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Invesco MDAX UCITS ETF A (DEAM.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BHJYDV33

WKN

A2N7NF

Issuer

Invesco

Inception Date

Feb 11, 2019

Leveraged

1x

Index Tracked

MDAX®

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

DEAM.DE has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for DEAM.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DEAM.DE vs. C007.DE DEAM.DE vs. 6AQQ.DE
Popular comparisons:
DEAM.DE vs. C007.DE DEAM.DE vs. 6AQQ.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Invesco MDAX UCITS ETF A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
9.89%
16.47%
DEAM.DE (Invesco MDAX UCITS ETF A)
Benchmark (^GSPC)

Returns By Period

Invesco MDAX UCITS ETF A had a return of 6.53% year-to-date (YTD) and 3.70% in the last 12 months.


DEAM.DE

YTD

6.53%

1M

5.38%

6M

8.96%

1Y

3.70%

5Y*

-1.87%

10Y*

N/A

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.67%6.53%
2024-4.07%-0.59%4.64%-3.33%1.98%-5.87%0.84%1.29%4.41%-1.94%-0.07%-2.90%-6.03%
202314.76%-0.66%-3.40%0.65%-4.88%3.98%4.39%-3.53%-6.41%-7.79%8.91%3.44%7.33%
2022-5.06%-4.39%-2.72%-2.97%-0.73%-13.84%5.98%-7.66%-11.54%6.04%8.01%-1.91%-28.72%
20210.73%0.74%1.52%2.80%1.58%2.45%3.23%2.28%-4.34%1.23%-2.64%3.52%13.55%
2020-1.56%-9.16%-17.53%9.83%10.04%1.55%1.30%5.05%-1.76%-4.82%14.08%5.16%8.05%
2019-0.37%0.69%6.05%-5.01%3.30%1.15%-0.80%0.60%1.35%4.59%3.40%15.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DEAM.DE is 13, meaning it’s performing worse than 87% of other ETFs 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 DEAM.DE is 1313
Overall Rank
The Sharpe Ratio Rank of DEAM.DE is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of DEAM.DE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DEAM.DE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of DEAM.DE is 1111
Calmar Ratio Rank
The Martin Ratio Rank of DEAM.DE is 1313
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 Invesco MDAX UCITS ETF A (DEAM.DE) 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 DEAM.DE, currently valued at 0.40, compared to the broader market0.002.004.000.401.83
The chart of Sortino ratio for DEAM.DE, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.0012.000.642.47
The chart of Omega ratio for DEAM.DE, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.33
The chart of Calmar ratio for DEAM.DE, currently valued at 0.15, compared to the broader market0.005.0010.0015.0020.000.152.76
The chart of Martin ratio for DEAM.DE, currently valued at 0.99, compared to the broader market0.0020.0040.0060.0080.00100.000.9911.27
DEAM.DE
^GSPC

The current Invesco MDAX UCITS ETF A Sharpe ratio is 0.40. 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 Invesco MDAX UCITS ETF A 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.40
1.96
DEAM.DE (Invesco MDAX UCITS ETF A)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MDAX UCITS ETF A doesn't pay dividends

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-25.90%
-0.48%
DEAM.DE (Invesco MDAX UCITS ETF A)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MDAX UCITS ETF A. 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 Invesco MDAX UCITS ETF A was 40.04%, occurring on Sep 29, 2022. The portfolio has not yet recovered.

The current Invesco MDAX UCITS ETF A drawdown is 25.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.04%Aug 31, 2021279Sep 29, 2022
-39.08%Feb 20, 202020Mar 18, 2020183Dec 4, 2020203
-7.03%Feb 17, 202113Mar 5, 202128Apr 16, 202141
-6.12%Jul 25, 201915Aug 14, 201947Oct 24, 201962
-5.3%Apr 30, 201918May 29, 201939Jul 24, 201957

Volatility

Volatility Chart

The current Invesco MDAX UCITS ETF A volatility is 3.65%, 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.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.65%
3.99%
DEAM.DE (Invesco MDAX UCITS ETF A)
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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