C001.DE vs. ^NDX
C001.DE (Amundi DAX UCITS ETF Dist) is Europe Equities fund tracking the DAX®, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, C001.DE returned 9.91%/yr vs 21.12%/yr for ^NDX. At a 0.41 correlation, their price movements are largely independent.
Performance
C001.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
C001.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, C001.DE achieves a 1.66% return, which is significantly lower than ^NDX's 20.50% return. Over the past 10 years, C001.DE has underperformed ^NDX with an annualized return of 9.91%, while ^NDX has yielded a comparatively higher 21.12% annualized return.
C001.DE
- 1D
- 1.12%
- 1M
- -0.70%
- YTD
- 1.66%
- 6M
- 2.43%
- 1Y
- 6.01%
- 3Y*
- 15.99%
- 5Y*
- 9.35%
- 10Y*
- 9.91%
^NDX
- 1D
- 0.69%
- 1M
- 0.41%
- YTD
- 20.50%
- 6M
- 18.91%
- 1Y
- 35.77%
- 3Y*
- 24.35%
- 5Y*
- 16.60%
- 10Y*
- 21.12%
C001.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C001.DE Amundi DAX UCITS ETF Dist | 1.66% | 22.63% | 18.38% | 19.46% | -12.74% | 15.25% | 3.10% | 24.61% | -18.48% | 12.20% |
^NDX NASDAQ 100 Index | 20.50% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between C001.DE and ^NDX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2008 | 0.41 |
The correlation between C001.DE and ^NDX shifts across timeframes, from 0.33 (3 years) to 0.45 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
C001.DE vs. ^NDX — Risk / Return Rank
C001.DE
^NDX
C001.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DAX UCITS ETF Dist (C001.DE) and NASDAQ 100 Index (^NDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| C001.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.36 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 3.21 | -2.73 |
| Martin ratioReturn relative to average drawdown | 1.51 | 9.85 | -8.34 |
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Drawdowns
C001.DE vs. ^NDX - Drawdown Comparison
The maximum C001.DE drawdown since its inception was -43.59%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for C001.DE and ^NDX.
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Drawdown Indicators
| C001.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -46.44% | +2.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -11.19% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -27.30% | +11.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.64% | -31.53% | +4.89% |
Max Drawdown (10Y)Largest decline over 10 years | -38.62% | -31.53% | -7.09% |
Current DrawdownCurrent decline from peak | -1.97% | -2.48% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -8.00% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 3.64% | +0.33% |
Volatility
C001.DE vs. ^NDX - Volatility Comparison
The current volatility for Amundi DAX UCITS ETF Dist (C001.DE) is 3.49%, while NASDAQ 100 Index (^NDX) has a volatility of 8.19%. This indicates that C001.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C001.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 8.19% | -4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 13.52% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 17.83% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 22.49% | -5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 22.95% | -4.91% |
Frequently Asked Questions
C001.DE and ^NDX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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