^GDAXI vs. WLDL.L

Last updated Apr 2, 2026

Compare and contrast key facts about DAX Performance Index (^GDAXI) and Lyxor MSCI World UCITS ETF - Dist (WLDL.L).

WLDL.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 26, 2006.

Performance

^GDAXI vs. WLDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in DAX Performance Index (^GDAXI) and Lyxor MSCI World UCITS ETF - Dist (WLDL.L). The values are adjusted to include any dividend payments, if applicable.

^GDAXI vs. WLDL.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^GDAXI DAX Performance Index	-4.87%	23.01%	18.85%	20.31%	-12.35%	15.79%	3.55%	25.48%	-18.26%	-0.57%
WLDL.L Lyxor MSCI World UCITS ETF - Dist	-1.02%	6.71%	27.03%	20.26%	-13.31%	31.89%	6.59%	33.73%	-7.41%	2.44%

Different Trading Currencies

^GDAXI is traded in EUR, while WLDL.L is traded in GBp. To make them comparable, the WLDL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^GDAXI achieves a -4.87% return, which is significantly lower than WLDL.L's -1.02% return.

^GDAXI

• 1D: 2.73%
• 1M: -5.44%
• YTD: -4.87%
• 6M: -3.38%
• 1Y: 3.37%
• 3Y*: 14.24%
• 5Y*: 9.05%
• 10Y*: 9.05%

WLDL.L

• 1D: 2.46%
• 1M: -3.10%
• YTD: -1.02%
• 6M: 2.31%
• 1Y: 11.85%
• 3Y*: 15.22%
• 5Y*: 10.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^GDAXI vs. WLDL.L — Risk / Return Rank

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

^GDAXI

^GDAXI Risk / Return Rank: 25
^GDAXI Sharpe Ratio Rank: 24
^GDAXI Sortino Ratio Rank: 22
^GDAXI Omega Ratio Rank: 22
^GDAXI Calmar Ratio Rank: 28
^GDAXI Martin Ratio Rank: 30

WLDL.L

WLDL.L Risk / Return Rank: 50
WLDL.L Sharpe Ratio Rank: 66
WLDL.L Sortino Ratio Rank: 66
WLDL.L Omega Ratio Rank: 67
WLDL.L Calmar Ratio Rank: 25
WLDL.L Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^GDAXI vs. WLDL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DAX Performance Index (^GDAXI) and Lyxor MSCI World UCITS ETF - Dist (WLDL.L). 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.

	^GDAXI	WLDL.L	Difference
Sharpe ratio Return per unit of total volatility	0.19	0.81	-0.62
Sortino ratio Return per unit of downside risk	0.38	1.16	-0.78
Omega ratio Gain probability vs. loss probability	1.05	1.17	-0.12
Calmar ratio Return relative to maximum drawdown	0.33	0.26	+0.07
Martin ratio Return relative to average drawdown	1.12	0.93	+0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^GDAXI vs. WLDL.L - Sharpe Ratio Comparison

The current ^GDAXI Sharpe Ratio is 0.19, which is lower than the WLDL.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of ^GDAXI and WLDL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^GDAXI	WLDL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.19	0.81	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.88	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.91	-0.50

Correlation

The correlation between ^GDAXI and WLDL.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^GDAXI vs. WLDL.L - Drawdown Comparison

The maximum ^GDAXI drawdown since its inception was -72.68%, which is greater than WLDL.L's maximum drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for ^GDAXI and WLDL.L.

Drawdown Indicators

	^GDAXI	WLDL.L	Difference
Max Drawdown Largest peak-to-trough decline	-72.68%	-24.76%	-47.92%
Max Drawdown (1Y) Largest decline over 1 year	-12.27%	-10.66%	-1.61%
Max Drawdown (5Y) Largest decline over 5 years	-26.40%	-18.91%	-7.49%
Max Drawdown (10Y) Largest decline over 10 years	-38.78%	—	—
Current Drawdown Current decline from peak	-8.35%	-3.61%	-4.74%
Average Drawdown Average peak-to-trough decline	-14.75%	-3.25%	-11.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	4.38%	-0.76%

Volatility

^GDAXI vs. WLDL.L - Volatility Comparison

DAX Performance Index (^GDAXI) has a higher volatility of 6.90% compared to Lyxor MSCI World UCITS ETF - Dist (WLDL.L) at 4.56%. This indicates that ^GDAXI's price experiences larger fluctuations and is considered to be riskier than WLDL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^GDAXI	WLDL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.90%	4.56%	+2.34%
Volatility (6M) Calculated over the trailing 6-month period	11.31%	8.21%	+3.10%
Volatility (1Y) Calculated over the trailing 1-year period	17.71%	16.35%	+1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.80%	16.46%	+0.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.30%	19.90%	-1.60%