^AEX vs. ^GDAXI
Compare and contrast key facts about AEX Index (^AEX) and DAX Performance Index (^GDAXI).
Performance
^AEX vs. ^GDAXI - Performance Comparison
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^AEX vs. ^GDAXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^AEX AEX Index | 2.58% | 8.27% | 11.67% | 14.20% | -13.65% | 27.75% | 3.31% | 23.92% | -10.41% | 12.71% |
^GDAXI DAX Performance Index | -5.40% | 23.01% | 18.85% | 20.31% | -12.35% | 15.79% | 3.55% | 25.48% | -18.26% | 12.51% |
Returns By Period
In the year-to-date period, ^AEX achieves a 2.58% return, which is significantly higher than ^GDAXI's -5.40% return. Over the past 10 years, ^AEX has underperformed ^GDAXI with an annualized return of 8.39%, while ^GDAXI has yielded a comparatively higher 8.96% annualized return.
^AEX
- 1D
- -0.09%
- 1M
- -1.45%
- YTD
- 2.58%
- 6M
- 1.76%
- 1Y
- 8.25%
- 3Y*
- 8.77%
- 5Y*
- 6.61%
- 10Y*
- 8.39%
^GDAXI
- 1D
- -0.56%
- 1M
- -2.62%
- YTD
- -5.40%
- 6M
- -5.14%
- 1Y
- 3.47%
- 3Y*
- 14.14%
- 5Y*
- 8.93%
- 10Y*
- 8.96%
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Return for Risk
^AEX vs. ^GDAXI — Risk / Return Rank
^AEX
^GDAXI
^AEX vs. ^GDAXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and DAX Performance Index (^GDAXI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ^AEX | ^GDAXI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.20 | +0.33 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.38 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.05 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 0.54 | +2.65 |
Martin ratioReturn relative to average drawdown | 7.61 | 1.91 | +5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^AEX | ^GDAXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.20 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.53 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.49 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.41 | -0.05 |
Correlation
The correlation between ^AEX and ^GDAXI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Drawdowns
^AEX vs. ^GDAXI - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, roughly equal to the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^GDAXI.
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Drawdown Indicators
| ^AEX | ^GDAXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.60% | -72.68% | +1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -12.27% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.80% | -26.40% | +2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -38.78% | +3.00% |
Current DrawdownCurrent decline from peak | -5.26% | -8.86% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -22.69% | -14.75% | -7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.50% | -0.64% |
Volatility
^AEX vs. ^GDAXI - Volatility Comparison
The current volatility for AEX Index (^AEX) is 5.05%, while DAX Performance Index (^GDAXI) has a volatility of 6.64%. This indicates that ^AEX experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^AEX | ^GDAXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 6.64% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 11.28% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.45% | 17.64% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 16.80% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 18.30% | -2.09% |