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 8.91%/yr vs 20.72%/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 1.38% return, which is significantly lower than ^NDX's 21.80% return. Over the past 10 years, C001.DE has underperformed ^NDX with an annualized return of 8.91%, while ^NDX has yielded a comparatively higher 20.72% annualized return.
C001.DE
- 1D
- 0.52%
- 1M
- 2.00%
- YTD
- 1.38%
- 6M
- 4.04%
- 1Y
- 2.34%
- 3Y*
- 15.50%
- 5Y*
- 9.15%
- 10Y*
- 8.91%
^NDX
- 1D
- -0.67%
- 1M
- 9.26%
- YTD
- 21.80%
- 6M
- 19.18%
- 1Y
- 37.64%
- 3Y*
- 24.43%
- 5Y*
- 18.26%
- 10Y*
- 20.72%
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 | 1.38% | 22.63% | 18.38% | 19.46% | -12.82% | 15.35% | 3.10% | 24.61% | -18.48% | 12.20% |
^NDX NASDAQ 100 Index | 21.80% | 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 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2008 | 0.41 |
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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.
| C001.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.40 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.38 | -3.19 |
| Martin ratioReturn relative to average drawdown | 0.59 | 10.55 | -9.96 |
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
| C001.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 2.32 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.82 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.91 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.73 | -0.37 |
Drawdowns
C001.DE vs. ^NDX - Drawdown Comparison
The maximum C001.DE drawdown since its inception was -41.60%, 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 | -41.60% | -46.44% | +4.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -11.19% | -1.13% |
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 | -2.22% | -0.69% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -8.00% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 3.58% | +0.39% |
Volatility
C001.DE vs. ^NDX - Volatility Comparison
Amundi DAX UCITS ETF Dist (C001.DE) has a higher volatility of 5.16% compared to NASDAQ 100 Index (^NDX) at 3.80%. This indicates that C001.DE's price experiences larger fluctuations and is considered to be riskier 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 | 5.16% | 3.80% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 11.58% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 16.31% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 22.24% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 22.83% | -4.59% |
Frequently Asked Questions
C001.DE and ^NDX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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