^AEX vs. ^GDAXI
Compare and contrast key facts about AEX Index (^AEX) and DAX Performance Index (^GDAXI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^GDAXI.
Key characteristics
| ^AEX | ^GDAXI | |
|---|---|---|
| YTD Return | 14.20% | 9.32% |
| 1Y Return | 15.88% | 13.52% |
| 3Y Return (Ann) | 6.34% | 5.34% |
| 5Y Return (Ann) | 9.01% | 7.98% |
| 10Y Return (Ann) | 8.18% | 6.63% |
| Sharpe Ratio | 1.26 | 1.16 |
| Daily Std Dev | 10.84% | 11.12% |
| Max Drawdown | -71.60% | -72.68% |
| Current Drawdown | -4.90% | -2.95% |
Correlation
The correlation between ^AEX and ^GDAXI is 0.79, 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.
Performance
^AEX vs. ^GDAXI - Performance Comparison
In the year-to-date period, ^AEX achieves a 14.20% return, which is significantly higher than ^GDAXI's 9.32% return. Over the past 10 years, ^AEX has outperformed ^GDAXI with an annualized return of 8.18%, while ^GDAXI has yielded a comparatively lower 6.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^AEX vs. ^GDAXI - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ^GDAXI - Volatility Comparison
The current volatility for AEX Index (^AEX) is 3.71%, while DAX Performance Index (^GDAXI) has a volatility of 4.16%. 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.