | 9.41% | 8.63% | -3.29% | -12.35% |
| 2021 | -2.08% | 2.63% | 8.86% | 0.85% | 1.88% | 0.71% | 0.09% | 1.87% | -3.63% | 2.81% | -3.75% | 5.20% | 15.79% |
Benchmark Metrics
DAX Performance Index has an annualized alpha of 1.98%, beta of 0.56, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since January 03, 1980.
- This index participated in 92.90% of S&P 500 Index downside but only 78.61% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.56 may look defensive, but with R2 of 0.27 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.27 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.98%
- Beta
- 0.56
- R²
- 0.27
- Upside Capture
- 78.61%
- Downside Capture
- 92.90%
Return for Risk
Risk / Return Rank
^GDAXI ranks 20 for risk / return — in the bottom 20% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DAX Performance Index (^GDAXI) and compare them to S&P 500 Index.
| ^GDAXI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 1.96 | -1.78 |
Sortino ratioReturn per unit of downside risk | 0.38 | 2.57 | -2.19 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.36 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 3.19 | -2.95 |
Martin ratioReturn relative to average drawdown | 0.74 | 11.89 | -11.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DAX Performance 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 DAX Performance Index was 72.68%, occurring on Mar 12, 2003. Recovery took 1105 trading sessions.
The current DAX Performance Index drawdown is 2.46%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2003 bear market2003 | -72.68%Mar 2003 | 3y 4d | 4y 3mo | 7y 3moMar 2000 - Jun 2007 |
Financial crisis2007–2009 | -54.77%Mar 2009 | 1y 7mo | 4y 1mo | 5y 9moJul 2007 - May 2013 |
1988 bear market1988 | -40.98%Jan 1988 | 1y 9mo | 1y 6mo | 3y 3moApr 1986 - Aug 1989 |
COVID crash2020 | -38.78%Mar 2020 | 27d | 9mo 15d | 10mo 12dFeb 2020 - Dec 2020 |
1998 bear market1998 | -37.57%Oct 1998 | 2mo 19d | 1y 2mo | 1y 4moJul 1998 - Dec 1999 |
Drawdown Indicators
| ^GDAXI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.68% | -51.62% | -21.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -7.57% | -4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -23.99% | +7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -26.40% | -23.99% | -2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -38.78% | -33.42% | -5.36% |
Current DrawdownCurrent decline from peak | -2.46% | -0.52% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -14.71% | -9.08% | -5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.02% | +1.90% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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