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^GDAXI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^GDAXI and ^GSPC is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

^GDAXI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DAX Performance Index (^GDAXI) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.89%
8.88%
^GDAXI
^GSPC

Key characteristics

Sharpe Ratio

^GDAXI:

2.19

^GSPC:

2.06

Sortino Ratio

^GDAXI:

2.99

^GSPC:

2.74

Omega Ratio

^GDAXI:

1.38

^GSPC:

1.38

Calmar Ratio

^GDAXI:

3.27

^GSPC:

3.13

Martin Ratio

^GDAXI:

11.94

^GSPC:

12.83

Ulcer Index

^GDAXI:

2.22%

^GSPC:

2.07%

Daily Std Dev

^GDAXI:

12.09%

^GSPC:

12.85%

Max Drawdown

^GDAXI:

-72.68%

^GSPC:

-56.78%

Current Drawdown

^GDAXI:

0.00%

^GSPC:

-0.67%

Returns By Period

In the year-to-date period, ^GDAXI achieves a 5.69% return, which is significantly higher than ^GSPC's 2.85% return. Over the past 10 years, ^GDAXI has underperformed ^GSPC with an annualized return of 7.00%, while ^GSPC has yielded a comparatively higher 11.45% annualized return.


^GDAXI

YTD

5.69%

1M

5.82%

6M

13.39%

1Y

26.13%

5Y*

9.36%

10Y*

7.00%

^GSPC

YTD

2.85%

1M

2.00%

6M

8.88%

1Y

24.72%

5Y*

12.77%

10Y*

11.45%

*Annualized

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

^GDAXI vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^GDAXI
The Risk-Adjusted Performance Rank of ^GDAXI is 9494
Overall Rank
The Sharpe Ratio Rank of ^GDAXI is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GDAXI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ^GDAXI is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ^GDAXI is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ^GDAXI is 9090
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9191
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9595
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.

^GDAXI vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DAX Performance Index (^GDAXI) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for ^GDAXI, currently valued at 1.34, compared to the broader market-0.500.000.501.001.502.002.501.341.78
The chart of Sortino ratio for ^GDAXI, currently valued at 1.89, compared to the broader market0.001.002.003.001.892.41
The chart of Omega ratio for ^GDAXI, currently valued at 1.23, compared to the broader market1.001.201.401.601.231.33
The chart of Calmar ratio for ^GDAXI, currently valued at 2.45, compared to the broader market0.001.002.003.004.002.452.69
The chart of Martin ratio for ^GDAXI, currently valued at 5.74, compared to the broader market0.005.0010.0015.0020.005.7411.00
^GDAXI
^GSPC

The current ^GDAXI Sharpe Ratio is 2.19, which is comparable to the ^GSPC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of ^GDAXI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.34
1.78
^GDAXI
^GSPC

Drawdowns

^GDAXI vs. ^GSPC - Drawdown Comparison

The maximum ^GDAXI drawdown since its inception was -72.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^GDAXI and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-0.67%
^GDAXI
^GSPC

Volatility

^GDAXI vs. ^GSPC - Volatility Comparison

DAX Performance Index (^GDAXI) and S&P 500 (^GSPC) have volatilities of 3.98% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.98%
4.07%
^GDAXI
^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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