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DAX Performance Index (^GDAXI)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart


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S&P 500

Returns By Period

DAX Performance Index (^GDAXI) returned 20.74% year-to-date (YTD) and 28.70% over the past 12 months. Over the past 10 years, ^GDAXI returned 7.73% annually, underperforming the S&P 500 benchmark at 10.82%.


^GDAXI

YTD

20.74%

1M

7.93%

6M

24.80%

1Y

28.70%

3Y*

18.46%

5Y*

15.71%

10Y*

7.73%

^GSPC (Benchmark)

YTD

0.12%

1M

6.51%

6M

-1.84%

1Y

10.98%

3Y*

12.30%

5Y*

14.10%

10Y*

10.82%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20259.16%3.77%-1.72%1.50%6.85%20.74%
20240.91%4.58%4.61%-3.03%3.16%-1.42%1.50%2.15%2.21%-1.28%2.88%1.44%18.85%
20238.65%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%
2020-2.02%-8.41%-16.44%9.32%6.68%6.25%0.02%5.13%-1.43%-9.44%15.01%3.22%3.55%
20195.82%3.07%0.09%7.10%-5.00%5.73%-1.69%-2.05%4.09%3.53%2.87%0.10%25.48%
20182.10%-5.71%-2.73%4.26%-0.06%-2.37%4.06%-3.45%-0.95%-6.53%-1.66%-6.20%-18.26%
20170.47%2.59%4.04%1.02%1.42%-2.30%-1.68%-0.52%6.41%3.12%-1.55%-0.82%12.51%
2016-8.80%-3.09%4.95%0.74%2.23%-5.68%6.79%2.47%-0.77%1.47%-0.23%7.90%6.87%
20159.06%6.61%4.95%-4.28%-0.35%-4.11%3.33%-9.28%-5.84%12.32%4.90%-5.62%9.56%
2014-2.57%4.14%-1.40%0.50%3.54%-1.11%-4.33%0.67%0.04%-1.56%7.01%-1.76%2.65%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, ^GDAXI is among the top 2% 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 ^GDAXI is 9898
Overall Rank
The Sharpe Ratio Rank of ^GDAXI is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GDAXI is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^GDAXI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ^GDAXI is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ^GDAXI is 9999
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 DAX Performance Index (^GDAXI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

DAX Performance Index Sharpe ratios as of May 29, 2025 (values are recalculated daily):

  • 1-Year: 1.60
  • 5-Year: 0.87
  • 10-Year: 0.40
  • All Time: 0.42

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of DAX Performance Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 0.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.68%Mar 8, 2000786Mar 12, 20031105Jun 20, 20071891
-54.77%Jul 17, 2007416Mar 6, 20091060May 3, 20131476
-40.98%Apr 18, 1986445Jan 29, 1988393Aug 2, 1989838
-38.78%Feb 20, 202020Mar 18, 2020197Dec 28, 2020217
-37.57%Jul 21, 199858Oct 8, 1998308Dec 14, 1999366
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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